- Double-digit growth in Interest Rate, Energy,
Agricultural, Metals and options products
- Highest-volume August for Equity Index futures and
options and Agricultural options products
CHICAGO, Sept. 5,
2023 /PRNewswire/ -- Amid ongoing geopolitical,
economic and weather-related uncertainties, CME Group, the world's
leading derivatives marketplace, today reported its August 2023 market statistics, including average
daily volume (ADV) of 24.2 million contracts, an increase of 14%
from 2022 and the second-highest ADV for the month of August on
record. Market statistics are available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
August 2023 ADV across asset
classes includes:
- Interest Rate ADV of 13.0 million contracts
- Equity Index ADV of 6.5 million contracts
- Options ADV of 4.4 million contracts
- Energy ADV of 2.1 million contracts
- Agricultural ADV of 1.4 million contracts
- Foreign Exchange ADV of 769,000 contracts
- Metals ADV of 495,000 contracts
Additional August 2023 product
highlights compared to August 2022
include:
- Interest Rate ADV increased 22%
-
- Record U.S. Treasury futures open interest of 19,823,052
contracts on August 23
- SOFR futures ADV increased 61% to 3.1 million contracts
- SOFR options ADV increased 117% to 1.1 million contracts
- Ultra 10-Year U.S. Treasury futures ADV increased 60% to
656,000 contracts
- Equity Index ADV increased 2%
-
- E-mini S&P 500 options ADV increased 44% to 1.4 million
contracts
- E-mini Nasdaq-100 futures ADV increased 8% to 661,000
contracts
- E-mini Nasdaq-100 options ADV increased 99% to 77,000
contracts
- Options ADV increased 32%
-
- Interest Rate options ADV increased 24% to 2.2 million
contracts
- Equity Index options ADV increased 46% to a record 1.5 million
contracts
- Energy options ADV increased 50% to 297,000 contracts
- Agricultural options ADV increased 15% to 283,000
contracts
- Energy ADV increased 17%
-
- RBOB Gasoline futures ADV increased 34% to 190,000
contracts
- Natural Gas options ADV increased 87% to 155,000 contracts
- Agricultural ADV increased 15%
-
- Soybean Meal futures ADV increased 29% to 137,000
contracts
- Chicago SRW Wheat options ADV increased 42% to 31,000
contracts
- Live Cattle options ADV increased 36% to 14,000 contracts
- Metals ADV increased 16%
-
- Copper futures ADV increased 21% to 115,000 contracts
- Silver options ADV increased 93% to 8,700 contracts
- Platinum futures ADV increased 32% to 21,000 contracts
- International ADV increased 22% to 6.9 million contracts
- Micro Products ADV
-
- Micro E-mini Equity Index futures and options ADV of 2.3
million contracts represented 35.8% of overall Equity Index ADV,
Micro WTI Crude Oil futures accounted for 4.1% of overall Energy
ADV, Micro Bitcoin futures accounted for 0.1% of
overall Equity Index ADV and Micro Ether futures accounted for 0.1%
of overall Equity Index ADV
- BrokerTec U.S. Repo average daily notional value (ADNV)
increased 9% to $291.9B
About CME Group
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 Chicago Board
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.
CME-G
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SOURCE CME Group