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CME Group Reports Record November ADV of 30.2 Million Contracts, Driven by Growth Across All Six Asset Classes

PR Newswire ·  Dec 3 12:30
  • All-time record monthly ADV in U.S. Treasury futures and options
  • All-time record monthly international ADV of 9.3 million contracts
  • Record November ADV for interest rate, foreign exchange, agricultural and metals products

CHICAGO, Dec. 3, 2024 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its November 2024 market statistics reached the highest November average daily volume (ADV) of a record 30.2 million contracts, up 7% from November 2023. Market statistics are available in greater detail at .

November 2024 ADV across asset classes includes:

  • Record November Interest Rate ADV of 17.5 million contracts
  • Equity Index ADV of 6.4 million contracts
  • Energy ADV of 2.6 million contracts
  • Record November Agricultural ADV of 1.9 million contracts
  • Record November Foreign Exchange ADV of 1 million contracts
  • Record November Metals ADV of 843,000 contracts

Additional November 2024 product highlights compared to November 2023 includes:

  • Interest Rate ADV increased 4%
    • Record monthly U.S. Treasury futures and options ADV of 11.6 million contracts
    • Record monthly 2-Year U.S. Treasury Note futures ADV of 1.7 million contracts
    • Record monthly Ultra 10-Year Note futures ADV of 1 million contracts
    • Record monthly 30-Year U.S. Treasury Bond futures ADV of 808,000 contracts
    • Record monthly Ultra T-Bond futures ADV of 632,000 contracts
    • 5-Year U.S. Treasury Note futures ADV increased 1% to 2.8 million contracts
    • 10-Year U.S. Treasury Note options ADV increased 19% to 1 million contracts
  • Equity Index ADV increased 6%
    • Micro E-mini Nasdaq-100 futures ADV increased 27% to 1.3 million contracts
    • Micro E-mini Dow Jones futures ADV increased 65% to 111,000 contracts
    • E-mini Nasdaq-100 options ADV increased 22% to 79,000 contracts
  • Energy ADV increased 20%
    • Henry Hub Natural Gas futures ADV increased 47% to 612,000 contracts
    • Henry Hub Natural Gas options ADV increased 56% to 276,000 contracts
    • Brent Crude Oil futures ADV increased 89% to 124,000 contracts
  • Agricultural ADV increased 15%
    • Record November Agricultural options ADV of 349,000 contracts
    • Corn futures ADV increased 19% to 502,000 contracts
    • Record monthly Soybean Oil futures ADV of 234,000 contracts
  • Foreign Exchange ADV increased 6%
    • Micro FX futures ADV increased 13% to 56,000 contracts
    • Brazilian Real futures ADV increased 56% to 30,000 contracts
  • Metals ADV increased 27%
    • Record November Metals options ADV of 135,000 contracts
    • Gold futures ADV increased 41% to 438,000 contracts
    • Gold options ADV increased 58% to 103,000 contracts
  • Record monthly International ADV of 9.3 million contracts, with record EMEA ADV of 7 million contracts, Asia ADV of 2 million contracts and Latin America ADV of 166,000 contracts
  • Micro Products ADV
    • Record monthly Micro Bitcoin futures ADV of 107,000 contracts
    • Record monthly Micro Ether futures ADV of 83,000 contracts
    • Record monthly Micro Bitcoin options ADV of 2,000 contracts
    • Micro Gold futures ADV increased 145% to 142,000 contracts
    • Micro E-mini Equity Index futures and options ADV of 2.4 million contracts represented 37.2% of overall Equity Index ADV and Micro WTI Crude Oil futures accounted for 3.1% of overall Energy ADV
  • Cryptocurrency Products ADV
    • Record Bitcoin futures ADV of 21,000 contracts
    • Record Ether futures ADV of 10,000 contracts
  • BrokerTec U.S. Repo average daily notional value (ADNV) increased 16% to $329.2 billion, European Repo ADNV increased 3% to €300.1 billion and U.S. Treasury ADNV increased 3% to $111.3 billion
  • EBS Spot FX ADNV increased 26% to $70.8 billion and FX Link ADV increased 119% to 42,000 contracts ($3.9 billion notional)
  • Customer average collateral balances to meet performance bond requirements for rolling 3-months ending October 2024 were $73.7 billion for cash collateral and $169.4 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 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 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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