(MENAFN- PR Newswire)
Record quarterly ADV of 28.3 million contracts in Q3, up 27% year-over-year
Record September ADV of 28.4 million contracts, up 25% year-over-year
Record quarterly and September interest rate ADV
Record quarterly SOFR futures and U.S. Treasury complex ADV
Record international ADV of 8.4 million contracts in Q3
CHICAGO, Oct.
2, 2024 /PRNewswire/ -- CME Group , the world's leading derivatives marketplace, today reported its Q3 and September 2024 market statistics, with average daily volume (ADV) reaching new, all-time records of 28.3 million contracts in
Q3 and 28.4 million contracts in
the month of September, and
growth across all asset classes in both periods.
In Q3, the company's
ADV grew 27% year-over-year, with record volume in interest rate products. CME Group's deeply liquid U.S. Treasury complex hit an all-time quarterly ADV record of 8.4 million contracts and SOFR futures reached an all-time quarterly ADV record of 4.1 million contracts.
September
ADV grew 25% year-over-year, with record volume
in interest rate and agricultural products for the month.
Market statistics are available in greater detail at .
Q3 2024 highlights across asset classes compared to Q3 2023 include:
Record
Interest Rate ADV of 14.9
million contracts
Record
U.S. Treasury futures and options ADV of 8.4 million contracts
Record 10-Year
U.S Treasury Note futures ADV of 2.5 million contracts
Record 5-Year
U.S. Treasury Note futures ADV of 1.8 million contracts
Record 2-Year
U.S. Treasury Note futures ADV of 1.1 million contracts
Record
SOFR futures ADV of 4.1 million contracts
Interest Rate options
ADV increased 37% to 3.1 million contracts
Equity Index ADV of 7.4
million contracts, an increase of 17%
Record Q3 Equity Index options
ADV of 1.6 million contracts
Micro E-mini Nasdaq-100 futures ADV increased 38% to 1.5
million contracts
E-mini S&P 500 options ADV increased 10% to 1.5 million contracts
Micro
E-mini S&P 500 futures ADV increased 23% to 1.1 million contracts
Energy
ADV of 2.6 million contracts, an increase of 21%
Record Q3 Energy options
ADV of 425,000 contracts
Henry Hub Natural Gas futures
ADV increased 31% to 466,000 contracts
Henry Hub Natural Gas options
ADV increased 51% to 213,000 contracts
Record Q3
Agricultural ADV of 1.6 million contracts
Corn futures
ADV increased 28% to 378,000 contracts
Soybean Oil futures
ADV increased 30% to 185,000 contracts
Soybean Meal futures
ADV increased 22% to 167,000 contracts
Foreign Exchange
ADV of 1.1 million contracts, an increase of 16%
Japanese yen futures
ADV increased 23% to 216,000 contracts
Australian dollar futures
ADV increased 16% to 120,000 contracts
Canadian dollar futures
ADV increased 23% to 102,000 contracts
Metals
ADV of 728,000 contracts, an increase of 38%
Record Gold options
ADV of 99,000 contracts
Micro Gold futures
ADV increased 124% to 113,000 contracts
Platinum futures
ADV increased 26% to 31,000 contracts
Record International
ADV of 8.4 million contracts, including record EMEA ADV of 6.2 million contracts, Asia ADV up 28% and Latin America up 11%
September 2024 highlights compared to September 2023 include:
Record September Interest Rate ADV of 14.8 million contracts
Record September
U.S. Treasury futures and options ADV of 7.1 million contracts
Record September
SOFR futures and options ADV of 6.9 million contracts
Record September Interest Rate options
ADV of 3.4 million contracts
10-Year
U.S. Treasury Note futures ADV increased 40% to 2.1 million contracts
5-Year
U.S. Treasury Note futures ADV increased 28% to 1.4 million contracts
Equity Index ADV of 7.4 million contracts, an increase of 4%
Micro
E-mini Nasdaq-100 futures ADV increased 19% to 1.4 million contracts
Micro
E-mini Dow Jones futures ADV increased 49% to 121,000 contracts
Energy ADV of 2.7 million contracts, an increase of 17%
Record September Energy options
ADV of 448,000 contracts
Henry Hub Natural Gas futures
ADV increased 35% to 493,000 contracts
Henry Hub Natural Gas options
ADV increased 56% to 220,000 contracts
Record September Agricultural ADV of 1.5 million contracts
Record September Agricultural options
ADV of 332,000 contracts
Soybean Meal futures
ADV increased 24% to 167,000 contracts
Foreign Exchange ADV of 1.3 million contracts, an increase of 7%
Japanese yen futures
ADV increased 25% to 242,000 contracts
Canadian dollar futures
ADV increased 6% to 123,000 contracts
Metals ADV of 709,000 contracts, an increase of 37%
Record September Metals options
ADV of 142,000 contracts
Micro Gold futures
ADV increased 154% to 110,000 contracts
International ADV increased 30% to 8.8 million contracts, with record EMEA ADV of 6.5 million contracts, Asia ADV up 27% and Latin America ADV up 12%
Micro Products ADV
Record
E-Micro options ADV of 41,000 contracts
Micro
E-mini Equity Index futures and options ADV of 2.7 million contracts represented 37% 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 4% to $305.8 billion and U.S. Treasury ADNV increased 19% to $119.1B
Customer average collateral balances to meet performance bond requirements for rolling 3-months ending August 2024 were $70.9 billion for cash collateral and $163.2 billion for non-cash collateral
As the world's leading derivatives marketplace, CME Group ( ) enables clients to trade futures, options, cash and OTC markets, optimize portfolios, and analyze data – empowering market participants worldwide to efficiently manage risk and capture opportunities. CME Group exchanges offer the widest range of global benchmark products across all major asset classes based on
,
,
foreign exchange ,
energy ,
agricultural products
and
metals .
The company offers futures and options on futures trading through the platform, fixed income trading via BrokerTec and foreign exchange trading on the EBS platform.
In addition, it operates one of the world's leading central counterparty clearing providers, CME Clearing.
CME Group, the Globe logo, CME, Chicago Mercantile Exchange, Globex, and E-mini are trademarks of Chicago Mercantile Exchange Inc.
CBOT and Chicago Board of Trade are trademarks of Board of Trade of the City of Chicago, Inc.
NYMEX, New York Mercantile Exchange and ClearPort are trademarks of New York Mercantile Exchange, Inc.
COMEX is a trademark of Commodity Exchange, Inc. BrokerTec is a trademark of BrokerTec Americas LLC and EBS is a trademark of EBS Group LTD. The S&P 500 Index is a product of S&P Dow Jones Indices LLC ("S&P DJI"). "S&P®", "S&P 500®", "SPY®", "SPX®", US 500 and The 500 are trademarks of Standard & Poor's Financial Services LLC; Dow Jones®, DJIA® and Dow Jones Industrial Average are service and/or trademarks of Dow Jones Trademark Holdings LLC. These trademarks have been licensed for use by Chicago Mercantile Exchange Inc. Futures contracts based on the S&P 500 Index are not sponsored, endorsed, marketed, or promoted by S&P DJI, and S&P DJI makes no representation regarding the advisability of investing in such products. All other trademarks are the property of their respective owners.
CME-G
SOURCE CME Group
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