CME Group E-mini equity index product volume averaged a record 3.1 million contracts per day in the third quarter, up 83 percent compared with third-quarter 2006. CME Group equity standard volume averaged 202,000 contracts per day, up 26 percent from the same period a year ago. Total equity options volume averaged 187,000 contracts per day, a 53 percent increase from the same period a year ago. Total E-mini index options volume averaged 100,000 contracts per day, up 85 percent from third-quarter 2006.
All references to volume and rate per contract information in the text of this document exclude our non-traditional TRAKRS products, for which CME Group receives significantly lower clearing fees than other CME Group products, and Swapstream products.
CME Group foreign exchange product volume averaged a record 635,000 contracts per day in the third quarter, up 50 percent compared with the year-ago period. Electronic foreign exchange volume averaged a record 594,000 contracts per day, up 59 percent compared with third-quarter 2006.
CME Group interest rate product volume averaged a record 8.1 million contracts per day in the third quarter, up 43 percent from third-quarter 2006. CME Group achieved quarterly total volume records in Eurodollars, 10-year, 5-year and 2-year U.S. Treasury Notes, and 30-year U.S. Bonds, of 4.5 million, 1.8 million, 823,000, 327,000 and 514,000 contracts per day, respectively. During the third quarter, electronic Eurodollar options averaged a record 141,000 contracts per day, up 49 percent compared with the same period a year ago.
CME Group commodities and alternative investment products volume averaged 716,000 contracts per day in third-quarter 2007, up 15 percent compared with the same period a year ago. CME Group electronic commodities and alternative investment product volume was 51 percent of total CME Group commodities and alternative investment product volume in the third quarter.
NYMEX energy and metals volume on the CME Globex platform in the third-quarter 2007 averaged a record 801,000 contracts per day, increasing by four times the average daily volume for the same period a year ago.
September Highlights
Total CME Group monthly volume exceeded 220 million contracts, of which 76 percent were traded electronically. Total monthly options volume averaged 2.2 million contracts per day, up 22 percent from September 2006. September electronic options volume averaged 252,000 contracts per day, representing 11 percent of total CME Group options volume.
CME Group E-mini equity index product volume averaged 2.9 million contracts per day in September, up 56 percent compared with September 2006. Total equity options volume averaged 141,000 contracts per day, a 12 percent increase from the same period a year ago. Total E-mini index options volume averaged 72,000 contracts per day, up 28 percent from September 2006.
CME Group foreign exchange product volume averaged 635,000 contracts per day in September, up 22 percent compared with the year-ago period. Electronic foreign exchange product volume averaged 587,000 contracts per day, up 32 percent compared with September 2006. September foreign exchange futures and options product volume represented a notional value of $79 billion.
CME Group interest rate product volume averaged 7.1 million contracts per day in September, up 18 percent from September 2006.
CME Group commodities and alternative investment products volume averaged 712,000 contracts per day in September, up 12 percent compared with the same period a year ago. NYMEX energy and metals volume on the CME Globex platform in September averaged a record 889,000 contracts per day, more than tripling the average daily volume for the same period a year ago.
