- Record interest rate ADV of
18.3 million contracts
- Record U.S. Treasury futures and options ADV overall,
including record volume for 2-year, 5-year and 30-year futures
contracts
- Record August ADV in equity index, agricultural, foreign
exchange and options products
- Record international ADV of
8.9 million contracts
CHICAGO, Sept. 4,
2024 /PRNewswire/ -- CME Group, the world's leading
derivatives marketplace, today reported its second-highest monthly
volume ever, with average daily volume (ADV) up 31% to 31.7 million
contracts in August, driven by double-digit increases across all
six asset classes.
The company's interest rate ADV reached a record 18.3 million
contracts and its deeply liquid U.S. Treasury complex hit an
all-time monthly record ADV of 11.5 million contracts, including
the highest volume ever for 2-year, 5-year and 30-year futures
contracts. In addition, SOFR futures and options volume climbed 48%
to 6.3 million contracts and the company's BrokerTec cash U.S.
Treasury notional volume hit a year-to-date record of $249 billion on August
5.
In addition, new August ADV records were set across equity
index, agricultural, foreign exchange and options products. Market
statistics are available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
August 2024 ADV across asset
classes includes:
- Record Interest Rate ADV of 18.3 million contracts
- Record August Equity Index ADV of 7.5 million contracts
- Energy ADV of 2.6 million contracts
- Record August Agricultural ADV of 1.6 million contracts
- Record August Foreign Exchange ADV of 1 million contracts
- Metals ADV of 708,000 contracts
Additional August 2024 product
highlights compared to August 2023
includes:
- Interest Rate ADV increased 41%
- Record U.S. Treasury futures and options volume of 11.5 million
contracts
- Record August Interest Rate options ADV of 3.3 million
contracts
- Record 5-Year U.S. Treasury Note futures ADV of 2.8 million
contracts
- Record 2-Year U.S. Treasury Note futures ADV of 1.6 million
contracts
- Record 30-Year U.S. Treasury Note futures ADV of 708,000
contracts
- SOFR futures and options ADV increased 48% to 6.3 million
contracts
- Equity Index ADV increased 15%
- Record August Equity Index options ADV of 1.7 million
contracts
- Micro E-mini Nasdaq-100 futures ADV increased 36% to 1.6
million contracts
- E-mini S&P 500 options ADV increased 9% to 1.5 million
contracts
- Micro E-mini Dow Jones futures ADV increased 42% to 118,000
contracts
- Energy ADV increased 22%
- Record August Energy options ADV of 429,000 contracts
- Henry Hub Natural Gas futures ADV increased 22% to 458,000
contracts
- WTI Crude Oil options ADV increased 60% to 217,000
contracts
- Agricultural ADV increased 19%
- Record Feeder Cattle futures ADV of
23,000 contracts
- Corn futures ADV increased 36% to 435,000 contracts
- Soybean Oil futures ADV increased 31% to 163,000 contracts
- Foreign Exchange ADV increased 36%
- Japanese Yen futures ADV increased 47% to 199,000
contracts
- Canadian Dollar futures ADV increased 41% to 98,000
contracts
- Mexican Peso futures ADV increased 44% to 75,000 contracts
- Metals ADV increased 43%
- Metals options ADV increased 119% to 125,000 contracts
- Micro Gold futures ADV increased 170% to 124,000 contracts
- Gold options ADV increased 127% to 96,000 contracts
- Record International ADV of 8.9 million contracts, with record
EMEA ADV of 6.5 million contracts,
Asia ADV up 37% and Latin America ADV up 18%
- Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 3 million
contracts represented 41% of overall Equity Index ADV and Micro WTI
Crude Oil futures accounted for 3% of overall Energy ADV
- Record Micro Ether futures ADV of 53,000 contracts and Micro
Bitcoin futures ADV increased 585% to 48,000
contracts
- BrokerTec U.S. Treasury notional volume reached $249 billion on August
5, the highest level year-to-date, and U.S. Repo average
daily notional value (ADNV) increased 1% to $295 billion
- Record single-day volume of $13.5B for FX Link on August 5
- Customer average collateral balances to meet performance bond
requirements for rolling 3-months ending July 2024 were $71.8
billion for cash collateral and $160.8 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