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CME Group Reports Record June And Q2 2024 Volumes, Reaching New Highs Across Multiple Asset Classes

Date 02/07/2024

  • Record June ADV of 25.3 million contracts, up 8% year-over-year
  • Record Q2 ADV of 26 million contracts, with growth in all asset classes
  • Record June and Q2 ADV in U.S. Treasury futures and options
  • All-time monthly and quarterly records for Agricultural products
  • Record Q2 international ADV of 7.8 million contracts

 

CME Group, the world's leading derivatives marketplace, today reported its June and Q2 2024 market statistics, showing average daily volume (ADV) reached a record 25.3 million contracts for the month of June and a record 26 million contracts for Q2. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

June 2024 ADV across asset classes includes: 

 

Additional June 2024 product highlights compared to June 2023 include:

  • Interest Rate ADV increased 11%
    • Record June U.S. Treasury futures and options ADV of 7,004,169 contracts
    • 10-Year U.S. Treasury Note futures ADV increased 29% to 2 million contracts
    • 10-Year U.S. Treasury Note options ADV increased 78% to 931,000 contracts
    • 2-Year U.S. Treasury Note futures ADV increased 34% to 789,000 contracts
  • Options ADV increased 6%
    • Interest Rate options ADV increased 3% to 2.5 million contracts
    • Equity Index options ADV increased 10% to 1.5 million contracts
  • Energy ADV increased 13%
    • Henry Hub Natural Gas futures ADV increased 20% to 561,000 contracts
    • Henry Hub Natural Gas options ADV increased 64% to 245,000 contracts
  • Agricultural ADV increased 1%
    • Record Soybean Meal futures ADV of 221,398 contracts
    • Record Soybean Oil futures ADV of 209,512 contracts
  • Foreign Exchange ADV increased 25%
    • Record Canadian dollar futures ADV of 147,144 contracts 
    • Record Mexican peso futures ADV of 133,644 contracts
    • Record Brazilian real futures ADV of 31,940 contracts
  • Metals ADV increased 23%
    • Silver futures ADV increased 36% to 110,000 contracts
    • Micro Gold futures ADV increased 37% to 90,000 contracts
    • Copper options ADV increased 172% to 14,000 contracts
  • International ADV increased 19% to 8.1 million contracts, with  EMEA ADV up 27% to 5.8 million contracts
  • Micro Products ADV
    • Record Micro Ether futures ADV of 29,395 contracts
    • Micro E-mini Nasdaq-100 futures ADV increased 29% to 1.3M contracts
    • Micro E-mini Equity Index futures and options ADV of 2.4 million contracts represented 34.3% 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 13% to $304.4 billion
  • Customer average collateral balances to meet performance bond requirements for rolling 3-months ending May 2024 were $75 billion for cash collateral and $160 billion for non-cash collateral

 

Q2 2024 highlights across asset classes compared to Q2 2023 include:

  • Interest Rate ADV of 12.9 million contracts, an increase of 14%
    • Record U.S. Treasury futures and options ADV of 8,192,322 contracts
    • Record 2-Year U.S. Treasury Note futures ADV of 984,720 contracts
    • Record 10-Year U.S. Treasury Note options ADV of 929,667 contracts
    • SOFR futures ADV increased 3% to 3.2 million contracts
  • Equity Index ADV of 6.8 million contracts, an increase of 9%
    • E-mini S&P 500 options ADV increased 27% to 1.5 million contracts
    • Micro E-mini Nasdaq-100 futures ADV increased 39% to 1.3 million contracts
  • Record Q2 Options ADV of 5,151,961 contracts
    • Equity Index options ADV increased 28% to 1.6 million contracts
    • Energy options ADV increased 41% to 411,000 contracts
  • Energy ADV of 2.4 million contracts, an increase of 16%
    • WTI Crude Oil options ADV increased 23% to 171,000 contracts
    • Henry Hub Natural Gas futures ADV increased 20% to 500,000 contracts
    • Henry Hub Natural Gas options ADV increased 54% to 226,000 contracts
  • Record Agricultural ADV of 1,877,465 contracts
    • Record Soybean Meal futures ADV of 189,357 contracts
    • Record Soybean Oil futures ADV of 185,709 contracts
    • Record Kansas City HRW Wheat futures ADV of 79,715 contracts
  • Foreign Exchange ADV of 1.1 million contracts, an increase of 20%
    • Record Canadian dollar futures ADV of 112,200 contracts
    • Record Mexican peso futures ADV of 90,481 contracts
    • Record New Zealand dollar futures ADV of 36,053 contracts
    • Record Brazilian real futures ADV of 24,457 contracts
  • Metals ADV of 869,000 contracts, an increase of 42%
    • Record Copper futures ADV of 147,729 contracts
    • Record  Micro Silver futures ADV of 25,216 contracts
    • Micro Gold futures ADV increased 54% to 122,000 contracts
  • Record International ADV of 8.1 million contracts, including record  EMEA ADV of 6.2 million contracts