- Overall volume grew 21% over November 2022
- Record November interest rate ADV of 16.8 million
contracts
- Strongest month ever for U.S. Treasury complex, with
record ADV of 10.6 million contracts
- Record November ADV in agricultural products and
cross-asset options
CHICAGO, Dec. 4, 2023
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its November
2023 market statistics, reaching an average daily volume
(ADV) of 28.3 million contracts during the month, an increase of
21% over 2022 and the company's highest-ever November ADV on
record. Market statistics are available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
November 2023 ADV across asset
classes includes:
- Record November Interest Rate ADV of 16.8 million
contracts
- Equity Index ADV of 6.1 million contracts
- Record November Options ADV of 5.5 million contracts
- Energy ADV of 2.2 million contracts
- Record November Agricultural ADV of 1.7 million
contracts
- Foreign Exchange ADV of 947,000 contracts
- Metals ADV of 664,000 contracts
Additional November 2023 product
highlights compared to November 2022
include:
- Interest Rate ADV increased 42%
- Record 5-Year U.S. Treasury Note futures ADV of 2,740,659
contracts
- Record 2-Year U.S. Treasury Note futures ADV of 1,464,550
contracts
- Record Ultra 10-Year U.S. Treasury Note futures ADV of 851,802
contracts
- Record Ultra U.S. Treasury Bond futures ADV of 571,506
contracts
- SOFR futures ADV increased 70% to 4.0 million contracts
- SOFR options ADV increased 92% to 1.8 million contracts
- Options ADV increased 31%
- Interest Rate options ADV increased 31% to 3.1 million
contracts
- Equity Index options ADV increased 24% to 1.5 million
contracts
- Energy options ADV increased 49% to 371,000 contracts
- Agricultural options ADV increased 47% to 305,000
contracts
- Energy ADV increased 13%
- WTI Crude options ADV increased 25% to 184,000 contracts
- Natural Gas options ADV increased 82% to 177,000 contracts
- Agricultural ADV increased 32%
- Record Soybean Meal options ADV of 35,367 contracts
- Record Live Cattle options ADV of 25,465 contracts
- Corn futures ADV increased 21% to 421,000 contracts
- Chicago SRW Wheat futures ADV increased 23% to 149,000
contracts
- Foreign Exchange ADV increased 2%
- Record Brazilian Real futures ADV of 19,099 contracts
- Japanese Yen futures ADV increased 29% to 187,000
contracts
- Metals ADV increased 6%
- Record Aluminum futures ADV of 8,447 contracts
- Gold options ADV increased 33% to 65,000 contracts
- International ADV increased 29% to 8.0 million contracts
- Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 2.0
million contracts represented 32% of overall Equity Index ADV and
Micro WTI Crude Oil futures accounted for 5.1% of overall Energy
ADV
- BrokerTec U.S. Treasury average daily notional value (ADNV)
increased 4% to $108B
About CME Group
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