• 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

CME Group, the world’s leading derivatives marketplace, 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

Source: CME