CME Group Reports October 2024 ADV Of 24.3 Million Contracts

• Record October ADV for interest rate, energy, metals and agricultural products
• Record October ADV across U.S. Treasury and SOFR complexes
• All-time record monthly ADV in U.S. Treasury options and energy options

CME Group, the world's leading derivatives marketplace, today reported its October 2024 market statistics, with average daily volume (ADV) reaching 24.3 million contracts, the second-highest October volume ever. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

October 2024 ADV across asset classes includes:

• Record October Interest Rate ADV of 12.5 million contracts
• Equity Index ADV of 5.9 million contracts
• Record October Energy ADV of 2.7 million contracts
• Record October Agricultural ADV of 1.8 million contracts
• Foreign Exchange ADV of 792,000 contracts
• Record October Metals ADV of 647,000 contracts

Additional October 2024 product highlights compared to October 2023 includes:

• Interest Rate ADV increased 6%
  • Record October U.S. Treasury futures ADV of 5.5 million contracts
  • Record October SOFR futures and options ADV of 5 million contracts
  • Record October Interest Rate options ADV of 3.1 million contracts
  • All-time record monthly U.S. Treasury options ADV of 1.5 million contracts
• Energy ADV increased 16%
  • All-time record monthly Energy options ADV of 528,000 contracts
  • Henry Hub Natural Gas futures ADV increased 22% to 562,000 contracts
  • WTI Crude Oil options ADV increased 45% to 282,000 contracts
• Agricultural ADV increased 23%
  • Record October Agricultural options ADV of 372,000 contracts
  • Corn futures ADV increased 61% to 412,000 contracts
  • Soybean options ADV increased 67% to 120,000 contracts
• Metals ADV increased 7%
  • Record October Metals options ADV of 115,000 contracts
• International ADV of 7.2 million contracts, with  EMEA ADV of 5.4 million contracts, Asia ADV of 1.5 million contracts and Latin America ADV of 135,000 contracts
• Micro Products ADV
  • Record Micro Bitcoin options of 1,100 contracts
  • Micro Gold futures ADV increased 67% to 110,000 contracts
  • Micro Bitcoin futures increased 332% to 50,000 contracts
  • Micro Ether futures increased 212% to 33,000 contracts
  • Micro E-mini Equity Index futures and options ADV of 2.3 million contracts represented 38.8% of overall Equity Index ADV and Micro WTI Crude Oil futures accounted for 3.8% of overall Energy ADV
• BrokerTec U.S. Repo average daily notional value (ADNV) increased 11% to $316.7 billion, European Repo ADNV increased 1% to €299.7 billion and U.S. Treasury ADNV increased 1% to $112.8 billion
• EBS Spot FX ADNV increased 15% to $58.3 billion and FX Link ADV increased 193% to 54,000 contracts ($5 billion notional)
• Customer average collateral balances to meet performance bond requirements for rolling 3-months ending September 2024 were $72.3 billion for cash collateral and $165.4 billion for non-cash collateral