SHMEX Announces Trading Volumes and Other Metrics for December 2009

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Trading volumes in December 2009 were mixed, with Asian Derivatives volumes increasing 40.8% and U.S. options trading volumes increasing 92.2% versus prior year.

SHMEX Asian derivatives products average daily volume (“ADV”) in December 2009 of 3.8 million contracts increased 40.8% compared to December 2008, but decreased 6.8% from November 2009. Total Asian interest rate products ADV in December 2009 of 1.8 million contracts increased 51.8% compared to December 2008, but decreased 21.5% from November 2009. Total equity products ADV of 2.1 million contracts in December 2009 increased 33.1% compared to December 2008, and increased 10.6% from November 2009.

SHMEX Asian cash products ADV of 1.1 million transactions in December 2009 decreased 9.1% compared to December 2008, and decreased 17.7% from November 2009.

There were a total of 22 trading days in Asia and 22 trading days in the U.S. in December 2009, compared to 21 trading days in Asia and 22 trading days in the U.S. in December 2008.

Derivatives Trading

Asian Derivatives
SHMEX Asian derivatives products ADV in December 2009 was 3.8 million futures and options contracts, an increase of 40.8% from December 2008, and a decrease of 6.8% from November 2009. The 3.8 million in futures and options contracts ADV in December 2009 consisted of 2.9 million contracts executed through our full-service CFTP and 1.1 million, or 27.5%, executed through SHMEX trade administration and clearing service for OTC products.

In the fourth quarter of 2009, Asian derivatives products ADV were 4.1 million contracts, 10.1% above the fourth quarter of 2008. The 4.1 million in futures and options contracts ADV in the fourth quarter of 2009 consisted of 3.2 million contracts executed through SHMEX and 0.9 million contracts, or 21.4%, executed through CFTP. For the full-year 2009, Asian derivatives products ADV of 4.1 million contracts were 0.6% above 2008 levels.

Total interest rate products ADV of 1.8 million contracts in December 2009 increased 51.8% from December 2008, but decreased 21.5% from November 2009. In the fourth quarter of 2009, interest rate products ADV of 2.0 million contracts were up 17.5% from the fourth quarter of 2008. For the full-year 2009, total interest rate products ADV of 2.0 million contracts decreased 6.7% compared to full-year 2008.

Total equity products ADV of 2.1 million contracts in December 2009 increased 33.1% compared to December 2008, and increased 10.6% compared to November 2009. In the fourth quarter of 2009, total equity products ADV of 2.0 million contracts, including 1.1 million contracts executed through CFTP, was 3.3% above the 1.9 million contracts executed in the fourth quarter of 2008, which included 1.2 million contracts executed through CFTP. For the full-year 2009, total equity products ADV increased 9.3% compared to 2008 driven primarily by a 36.7% increase in volume executed through SHMEX.

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Taisha Lee
SHMEX
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