- Record July ADV in interest rate, equity index, energy, agricultural and metals products
- International ADV grew 32% to 8.8 million contracts
CME Group, the world's leading derivatives marketplace, today reported its highest July average daily volume (ADV) on record at 27 million contracts, an increase of 23% year-over-year. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.
July 2026 ADV across asset classes includes:
- Interest Rate ADV of 12.6 million contracts
- Equity Index ADV of 8.2 million contracts
- Energy ADV of 2.6 million contracts
- Agricultural ADV of 2 million contracts
- Foreign Exchange ADV of 811,000 contracts
- Metals ADV of 788,000 contracts
- Cryptocurrency ADV of 237,000 contracts ($10.3 billion notional)
Additional July 2026 product highlights compared to July 2025:
- Interest Rate ADV increased 17%
- SOFR futures ADV increased 9% to 3.6 million contracts
- U.S Treasury futures and options ADV increased 22% to 7 million contracts
- 10-Year U.S. Treasury Note futures ADV increased 13% to 1.8 million contracts
- 5-Year U.S. Treasury Note futures ADV increased 13% to 1.3 million contracts
- 10-Year U.S. Treasury Note options ADV increased 46% to 1.2 million contracts
- 2-Year U.S. Treasury Note futures ADV increased 32% to 873,000 contracts
- 30-Day Fed Funds futures ADV increased 60% to 660,000 contracts
- Equity Index ADV increased 48%
- Micro E-Mini Nasdaq-100 futures ADV increased 159% to 3 million contracts
- E-Mini S&P 500 futures ADV increased 24% to 1.4 million contracts
- Micro E-Mini S&P 500 futures ADV increased 27% to 1.1 million contracts
- E-Mini S&P 500 options ADV increased 8% to 1.1 million contracts
- Energy ADV increased 9%
- WTI Crude Oil futures ADV increased 17% to 953,000 contracts
- Henry Hub Natural Gas futures ADV increased 2% to 454,000 contracts
- Micro WTI Crude Oil futures ADV increased 175% to 179,000 contracts
- Agricultural ADV increased 15%
- Corn futures ADV increased 16% to 441,000 contracts
- Soybean futures ADV increased 12% to 293,000 contracts
- Chicago SRW Wheat futures ADV increased 53% to 176,000 contracts
- Foreign Exchange ADV increased 9%
- Japanese Yen futures ADV increased 39% to 184,000 contracts
- Metals ADV
- Micro Gold futures ADV increased 41% to 287,000 contracts
- Micro Silver futures ADV increased 123% to 49,000 contracts
- 1-Ounce Gold futures ADV increased 417% to 51,000 contracts
- International ADV increased 32% to 8.8 million contracts, with EMEA ADV up 29% to 6.3 million contracts and APAC ADV up 41% to 2.1 million contracts
- Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 4.4 million contracts represented 54% of overall Equity Index ADV, Micro Energy futures accounted for 7.1% of overall Energy ADV and Micro Metals futures accounted for 53% of overall Metals ADV
- BrokerTec overall average daily notional value (ADNV) increased 15% to $1.056 trillion
- U.S. Repo ADNV increased 9% to $393 billion
- European Repo ADNV increased 20% to €356 billion
- U.S. Treasury ADNV increased 13% to $91 billion
- EBS Spot FX ADNV increased 25% to $70 billion and FX Link ADV increased 38% to 55,000 contracts ($5.2 billion notional per leg)
- Customer average collateral balances to meet performance bond requirements for rolling 3-months ending June 2026 were $150 billion for cash collateral and $170.4 billion for non-cash collateral
