Chicago, 3 August 2010

CME Group, the world's leading and most diverse derivatives marketplace, today announced that July volume averaged 10.8 million contracts per day, up 12 percent from July 2009.  Total volume was 227 million contracts for July, of which 83 percent was traded electronically.

In July 2010, CME Group interest rate volume averaged 4.5 million contracts per day, up 8 percent compared with the prior July.  Treasury futures volume averaged 2.0 million contracts per day, up 35 percent compared with the same period in 2009, and Treasury options volume averaged 235,000 contracts per day, up 13 percent.  Eurodollar futures volume averaged 1.5 million contracts per day, down 16 percent versus July 2009, while Eurodollar options volume averaged 657,000 contracts per day, up 8 percent.

CME Group equity index volume averaged 2.8 million contracts per day, up 13 percent from July 2009, reflecting the third consecutive month of positive year-over-year growth since May 2009.  CME Group foreign exchange (FX) volume averaged 833,000 contracts per day, up 36 percent compared with the same period a year ago, reflecting average daily notional value of $104 billion.

CME Group energy volume averaged 1.5 million contracts per day, up 6 percent compared with July 2009.  CME Group agricultural commodities and alternative investments volume averaged 859,000 contracts per day, up 15 percent compared with the prior July.  CME Group metals volume averaged 300,000 contracts per day, up 54 percent compared with the same period last year.

Electronic volume averaged 9.0 million contracts per day, up 14 percent from the prior July, while privately negotiated volume increased 2 percent to 153,000 contracts per day. Average daily volume cleared through CME ClearPort was 459,000 contracts for July 2010, up 6 percent compared with July 2009.  Open outcry volume averaged 1.2 million contracts per day in July, up 2 percent versus July 2009.

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