• 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

CME Group, the world’s leading derivatives marketplace, 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

Source: CME