CHICAGO (Commodity Online): CME Group, the world's largest and most diverse derivatives marketplace, has announced that December volume averaged 9.2 million contracts per day, up 13 percent from December 2008, and represented the second consecutive month of positive year-over-year growth in 2009.

Total volume was 202 million contracts for December, of which 82 percent was traded electronically. Electronic volume averaged 7.5 million contracts per day, up 17 percent from the prior December. Average daily volume cleared through CME ClearPort was 403,000 contracts for December 2009, down 1 percent compared with December 2008. CME Group fourth-quarter volume averaged 10.2 million contracts per day, down one percent from December 2008, but up one percent versus third-quarter 2009. CME Group 2009 volume averaged 10.3 million contracts per day, down 20 percent from 2008.

In December, CME Group interest rate volume demonstrated the best monthly year-over-year growth in 2009, averaging 3.9 million contracts per day, up 42 percent compared with December 2008. Eurodollar futures volume averaged 1.7 million contracts per day, up 38 percent versus December 2008, while Eurodollar options volume averaged 539,000 contracts per day, up 11 percent. Treasury futures volume averaged 1.4 million contracts per day, up 64 percent compared with the same period in 2008, and Treasury options volume averaged 236,000 contracts per day, up 63 percent. CME Group equity index volume averaged 2.2 million contracts per day, down 27 percent from December 2008.

CME Group foreign exchange (FX) volume averaged 735,000 contracts per day, up 81 percent compared with the same period a year ago, reflecting average daily notional value of approximately $96 billion. CME Group energy volume averaged 1.4 million contracts per day in December, up 21 percent compared with t he same period last year. CME Group commodities and alternative investments volume averaged 614,000 contracts per day, up 6 percent from December 2008. CME Group metals volume averaged 273,000 contracts per day in December 2009, up 111 percent compared with the prior December.

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Average daily volume and rate per contract figures from 2008 have been revised due to standardizing NYMEX reporting conventions to follow CME's treatment of post-trade transactions such as exercises, assignments and deliveries.

All references to CME Group 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, Swapstream products, HuRLO products and credit default swap clearing.

During the fourth quarter, CME Group interest rate volume demonstrated the only positive quarterly year-over-year growth of 2009, averaging 4.4 million contracts per day, up 18 percent compared with fourth-quarter 2008. Eurodollar futures volume averaged 1.7 million contracts per day, up 20 percent versus fourth-quarter 2008, while Eurodollar options volume averaged 591,000 contracts per day, down 7 percent. Treasury futures volume averaged 1.8 million contracts per day, up 34 percent compared with the same period a year ago, and Treasury options volume averaged 227,000 contracts per day, up 4 percent. CME Group equity index volume averaged 2.5 million contracts per day, down 37 percent.

CME Group FX volume averaged 754,000 contracts per day, up 57 percent compared with the same period a year ago, reflecting average daily notional value of approximately $100 billion. Fourth quarter CME Group energy volume averaged 1.6 million contracts per day, up 21 percent compared with the same period last year. CME Group commodities and alternative investments volume averaged 750,000 contracts per day, up 9 percent from fourth-quarter 2008. CME Group metals volume averaged 292,000 contracts per day in fourth-quarter 2009, up 59 percent compared with the prior fourth quarter, and up 45 percent sequentially.

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