- Record ADV in 2-year U.S. Treasury futures
- International ADV grew 18% to 10.2 million contracts
CME Group, the world's leading derivatives marketplace, today reported its highest May average daily volume (ADV) on record at 33.2 million contracts, an increase of 15% year-over-year. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.
May 2026 ADV across asset classes includes:
- Interest Rate ADV of 18.8 million contracts
- Equity Index ADV of 8 million contracts
- Energy ADV of 2.7 million contracts
- Agricultural ADV of 1.9 million contracts
- Metals ADV of 930,000 contracts
- Foreign Exchange ADV of 901,000 contracts
- Cryptocurrency ADV of 224,000 contracts ($14.9 billion notional)
Additional May 2026 product highlights compared to May 2025:
- Interest Rate ADV increased 16%
- Record monthly 2-Year U.S. Treasury Note futures ADV of 1.9 million contracts, including a single-day record of 7 million contracts on May 26
- Record monthly Ultra U.S. Treasury Bond futures ADV of 783,000 contacts
- 10-Year U.S. Treasury Note futures ADV increased 30% to 3.6 million contracts
- Ultra 10-Year Treasury Note futures ADV increased 27% of 1.2 million contracts
- Single-day record of 4.8 million contracts on May 26
- SOFR futures ADV increased 11% to 4.4 million contracts
- Equity Index ADV increased 21%
- Micro E-Mini Nasdaq-100 futures ADV increased 47% to 2.2 million contracts
- E-Mini S&P 500 futures ADV increased 12% to 1.5 million contracts
- Micro E-Mini S&P 500 futures ADV increased 2% to 1.3 million contracts
- Energy ADV increased 3%
- WTI Crude Oil futures ADV increased 4% to 932,000 contracts
- Micro WTI Crude Oil futures ADV increased 317% to 272,000 contracts
- Agricultural ADV increased 16%
- Corn futures ADV increased 17% to 478,000 contracts
- Soybean futures ADV increased 10% to 257,000 contracts
- International ADV increased 18% to 10.2 million contracts, with EMEA ADV up 20% to 7.6 million contracts and APAC ADV up 11% to 2.2 million contracts
- Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 3.8 million contracts represented 48% of overall Equity Index ADV, Micro Energy futures accounted for 11% of overall Energy ADV and Micro Metals futures accounted for 55% of overall Metals ADV
- BrokerTec overall average daily notional value (ADNV) increased 16% to $1.076 trillion
- U.S. Repo ADNV increased 15% to $406 billion
- European Repo ADNV increased 18% to €360 billion
- Customer average collateral balances to meet performance bond requirements for rolling 3-months ending April 2026 were $151.8 billion for cash collateral and $174 billion for non-cash collateral
