- 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
CHICAGO, July 2, 2024
/PRNewswire/ -- 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:
- Interest Rate ADV of 11.5 million contracts
- Equity Index ADV of 7 million contracts
- Options ADV of 5 million contracts
- Energy ADV of 2.5 million contracts
- Record Agricultural ADV of 2.2 million contracts
- Foreign Exchange ADV of 1.4 million contracts
- Metals ADV of 700,000 contracts
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
As the world's leading derivatives marketplace, CME Group
(www.cmegroup.com) 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 interest rates, equity indexes, foreign
exchange, energy, agricultural
products and metals. The company offers futures and
options on futures trading through the CME Globex 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 and EBS are trademarks of BrokerTec Europe
LTD and EBS Group LTD, respectively. 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
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SOURCE CME Group