CHICAGO (Commodity Online): CME Group, the world's largest and most diverse derivatives marketplace, has announced that October volume averaged 10.8 million contracts per day, down 13 percent from October 2008, but up 2 percent from September 2009. Total volume was 237 million contracts for October, of which 82 percent was traded electronically, and represented the highest first month of a quarter volume to date in 2009.

Electronic volume averaged 8.9 million contracts per day, down 11 percent from the prior October, but up 3 percent compared with September 2009. Average daily volume cleared through CME ClearPort was 559,000 contracts for October 2009, up 16 percent compared with October 2008, and up 14 percent sequentially. CME Group year-to-date volume through October averaged 10.3 million contracts per day.

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In October, CME Group interest rate volume demonstrated the best year-over-year growth so far in 2009, averaging 4.5 million contracts per day, down only 2 percent compared with October 2008, but up 2 percent compared with the prior month. Eurodollar futures volume averaged 1.8 million contracts per day, up 4 percent versus October 2008, and Treasury futures volume averaged 1.8 million contracts per day, up 12 percent compared with the same period a year ago. CME Group equity index volume averaged 2.8 million contracts per day, down 43 percent compared with October 2008. CME Group foreign exchange (FX) volume experienced its highest non-roll month to date in 2009, up 33 percent compared with the prior October to average 747,000 contracts per day, reflecting average daily notional value of approximately $99 billion, a record for a non-roll month.

CME Group energy volume, which includes volume cleared through CME ClearPort, averaged 1.7 million contracts per day for October 2009, up 22 percent compared with the same period last year, and up 10 percent compared with September 2009. CME Group commodities and alternative investments volume averaged 785,000 contracts per day, up 2 percent from October 2008, and up 23 percent sequentially. CME Group metals volume, which includes volume cleared through CME ClearPort, averaged 239,000 contracts per day for October 2009, up 16 percent compared with the prior October, and up 6 percent from September 2009.

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