CME Group Reports Record May ADV Of 26 Million Contracts

• Record May interest rate ADV, with all-time highest daily U.S. Treasury volume on May 28
• Record May metals ADV
• International volume up 12% year-over-year

CME Group, the world's leading derivatives marketplace, today reported its May 2024 market statistics set a new average daily volume (ADV) record of 26 million contracts for the month, up 4% from May 2023. The company's interest rate and metals products also reached May ADV records, as its deeply liquid U.S. Treasury complex hit a new single-day record of 34,350,339 contracts on May 28. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

May 2024 ADV across asset classes includes:

• Record May Interest Rate ADV of 14.4 million contracts
• Equity Index ADV of 5.8 million contracts
• Options ADV of 4.8 million contracts
• Energy ADV of 2.5 million contracts
• Agricultural ADV of 1.7 million contracts
• Record May Metals ADV of 866,000 million contracts
• Foreign Exchange ADV of 896,000 contracts

Additional May 2024 product highlights compared to May 2023 include:

• Interest Rate ADV increased 3%
  • All-time record U.S. Treasury futures and options volume of 34,350,339 contracts on May 28
  • 5-Year U.S. Treasury Note futures ADV increased 15% to 2.4 million contracts
  • 2-Year U.S. Treasury Note futures ADV increased 22% to 1.4 million contracts
  • Ultra 10-Year U.S. Treasury Note futures ADV increased 46% to 868,000 contracts
• Energy ADV increased 22%
  • Record May Henry Hub Natural Gas futures ADV of 578,682 contracts       
  • Record May Henry Hub Natural Gas options ADV of 243,589 contracts   
  • All-time record WTI Calendar Spread options volume of 199,300 contracts on May 31   
  • All-time record WTI Weekly options volume of 46,215 contracts on May 31
  • NY Harbor ULSD futures ADV increased 34% to 169,000 contracts
• Agricultural ADV increased 9%
  • Soybean Meal futures ADV increased 31% to 171,000 contracts
  • Chicago SRW Wheat futures ADV increased 22% to 138,000 contracts
• Metals ADV increased 33%
  • All-time monthly record  Micro Copper futures ADV of 30,928 contracts
  • All-time monthly record Copper options ADV of 19,689 contracts
• International ADV increased 12% to 7.5 million contracts, with  EMEA ADV up 17% and Latin America up 10%
• Micro Products ADV
  • Micro E-mini Equity Index futures and options ADV of 2 million contracts represented 35.6% of overall Equity Index ADV and Micro WTI Crude Oil futures accounted for 2.9% of overall Energy ADV
  • All-time monthly record Micro Ether futures ADV of 27,477 contracts
• Customer average collateral balances to meet performance bond requirements for rolling 3-months ending April 2024 were $75.6 billion for cash collateral and $159 billion for non-cash collateral