CME Group, the world's leading and most diverse derivatives marketplace, announced August volume averaged an all-time record 17.1 million contracts per day, up 46 percent from August 2010, and up 35 percent sequentially. Total volume for August was 393 million contracts, of which 84 percent was traded electronically. August 2011 month-end open interest reached 100 million contracts, up 7 percent from the same period last year.

"While customers rely on liquidity during all market conditions, it becomes increasingly crucial during times of high market volatility," said CME Group Executive Chairman Terry Duffy. "The market turbulence in August reinforced the need for deep liquidity across time zones, allowing for the decisive action necessary to manage risk in an uncertain environment."

"Given CME Group's product diversity, we provide customers the ability to manage risks across all major asset classes," said CME Group Chief Executive Officer Craig Donohue. "Reaching a record of more than 100 million open contracts in August, including 46 million in interest rates alone, our products deliver capital efficiencies plus the proven safety and security of CME Clearing."

In August 2011, CME Group interest rate volume averaged 8.0 million contracts per day, up 47 percent compared with August 2010. Treasury futures volume averaged 3.7 million contracts per day, up 33 percent compared with same period a year ago. Treasury options volume averaged 362,000 contracts per day, down one percent from August 2010. Ultra Treasury bond futures and options averaged a record 112,000 contracts per day in August, up 105 percent compared with August 2010. Eurodollar futures volume averaged 2.7 million contracts per day, up 71 percent versus prior August, and Eurodollar options volume averaged 1.2 million contracts per day, up 75 percent, and included a monthly record for 2-Year Eurodollar Mid-curve options, surpassing last month's record by 16 percent.

CME Group equity index volume averaged 4.7 million contracts per day, up 83 percent from August 2010, and included record August average daily volume of 3.9 million contracts for the E-mini S&P futures and options. CME Group foreign exchange (FX) volume averaged 991,000 contracts per day, up 21 percent compared with the same period a year ago, reflecting average daily notional value of $137 billion.

CME Group energy volume averaged 1.8 million contracts per day, up 8 percent compared with August 2010. CME Group agricultural commodities volume averaged 1.0 million contracts per day, up 7 percent compared with the prior August. CME Group metals volume averaged a record 521,000 contracts per day, more than doubling the average daily volume from the same period last year, and up 38 percent sequentially. The month of August included record average daily volumes for Gold futures and options as well as Copper futures.

Electronic volume averaged a record 14.4 million contracts per day in August 2011, up 49 percent from August 2010, while privately negotiated volume increased 57 percent to a record 306,000 contracts per day. Average daily volume cleared through CME ClearPort was 484,000 contracts in August 2011, down 2 percent compared with August 2010, however there was record volume in FX and metals cleared during the month. Open outcry volume averaged 1.9 million contracts per day, up 37 percent versus the prior August.