CHICAGO, Dec. 2 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse derivatives marketplace, today announced that November volume averaged 10.8 million contracts per day, up 5 percent from November 2008 and representing the first month of positive year-over-year growth to date in 2009. Total volume was 216 million contracts for November, of which 82 percent was traded electronically. Electronic volume averaged 8.8 million contracts per day, up 7 percent from the prior November. Average daily volume cleared through CME ClearPort was 427,000 contracts for November 2009, up 3 percent compared with November 2008. CME Group year-to-date volume through November averaged 10.4 million contracts per day.

November represented a record volume month for metals and the highest monthly volume to date in 2009 for foreign exchange (FX). CME Group metals volume averaged a record 372,000 contracts per day for November 2009, up 68 percent compared with the prior November, and up 55 percent from October 2009. CME Group FX volume averaged 782,000 contracts per day, up 66 percent compared with the prior November, reflecting average daily notional value of approximately $106 billion, a record for a non-roll month.

In November, CME Group interest rate volume demonstrated the best year-over-year growth of the year, averaging 4.8 million contracts per day, up 28 percent compared with November 2008, and up 7 percent compared with the prior month. Eurodollar futures volume averaged 1.6 million contracts per day, up 28 percent versus November 2008, while Eurodollar options volume averaged 678,000 contracts per day, up 12 percent. Treasury futures volume averaged 2.2 million contracts per day, up 41 percent compared with the same period a year ago. CME Group equity index volume averaged 2.5 million contracts per day, down 37 percent from November 2008. CME Group energy volume averaged 1.5 million contracts per day, up 21 percent compared with the same period last year. CME Group commodities and alternative investments volume averaged 862,000 contracts per day, up 19 percent from November 2008, and up 10 percent sequentially.

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, and HuRLO products.

MONTHLY AVERAGE DAILY VOLUME (ADV)

                      Total Exchange Pro Forma ADV
              (CME, CBOT and NYMEX combined, in thousands)

                          Nov 2009      Nov 2008
                          --------      --------
Trading Days                   20            19

PRODUCT LINE              Nov 2009      Nov 2008      Percent Change
                          --------      --------      --------------
Interest Rates              4,786         3,737            28%
Equity Index                2,479         3,913           -37%
FX                            782           471            66%
Energy (including CME
 ClearPort)                 1,514*        1,249            21%
Commodities and Alt. Inv.     862           724            19%
Metals (including CME
 ClearPort)                   372           221            68%
                              ---           ---           ---
     Total                 10,794        10,315             5%

                          Nov 2009      Nov 2008      Percent Change
     VENUE                --------      --------      --------------
Open outcry                 1,372         1,455            -6%
CME Globex                  8,822         8,282             7%
Privately negotiated          174           166             5%
CME ClearPort (OTC)           427           413             3%

*The PJM daily electricity swap futures contracts, which have an
average rate per contract of approximately 10 cents, averaged 45,457
contracts per day in November 2009.  This accounted for
approximately 3 percent of the total Energy volume in November 2009,
down from 7 percent in October 2009.

ROLLING THREE-MONTH AVERAGES

Average Daily Volume (In thousands)

                               3-Month Period Ending
PRODUCT LINE         Nov-09     Oct-09       Sep-09     Aug-09
Interest Rates        4,538      4,527        4,422      4,670
Equity Index          2,770      2,756        2,656      2,639
FX                      761        707          660        644
Energy                1,605      1,588        1,484      1,450
Commodities/Alt.
 Investments            761        721          708        799
Metals                  276        216          201        193
                        ---        ---          ---        ---
     Total           10,711     10,515       10,132     10,395


VENUE                Nov-09     Oct-09       Sep-09     Aug-09
Open outcry           1,272      1,261        1,264      1,382
Electronic            8,781      8,599        8,267      8,389
Privately negotiated    165        158          147        173
CME ClearPort (OTC)     494        497          453        451

Average Rate Per Contract (In dollars)

                              3-Month Period Ending
PRODUCT LINE        Oct-09     Sep-09       Aug-09     Jul-09
Interest Rates       0.502      0.505        0.511      0.518
Equity Index         0.715      0.722        0.727      0.720
FX                   0.824      0.853        0.876      0.874
Energy               1.645      1.694        1.677      1.673
Commodities/Alt.
 Investments         1.244      1.199        1.175      1.129
Metals               1.868      1.849        1.823      1.803
                     -----      -----        -----      -----
     Total           0.831      0.834        0.826      0.821

VENUE               Oct-09     Sep-09       Aug-09     Jul-09
Exchange-Traded      0.763      0.765        0.764      0.759
CME ClearPort (OTC)  2.211      2.304        2.195      2.163

As the world's largest and most diverse derivatives marketplace, CME Group (www.cmegroup.com) is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex electronic trading platform and its trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort. These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk in both listed and over-the-counter derivatives markets.

The Globe logo, CME, Chicago Mercantile Exchange, CME Group, Globex, E-mini and CME ClearPort are trademarks of Chicago Mercantile Exchange Inc. CBOT and Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago. NYMEX and New York Mercantile Exchange are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. All other trademarks are the property of their respective owners. Further information about CME Group (NASDAQ: CME) and its products can be found at www.cmegroup.com.

CME-G

SOURCE CME Group