- Record quarterly ADV of 28.3 million contracts in Q3, up 27% year-over-year
- Record September ADV of 28.4 million contracts, up 25% year-over-year
- Record quarterly and September interest rate ADV
- Record quarterly SOFR futures and
U.S. Treasury complex ADV - Record international ADV of 8.4 million contracts in Q3
CME Group, the world's leading derivatives marketplace, today reported its Q3 and
In Q3, the company's ADV grew 27% year-over-year, with record volume in interest rate products.
September ADV grew 25% year-over-year, with record volume in interest rate and agricultural products for the month.
Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.
Q3 2024 highlights across asset classes compared to Q3 2023 include:
- Record Interest Rate ADV of 14.9 million contracts
- Record U.S.
Treasury futures and options ADV of 8.4 million contracts- Record 10-Year U.S Treasury Note futures ADV of 2.5 million contracts
- Record 5-Year U.S. Treasury Note futures ADV of 1.8 million contracts
- Record 2-Year U.S. Treasury Note futures ADV of 1.1 million contracts
- Record SOFR futures ADV of 4.1 million contracts
- Interest Rate options ADV increased 37% to 3.1 million contracts
- Record U.S.
- Equity Index ADV of 7.4 million contracts, an increase of 17%
- Record Q3 Equity Index options ADV of 1.6 million contracts
- Micro E-mini Nasdaq-100 futures ADV increased 38% to 1.5 million contracts
- E-mini S&P 500 options ADV increased 10% to 1.5 million contracts
- Micro E-mini S&P 500 futures ADV increased 23% to 1.1 million contracts
- Energy ADV of 2.6 million contracts, an increase of 21%
- Record Q3 Energy options ADV of 425,000 contracts
Henry Hub Natural Gas futures ADV increased 31% to 466,000 contractsHenry Hub Natural Gas options ADV increased 51% to 213,000 contracts
- Record Q3 Agricultural ADV of 1.6 million contracts
- Corn futures ADV increased 28% to 378,000 contracts
- Soybean Oil futures ADV increased 30% to 185,000 contracts
- Soybean Meal futures ADV increased 22% to 167,000 contracts
- Foreign Exchange ADV of 1.1 million contracts, an increase of 16%
- Japanese yen futures ADV increased 23% to 216,000 contracts
- Australian dollar futures ADV increased 16% to 120,000 contracts
- Canadian dollar futures ADV increased 23% to 102,000 contracts
- Metals ADV of 728,000 contracts, an increase of 38%
- Record Gold options ADV of 99,000 contracts
-
Micro Gold futures ADV increased 124% to 113,000 contracts - Platinum futures ADV increased 26% to 31,000 contracts
- Record International ADV of 8.4 million contracts, including record
EMEA ADV of 6.2 million contracts, Asia ADV up 28% andLatin America up 11%
- Record September Interest Rate ADV of 14.8 million contracts
- Record September U.S.
Treasury futures and options ADV of 7.1 million contracts - Record September SOFR futures and options ADV of 6.9 million contracts
- Record September Interest Rate options ADV of 3.4 million contracts
- 10-Year U.S. Treasury Note futures ADV increased 40% to 2.1 million contracts
- 5-Year U.S. Treasury Note futures ADV increased 28% to 1.4 million contracts
- Record September U.S.
- Equity Index ADV of 7.4 million contracts, an increase of 4%
- Micro E-mini Nasdaq-100 futures ADV increased 19% to 1.4 million contracts
- Micro E-mini
Dow Jones futures ADV increased 49% to 121,000 contracts
- Energy ADV of 2.7 million contracts, an increase of 17%
- Record September Energy options ADV of 448,000 contracts
Henry Hub Natural Gas futures ADV increased 35% to 493,000 contractsHenry Hub Natural Gas options ADV increased 56% to 220,000 contracts
- Record September Agricultural ADV of 1.5 million contracts
- Record September Agricultural options ADV of 332,000 contracts
- Soybean Meal futures ADV increased 24% to 167,000 contracts
- Foreign Exchange ADV of 1.3 million contracts, an increase of 7%
- Japanese yen futures ADV increased 25% to 242,000 contracts
- Canadian dollar futures ADV increased 6% to 123,000 contracts
- Metals ADV of 709,000 contracts, an increase of 37%
- Record September Metals options ADV of 142,000 contracts
-
Micro Gold futures ADV increased 154% to 110,000 contracts
- International ADV increased 30% to 8.8 million contracts, with record
EMEA ADV of 6.5 million contracts, Asia ADV up 27% and Latin America ADV up 12% - Micro Products ADV
- Record E-Micro options ADV of 41,000 contracts
- Micro E-mini Equity Index futures and options ADV of 2.7 million contracts represented 37% of overall Equity Index ADV and Micro WTI Crude Oil futures accounted for 3% of overall Energy ADV
- BrokerTec
U.S. Repo average daily notional value (ADNV) increased 4% to$305.8 billion andU.S. Treasury ADNV increased 19% to$119.1B - Customer average collateral balances to meet performance bond requirements for rolling 3-months ending
August 2024 were$70.9 billion for cash collateral and$163.2 billion for non-cash collateral