• Record October ADV in interest rate, equity index, energy and agricultural products

• U.S. Treasury futures and options ADV increased 48%

CME Group, the world’s leading derivatives marketplace, reported its average daily volume (ADV) reached a new October record of 30 million contracts, an increase of 15% from October 2025, when the previous record was set with 26.3 million contracts. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

October 2026 ADV across asset classes includes:

• Interest Rate ADV of 14.8 million contracts

• Equity Index ADV of 8.8 million contracts

• Energy ADV of 2.7 million contracts

• Agricultural ADV of 2.1 million contracts

• Foreign Exchange ADV of 985,000 contracts

• Metals ADV of 805,000 contracts

• Cryptocurrency ADV of 145,000 contracts ($7.85 billion notional)

Additional October 2026 product highlights compared to October 2025:

• Interest Rate ADV increased 28%

  • U.S Treasury futures and options ADV increased 48% to 9.2 million contracts

    • 10-Year U.S. Treasury Note futures ADV increased 58% to 2.7 million contracts

    • 5-Year U.S. Treasury Note futures ADV increased 50% to 1.8 million contracts

    • 2-Year U.S. Treasury Note futures ADV increased 51% to 1.1 million contracts

    • 30-Year U.S. Treasury Bond futures ADV increased 52% to 625,000 contracts

  • SOFR futures and options ADV increased 5% to 4.9 million contracts

• Equity Index ADV increased 15%

  • Micro E-Mini Nasdaq-100 futures ADV increased 74% to 2.9 million contracts

  • E-Mini Nasdaq-100 options increased 32% to 131,000 contracts

• Energy ADV increased 1%

  • Micro WTI Crude Oil futures ADV increased 221% to 190,000 contracts

• Agricultural ADV increased 7%

  • Corn futures ADV increased 21% to 478,000 contracts

  • Soybean Meal futures ADV increased 7% to 198,000 contracts

• International ADV increased 9% to 9 million contracts, with EMEA ADV up 7% to 6.3 million contracts and APAC ADV up 15% to 2.3 million contracts

• Micro Products ADV

  • Micro E-mini Equity Index futures and options ADV of 4.4 million contracts represented 50% of overall Equity Index ADV, Micro Energy futures accounted for 7.4% of overall Energy ADV and Micro Metals futures accounted for 51% of overall Metals ADV

• BrokerTec overall average daily notional value (ADNV) increased 18% to $1.127 trillion

  • Record U.S. Repo ADNV of $419.5 billion

  • European Repo ADNV increased 19% to €358 billion

  • U.S Treasury ADNV increased 50% to $120 billion

• EBS Spot FX ADNV increased 9% to $62.3 billion

• Customer average collateral balances to meet performance bond requirements for rolling 3-months ending September 2026 were $147 billion for cash collateral and $166.9 billion for non-cash collateral

Paul Houston, Global Head of FX, CME Group:

During Oct 2026, $151B of average daily notional value (ADNV) was traded across CME Group’s FX futures, options and cash markets.

Futures and options

FX futures and options ADNV of $82B (986K contracts). 

Futures:

• Comparing Oct 2026 vs  Oct 2025, ADNV grew 20% overall with notable increases in:

EUR $31B (+30%) (222K contracts)

NZD $2.1B (+30%) (38K contracts)

CAD $6.1B (+39%) (86K contracts)

CHF $4.8B (+21%) (32K contracts)

MXN $2.3B (+96%) (84K contracts)

BRL  $1.7B (+167%) (89K contracts) Record month

Daily volume record on 26 Oct for BRL Futures $9.2b (500K contracts); $2.5bn of which was executed before the onshore market opened.

• Strong monthly open interest (OI) in:

  • CAD $26B (+37%) (373K contracts) Record month

  • CHF $21B (+79%) (136K contracts)

  • AUD $23B (+105%) (328K contracts)

  • JPY $30B (+16%) (376K contracts)

  • MXN $7.6B (+53%) (282K contracts)

  • BRL $2.7B (+40%) (144K contracts) Record month

  • SEK  $1.4B ( +82%) (7K contracts ) Record month

• The large open interest holder (LOIH) data provided by the CFTC also shows growing adoption via the number of customers holding ‘large’ open positions in CME Group markets.

• CME Group FX LOIH: 1,472 (+11% YTD) New all time high record

•   Major FX LOIH 1,117 (+10%), EM FX LOIH 355 (+14% YTD)

(According to CFTC data published on 27 Oct)

Record positioning from asset managers ($231bn on Oct 20),

Record LOIH across Major FX Futures (1,121 on Oct 6), EUR Futures (346 on Oct 13), CAD Futures (150 on Oct 20) and BRL Futures (129 on Oct 20)

Options:

FX options volume was up 22% in October 2026 vs October 2025, with open interest averaging $100bn notional.  ADV highlights included:

• EUR (up 42 % vs Oct 2025)

• GBP (up 41% vs Oct 2025)

• CHF (up 10% vs Oct 2025)

Options open positioning remains at record levels, averaging $99B notional YTD.

FX Link:  In Oct 2026, FX Link traded $5.9B /leg ADNV, up 31% on Oct 2025. On a YTD basis, $5.4B/leg ADNV (57.7K ADV in contracts ) up 42% year-on-year.

EBS

EBS ADNV was $68B in Oct 26, up 15% vs Oct 2025

FX Volatility

The CME Group Volatility Index (CVOL) shows that the combined G5 CVOL index averaged 7.07  in Oct 2026.

Erik Norland, Chief Economist, CME Group:

“In October, the USD barely moved, rising by 0.3% according to the Bloomberg U.S. Dollar Index.  That said, many currencies experienced strong moves with some rising and others falling versus USD. NOK led the gains rising 4.5% versus the USD, boosted by soaring prices for crude oil and natural gas.  Higher commodity prices also drove the 2% rise in CAD and the 1.3% gain in AUD.  The impact of rising oil prices was also felt in Europe where GBP rose by 1% while the Euro fell by 1.5%.  North Sea oil covers most of the U.K.’s energy needs whereas the Eurozone produces very little of its own crude oil. Meanwhile CHF rose by 1.5%, boosted by continued geopolitical uncertainty.  Rising geopolitical risk and narrowing interest rate spreads over the U.S. led to a 3.8% decline in the value of the MXN.  BRL fell by 4.8% as traders digested the impact of Brazil’s elections. JPY and CNH barely moved in October but KRW rose by 1.5% supported by strong sales of semiconductor chips.”

Source: CME