09/04/2024 | Press release | Distributed by Public on 09/04/2024 05:35
CHICAGO, Sept. 4, 2024/PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its second-highest monthly volume ever, with average daily volume (ADV) up 31% to 31.7 million contracts in August, driven by double-digit increases across all six asset classes.
The company's interest rate ADV reached a record 18.3 million contracts and its deeply liquid U.S. Treasury complex hit an all-time monthly record ADV of 11.5 million contracts, including the highest volume ever for 2-year, 5-year and 30-year futures contracts. In addition, SOFR futures and options volume climbed 48% to 6.3 million contracts and the company's BrokerTec cash U.S. Treasury notional volume hit a year-to-date record of $249 billionon August 5.
In addition, new August ADV records were set across equity index, agricultural, foreign exchange and options products. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.
August 2024ADV across asset classes includes:
Additional August 2024product highlights compared to August 2023includes:
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 ChicagoBoard 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.
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SOURCE CME Group