- Highest-ever April ADV with 33% growth over April 2023
- Record April ADV for interest rate, equity index,
metals, FX and options products
- Record monthly ADV for U.S. Treasury
options
CHICAGO, May 2, 2024
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its April
2024 market statistics set a new average daily volume (ADV)
record of 26.5 million contracts for the month, up 33% from
April 2023, with double-digit growth
across all asset classes.
Additionally, interest rate, equity index, foreign exchange and
options products set new April ADV records. Metals also reached a
new April ADV record, including monthly records for metals options,
copper futures and options, and silver options. U.S. Treasury
options also reached an all-time monthly ADV record. Market
statistics are available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
"With double-digit growth in all asset classes and a number of
volume records in individual product lines, CME Group is playing an
extremely important role in helping our clients around the world
navigate risk across many areas of their businesses," said
Terry Duffy, CME Group Chairman and
Chief Executive Officer.
April 2024 ADV across asset
classes includes:
- Record April Interest Rate ADV of 12.6 million contracts
- Record April Equity Index ADV of 7.6 million contracts
- Record April Options ADV of 5.7 million contracts
- Energy ADV of 2.4 million contracts
- Agricultural ADV of 1.8 million contracts
- Record April Metals ADV of 1 million contracts
- Record April Foreign Exchange ADV of 988,000 contracts
Additional April 2024 product
highlights compared to April 2023
include:
- Interest Rate ADV increased 37%
- Record U.S. Treasury options ADV of 1,486,143
contracts
- SOFR futures ADV increased 32% to 3.4 million contracts
- 10-Year U.S. Treasury Note futures ADV increased 67% to
2.3 million contracts
- 5-Year U.S. Treasury Note futures ADV increased 39% to 1.4
million contracts
- Equity Index ADV increased 36%
- E-mini S&P 500 options ADV increased 74% to 1.7 million
contracts
- Micro E-mini Nasdaq 100 futures ADV increased 66% to 1.5
million contracts
- E-Mini Russell 2000 futures ADV increased 26% to 210,000
contracts
- Options ADV increased 33%
- Record Metals options ADV of 159,339 contracts
- Interest Rate options ADV increased 15% to 2.9 million
contracts
- Equity Index options ADV increased 76% to 1.9 million
contracts
- Energy ADV increased 15%
- Energy options ADV increased 33% to 402,000 contracts
- WTI Crude Oil options ADV increased 40% to 195,000
contracts
- Natural Gas options ADV increased 22% to 193,000
contracts
- Agricultural ADV increased 16%
- Soybean Oil futures ADV increased 36% to 196,000
contracts
- KC HRW Wheat futures ADV increased 49% to 83,000 contracts
- Metals ADV increased 65%
- Record Copper futures ADV of 195,271 contracts
- Record Silver options ADV of 27,121 contracts
- Record Copper options ADV of 19,513 contracts
- Micro Gold futures ADV increased 97% to 165,000 contracts
- International ADV increased 43% to 7.8 million contracts, with
EMEA ADV up 49%, Latin America up 36% and Asia up 31%
- Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 2.8
million contracts represented 37% of overall Equity Index ADV and
Micro WTI Crude Oil futures accounted for 3.3% of overall Energy
ADV
- BrokerTec U.S. Treasury average daily notional value (ADNV)
increased 18% to 108.2B and U.S. Repo
ADNV increased 5% to $294B
- EBS Spot FX ADNV increased 16% to $61.2B
- Customer average collateral balances to meet performance bond
requirements for 1Q 2024 were $75.7
billion for cash collateral and $158.7 billion for non-cash collateral
As the world's leading derivatives marketplace, CME Group
(www.cmegroup.com) enables clients to trade futures, options, cash
and OTC markets, optimize portfolios, and analyze data – empowering
market participants worldwide to efficiently manage risk and
capture opportunities. CME Group exchanges offer the widest range
of global benchmark products across all major asset classes based
on interest rates, equity indexes, foreign
exchange, energy, agricultural
products and metals. The company offers futures and
options on futures trading through the CME Globex platform, fixed
income trading via BrokerTec and foreign exchange trading on the
EBS platform. In addition, it operates one of the world's leading
central counterparty clearing providers, CME Clearing.
CME Group, the Globe logo, CME, Chicago Mercantile Exchange,
Globex, and, E-mini are trademarks of Chicago Mercantile Exchange
Inc. CBOT and Chicago Board
of Trade are trademarks of Board of Trade of the City of Chicago, Inc. NYMEX, New York
Mercantile Exchange and ClearPort are trademarks of New York
Mercantile Exchange, Inc. COMEX is a trademark of Commodity
Exchange, Inc. BrokerTec and EBS are trademarks of BrokerTec Europe
LTD and EBS Group LTD, respectively. The S&P 500 Index is a
product of S&P Dow Jones Indices LLC ("S&P DJI").
"S&P®", "S&P 500®", "SPY®", "SPX®", US 500 and The 500 are
trademarks of Standard & Poor's Financial Services LLC; Dow
Jones®, DJIA® and Dow Jones Industrial Average are service and/or
trademarks of Dow Jones Trademark Holdings LLC. These trademarks
have been licensed for use by Chicago Mercantile Exchange Inc.
Futures contracts based on the S&P 500 Index are not sponsored,
endorsed, marketed, or promoted by S&P DJI, and S&P DJI
makes no representation regarding the advisability of investing in
such products. All other trademarks are the property of their
respective owners.
CME-G
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SOURCE CME Group