CME had reported that total volume for the second quarter averaged a record 4.4 million contracts per day, up 33% from the same period a year ago. Total CME volume was above 280 million contracts for the quarter. Average daily volume on the CME Globex electronic trading platform was 3.1 million contracts, an 82% increase from second-quarter 2004 and a 19% increase from first-quarter 2005. During the quarter, CME Globex volume represented 71% of total exchange volume, compared with 66% in first-quarter 2005 and 52% in second-quarter 2004.
In June, CME average daily volume was 4.2 million contracts, up 34% from June 2004. Representing 71% of total exchange volume during June, trading on the CME Globex platform averaged 3.0 million contracts per day, up 78% from June 2004. CME’s foreign exchange (FX) markets hit a monthly average daily volume record of 388,000 contracts per day, an increase of 91% from the same period a year ago.