• Record July ADV in interest rate, equity index, energy, agricultural and metals products
• International ADV grew 32% to 8.8 million contracts

CME Group, the world’s leading derivatives marketplace, reported its highest July average daily volume (ADV) on record at 27 million contracts, an increase of 23% year-over-year. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

July 2026 ADV across asset classes includes:

• Interest Rate ADV of 12.6 million contracts
• Equity Index ADV of 8.2 million contracts
• Energy ADV of 2.6 million contracts
• Agricultural ADV of 2 million contracts
• Foreign Exchange ADV of 811,000 contracts
• Metals ADV of 788,000 contracts
• Cryptocurrency ADV of 237,000 contracts ($10.3 billion notional)

Additional July 2026 product highlights compared to July 2025:

• Interest Rate ADV increased 17%
  • SOFR futures ADV increased 9% to 3.6 million contracts
  • U.S Treasury futures and options ADV increased 22% to 7 million contracts
    • 10-Year U.S. Treasury Note futures ADV increased 13% to 1.8 million contracts
    • 5-Year U.S. Treasury Note futures ADV increased 13% to 1.3 million contracts
    • 10-Year U.S. Treasury Note options ADV increased 46% to 1.2 million contracts
    • 2-Year U.S. Treasury Note futures ADV increased 32% to 873,000 contracts
  • 30-Day Fed Funds futures ADV increased 60% to 660,000 contracts
• Equity Index ADV increased 48%
  • Micro E-Mini Nasdaq-100 futures ADV increased 159% to 3 million contracts
  • E-Mini S&P 500 futures ADV increased 24% to 1.4 million contracts
  • Micro E-Mini S&P 500 futures ADV increased 27% to 1.1 million contracts
  • E-Mini S&P 500 options ADV increased 8% to 1.1 million contracts
• Energy ADV increased 9%
  • WTI Crude Oil futures ADV increased 17% to 953,000 contracts
  • Henry Hub Natural Gas futures ADV increased 2% to 454,000 contracts
  • Micro WTI Crude Oil futures ADV increased 175% to 179,000 contracts
• Agricultural ADV increased 15%
  • Corn futures ADV increased 16% to 441,000 contracts
  • Soybean futures ADV increased 12% to 293,000 contracts
  • Chicago SRW Wheat futures ADV increased 53% to 176,000 contracts
• Foreign Exchange ADV increased 9%
  • Japanese Yen futures ADV increased 39% to 184,000 contracts
• Metals ADV
  • Micro Gold futures ADV increased 41% to 287,000 contracts
  • Micro Silver futures ADV increased 123% to 49,000 contracts
  • 1-Ounce Gold futures ADV increased 417% to 51,000 contracts
• International ADV increased 32% to 8.8 million contracts, with EMEA ADV up 29% to 6.3 million contracts and APAC ADV up 41% to 2.1 million contracts
• Micro Products ADV
  • Micro E-mini Equity Index futures and options ADV of 4.4 million contracts represented 54% of overall Equity Index ADV, Micro Energy futures accounted for  7.1% of overall Energy ADV and Micro Metals futures accounted for 53% of overall Metals ADV
• BrokerTec overall average daily notional value (ADNV) increased 15% to $1.056 trillion
  • U.S. Repo ADNV increased 9% to $393 billion
  • European Repo ADNV increased 20% to €356 billion
  • U.S. Treasury ADNV increased 13% to $91 billion
• EBS Spot FX ADNV increased 25% to $70 billion and FX Link ADV increased 38% to 55,000 contracts ($5.2 billion notional per leg)
• Customer average collateral balances to meet performance bond requirements for rolling 3-months ending June 2026 were $150 billion for cash collateral and $170.4 billion for non-cash collateral

Source: CME