CHICAGO (Commodity Online): CME Group, the world's largest and most diverse derivatives marketplace, has announced that January volume averaged 11.2 million contracts per day, up 19 percent from January 2009. Total volume was 213 million contracts for January, of which 82 percent was traded electronically. Electronic volume averaged 9.2 million contracts per day, up 25 percent from the prior January. Average daily volume cleared through CME ClearPort was 516,000 contracts for January 2010, down 7 percent compared with January 2009, but up 28 percent compared with December 2009.



In January, CME Group interest rate volume averaged 4.8 million contracts per day, up 33 percent compared with January 2009, and up 23 percent sequentially. Treasury futures volume averaged 1.8 million contracts per day, up 71 percent compared with the same period in 2009, and Treasury options volume averaged 304,000 contracts per day, up 43 percent. Eurodollar futures volume averaged 1.9 million contracts per day, up 23 percent versus January 2009, while Eurodollar options volume averaged 686,000 contracts per day, down 3 percent.

CME Group equity index volume averaged 2.9 million contracts per day, down 4 percent from January 2009. CME Group foreign exchange (FX) volume averaged 820,000 contracts per day, up 78 percent compared with the same period a year ago, reflecting average daily notional value of approximately $108 billion, a record for a non-roll month for both daily notional and volume. CME Group energy volume averaged 1.6 million contracts per day in Januar y, up 9 percent compared with the same period last year. CME Group commodities and alternative investments volume averaged 771,000 contracts per day, up 18 percent from January 2009. CME Group metals volume averaged 355,000 contracts per day in January 2010, up 65 percent compared with the prior January.

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