CME Group, the world's largest and most diverse derivatives exchange, announced that May volume averaged 10.7 million contracts per day, down 15 percent from May 2008, but up 17 percent from April 2009. Total volume was 214 million contracts for May, of which 79 percent was traded electronically. Electronic volume averaged 8.4 million contracts per day, down 14 percent from the prior May and up 15 percent sequentially.

CME Group E-mini equity index volume averaged 2.9 million contracts per day, up 15 percent compared with May 2008. Equity standard volume averaged 104,000 contracts per day, down 21 percent compared with the same period last year. CME Group commodities and alternative investments volume averaged 731,000 contracts per day, down 3 percent from May 2008. CME Group foreign exchange (FX) volume averaged 544,000 contracts per day, with notional value of approximately $68 billion, down 12 percent compared with the prior May, but up 21 percent sequentially. CME Group interest rate volume averaged 4.7 million contracts per day, down 29 percent compared with the same period in 2008, but representing the best monthly volume to date in 2009. In May, CME Group Eurodollar volume averaged 2.5 million contracts per day and CME Group Treasury volume averaged 2.2 million contracts per day - up 30 percent and 62 percent, respectively, compared with April 2009 - representing the best monthly volume so far in 2009 in each of these categories.

Total NYMEX volume averaged 1.7 million contracts for May 2009, down 10 percent compared with the same period last year, but up 11 percent compared with April 2009. Monthly NYMEX energy futures and options volume averaged 933,000 contracts per day, down 21 percent from May 2008. COMEX metals volume averaged 191,000 contracts per day for May 2009, down 13 percent. Average daily volume cleared through CME ClearPort was 537,000 contracts for May 2009, up 29 percent compared with May 2008, as users continue to seek the safety and soundness of CME Group's regulated, centrally cleared markets. The remaining NYMEX volume of 64,000 trades per day consisted of other transactions, which include position transfers and exchanges.