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Derivatives trading volume at the Chicago Mercantile Exchange in April was above 100 million contracts for the first time, powered by growth in Eurodollar trading, the exchange said on Monday. Average daily futures and options volume for the month at the largest US futures exchange was 4.862 million contracts, up 47 percent from a year earlier, taking total volume to 102 million contracts. Volume figures exclude CME's total return asset contracts, or TRAKRS, which generate significantly lower per-trade fees. The month's average daily volume on Globex, CME's electronic trading platform, was 3.4 million contracts, up 113 percent on the year.
Electronic trading accounted for about 70 percent of total CME volume for April, up from 48 percent a year ago. Rapidly shifting views on US monetary policy and the economic growth outlook pushed trading in interest rate products, CME's biggest segment, up 51 percent in April compared with a year earlier.
Volume in Eurodollar futures, the world's busiest futures contract, was 42.4 million contracts, up from 34.5 million in March and up 59 percent from a year earlier. More than 80 percent of Eurodollar futures trading took place on Globex.
Competing Eurodollar futures on London's Liffe traded about 1 million contracts for the month, about 2 percent of CME's volume.
All of CME's segments had increased turnover in April, with foreign exchange products up 94 percent on the year.
Trading in E-mini equity index products averaged 1.5 million contracts per day in April, up 35 percent from a year ago and a new record high. CME shares were down $3.12, or 1.6 percent, at $192.40 in mid-morning trading on the New York Stock Exchange.

Copyright Reuters, 2005

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