CME Average Daily Volume Up 30% In September

CME reported that volume for the third quarter averaged 4.2 million contracts per day, up 30% from the same period a year ago. Total volume was above 267 million contracts for the quarter. Average daily volume on the CME Globex

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CME reported that volume for the third quarter averaged 4.2 million contracts per day, up 30% from the same period a year ago.

Total volume was above 267 million contracts for the quarter. Average daily volume on the CME Globex electronic trading platform was 2.9 million contracts, a 45% increase from third-quarter 2004. During the quarter, CME Globex volume represented 69% of total exchange volume, compared with 62% in third-quarter 2004.

In September, CME average daily volume was a record 5.2 million contracts, up 45% from September 2004. Representing 68% of total exchange volume during September, trading on the CME Globex platform averaged a record 3.5 million contracts per day, up 60% from September 2004. CME’s foreign exchange (FX) markets hit a monthly average daily volume record of 411,000 contracts per day, an increase of 74% from the same period a year ago. Interest rate products exceeded 3 million contracts per day for the first month ever, with 3.2 million contracts per day, up 51% from September 2004.

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