CME Group Volume Averaged 14.2 Million Contracts per Day in November 2010, Up 31 Percent, and Up 24 Percent Sequentially

— Highest monthly average daily volume since September 2008, excluding May 2010
— Record agricultural commodities average daily volume of 1.3 million contracts, up 47 percent
— Record metals average daily volume of 500,000 contracts, up 34 percent

CME Group, the world’s leading and most diverse derivatives marketplace, today announced that November volume averaged 14.2 million contracts per day, up 31 percent from November 2009, and up 24 percent compared with October 2010. November represents the highest monthly average daily volume since September 2008, outside of the 16.8 million contracts averaged in May 2010. Total volume for November was 297 million contracts, of which 83 percent was traded electronically.

In November 2010, CME Group interest rate volume averaged 7.0 million contracts per day, up 46 percent compared with the prior November, and up 48 percent sequentially. Treasury futures volume averaged 3.0 million contracts per day, up 37 percent compared with the same period in 2009, and Treasury options volume averaged 444,000 contracts per day, up 106 percent. Eurodollar futures volume averaged 2.6 million contracts per day, up 61 percent versus November 2009, and Eurodollar options volume averaged 838,000 contracts per day, up 24 percent.

CME Group equity index volume averaged 2.8 million contracts per day, up 15 percent from November 2009, and up 7 percent sequentially. CME Group foreign exchange (FX) volume averaged 964,000 contracts per day, up 23 percent compared with the same period a year ago, reflecting average daily notional value of $131 billion.

CME Group energy volume averaged 1.6 million contracts per day, up 6 percent compared with November 2009. CME Group commodities volume averaged a record 1.3 million contracts per day, up 47 percent compared with the prior November, and up 13 percent from October 2010. CME Group metals volume averaged a record 500,000 contracts per day, up 34 percent compared with the same period last year, and up 42 percent sequentially.

Electronic volume averaged 11.8 million contracts per day, up 33 percent from the prior November, while privately negotiated volume increased 51 percent to 263,000 contracts per day. Average daily volume cleared through CME ClearPort was 403,000 contracts for November 2010, down 5 percent compared with November 2009. Open outcry volume averaged 1.7 million contracts per day in November, up 25 percent versus November 2009.