CME Volumes Up Post-Merger

CME Group’s October 2008 volume averaged 12.5 million contracts per day, up 13 percent from October 2007, based on combined CME Group/NYMEX volumes. Total monthly volume for October was over 287 million contracts. Year-to-date, CME Group’s volume through October averaged 13.7 million contracts per day, based on combined exchange data, up 11 percent from the same period in 2007.

In particular, CME Group E-mini equity index volume averaged 4.7 million contracts per day, up 83 percent compared with October 2007. The CME E-mini family of futures contracts offers smaller-sized contracts tied to several major indexes, most notably the S&P 500—that contract saw its volume increase to more than 84 million contracts during the month, an increase of 118 percent over the previous October.