CME Group Reports Highest-Ever November ADV Of 28.3 Million Contracts

• Overall volume grew 21% over November 2022
• Record November interest rate ADV of 16.8 million contracts
• Strongest month ever for U.S. Treasury complex, with record ADV of 10.6 million contracts
• Record November ADV in agricultural products and cross-asset options

CME Group, the world's leading derivatives marketplace, today reported its November 2023 market statistics, reaching an average daily volume (ADV) of 28.3 million contracts during the month, an increase of 21% over 2022 and the company's highest-ever November ADV on record. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

November 2023 ADV across asset classes includes:

• Record November Interest Rate ADV of 16.8 million contracts
• Equity Index ADV of 6.1 million contracts
• Record November Options ADV of 5.5 million contracts
• Energy ADV of 2.2 million contracts
• Record November Agricultural ADV of 1.7 million contracts
• Foreign Exchange ADV of 947,000 contracts
• Metals ADV of 664,000 contracts

Additional November 2023 product highlights compared to November 2022 include:

• Interest Rate ADV increased 42%
  • Record 5-Year U.S. Treasury Note futures ADV of 2,740,659 contracts
  • Record 2-Year U.S. Treasury Note futures ADV of 1,464,550 contracts
  • Record Ultra 10-Year U.S. Treasury Note futures ADV of 851,802 contracts
  • Record Ultra U.S. Treasury Bond futures ADV of 571,506 contracts
  • SOFR futures ADV increased 70% to 4.0 million contracts
  • SOFR options ADV increased 92% to 1.8 million contracts
• Options ADV increased 31%
  • Interest Rate options ADV increased 31% to 3.1 million contracts
  • Equity Index options ADV increased 24% to 1.5 million contracts
  • Energy options ADV increased 49% to 371,000 contracts
  • Agricultural options ADV increased 47% to 305,000 contracts
• Energy ADV increased 13%
  • WTI Crude options ADV increased 25% to 184,000 contracts
  • Natural Gas options ADV increased 82% to 177,000 contracts
• Agricultural ADV increased 32%
  • Record Soybean Meal options ADV of 35,367 contracts
  • Record Live Cattle options ADV of 25,465 contracts
  • Corn futures ADV increased 21% to 421,000 contracts
  • Chicago SRW Wheat futures ADV increased 23% to 149,000 contracts
• Foreign Exchange ADV increased 2%
  • Record Brazilian Real futures ADV of 19,099 contracts
  • Japanese Yen futures ADV increased 29% to 187,000 contracts
• Metals ADV increased 6%
  • Record Aluminum futures ADV of 8,447 contracts
  • Gold options ADV increased 33% to 65,000 contracts
• International ADV increased 29% to 8.0 million contracts
• Micro Products ADV
  • Micro E-mini Equity Index futures and options ADV of 2.0 million contracts represented 32% of overall Equity Index ADV and Micro WTI Crude Oil futures accounted for 5.1% of overall Energy ADV
• BrokerTec U.S. Treasury average daily notional value (ADNV) increased 4% to $108B