- Average Daily Volume up 24% from
July 2023
- Record July ADV in interest rate, equity index, metals,
agricultural and options products
- Record July U.S. Treasury futures
and options ADV of 6.6 million contracts
- International ADV grew 28% to 7.6
million contracts
CHICAGO, Aug. 2, 2024
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its July
2024 market statistics set a new July average daily volume
(ADV) record of 24.8 million contracts, up 24% from July 2023. The company's interest rate, equity
index, metals, agricultural and options products also reached July
ADV records, while its deeply liquid U.S. Treasury complex hit a
new July volume record of 6.6 million contracts. Market statistics
are available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
July 2024 ADV across asset classes
includes:
- Record July Interest Rate ADV of 11.6 million contracts
- Record July Equity Index ADV of 7.4 million contracts
- Record July Options ADV of 5.1 million contracts
- Energy ADV of 2.5 million contracts
- Record July Agricultural ADV of 1.7 million contracts
- Foreign Exchange ADV of 959,000 contracts
- Record July Metals ADV of 765,000 million contracts
Additional July 2024 product
highlights compared to July 2023
include:
- Interest Rate ADV increased 23%
- Record July U.S. Treasury futures and options volume of 6.6
million contracts
- Record July Interest Rate options ADV of 2.6 million
contracts
- 10-Year U.S. Treasury Note futures ADV increased 32% to 2
million contracts
- 2-Year U.S. Treasury Note futures ADV increased 49% to
823,000 contracts
- 30 Day Fed Funds futures ADV increased 25% to 410,000
contracts
- Equity Index ADV increased 36%
- Record July Equity Index options ADV of 1.6 million
contracts
- Record E-mini Nasdaq-100 options volume of 101,000
contracts
- Micro E-mini Nasdaq-100 futures ADV increased 62% to 1.6
million contracts
- E-mini S&P 500 options ADV increased 30% to 1.4 million
contracts
- Energy ADV increased 25%
- Record July Energy options ADV of 401,000 contracts
- Henry Hub Natural Gas futures ADV increased 39% to 449,000
contracts
- Henry Hub Natural Gas options ADV increased 71% to 215,000
contracts
- Agricultural ADV increased 2%
- All-time monthly record Soybean Oil futures ADV of 223,000
contracts
- Soybean Meal futures ADV increased 26% to 175,000
contracts
- Foreign Exchange ADV increased 9%
- New Zealand Dollar futures ADV increased 29% to 41,000
contracts
- Brazilian Real futures ADV increased 92% to 26,000
contracts
- Metals ADV increased 33%
- Record July Metals options ADV of 129,000 contracts
- Micro Gold futures ADV increased 68% to 106,000 contracts
- Gold options ADV increased 93% to 91,000 contracts
- Options ADV increased 21%
- International ADV increased 28% to 7.6 million contracts, with
EMEA ADV up 32%, Asia ADV up 18% and
Latin America ADV up 4%
- Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 2.8
million contracts represented 38.6% of overall Equity Index ADV and
Micro WTI Crude Oil futures accounted for 2.7% of overall Energy
ADV
- All-time monthly record Micro Ether futures ADV of 32,000
contracts
- BrokerTec U.S. Treasury notional volume reached $172 billion on July
31, representing the third highest day of trading on the
platform in 2024, and U.S. Repo average daily notional value (ADNV)
increased 8% to $291 billion
- Customer average collateral balances to meet performance bond
requirements for rolling 3-months ending June 2024 were $73.5
billion for cash collateral and $160.8 billion for non-cash collateral
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