An average of 12.1m contracts changed hands each
day, up 2% from the same period in 2010 but down 16% from the
Of the 243m contracts traded, 83% were completed
electronically, not much of a drop from the record 85% in
By the end of April open interest had grown to 96m
contracts, 5% above the level a year earlier.
CME’s Eurodollar Futures, the second most actively
traded futures contract globally, increased their daily average
volume by 5% from April 2010 to 2.5m contracts.
Eurodollar options did not fare as well, dropping
14% on the same period last year to an average 0.72m contracts
It was a brisk month for the 38 agricultural
commodity contracts offered by the exchange, with trading up
16% from the previous month and 44% above April
2010’s volumes to a daily average of 1.3m
Metals volumes surged 63% from the same period last
year to average 0.42m contracts a day.
CME also carries three of the top 10 most actively
traded foreign exchange contracts in the world. All three had
increased their trading levels in March, but they lost some
steam in April, with ADV dipping to 0.8m contracts a day, 5%
below the year-ago month.
Energy derivatives did not fare much better, losing
4% of their April 2010 volume to 1.7m a day.
Also declining were CME’s equity index
volumes, down 14% from last year to a daily average of
On the other hand, gains were made by both Treasury
futures and options. ADV for Treasury futures was 7% up
year-on-year at 2.2m, while options grew 10% to 0.29m.
An average of 5.7m interest rate contracts changed
hands each day on the exchange, up 2% from last April.
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