- Highest-ever Q3 volume for interest rate and agricultural
products
- Record Equity Index options in September and
Q3
CHICAGO, Oct. 3, 2023
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its September and Q3 2023 market
statistics, reaching an average daily volume (ADV) of 22.7 million
contracts in September, representing the company's second-highest
September ADV on record. Q3 ADV was 22.3 million contracts, the
second-highest Q3 volume ever. Market statistics are available in
greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
September 2023 ADV across asset
classes includes:
- Interest Rate ADV of 10.2 million contracts
- Equity Index ADV of 7.1 million contracts
- Options ADV of 4.7 million contracts
- Energy ADV of 2.3 million contracts
- Agricultural ADV of 1.3 million contracts
- Foreign Exchange ADV of 1.2 million contracts
- Metals ADV of 517,000 contracts
Additional September 2023 product
highlights compared to September 2022
include:
- Interest Rate
- SOFR futures ADV increased 22% to 3.2 million contracts
- SOFR options ADV increased 47% to 1.2 million contracts
- Equity Index
- Record Equity Index options ADV of 1,622,622 contracts
- Energy ADV increased 28%
- Record Micro WTI options ADV of 3,447 contracts
- Natural Gas options ADV increased 81% to 141,000 contracts
- Agricultural ADV increased 11%
- Record Feeder Cattle futures ADV of 21,741 contracts
- Soybean options ADV increased 46% to 76,000 contracts
- Metals
- Record Aluminum futures ADV of 6,788 contracts
- Platinum futures ADV increased 32% to 35,000 contracts
- Micro E-mini futures and options represented 32.1% of overall
Equity Index ADV, Micro WTI Crude Oil futures accounted for 4.5% of
overall Energy ADV, Micro Bitcoin futures accounted
for 0.1% and Micro Ether futures accounted for 0.1% of overall
Equity Index ADV
Q3 2023 highlights across asset classes compared to Q3 2022
include:
- Interest Rate ADV of 11.0 million contracts, an increase of 6%
- Record Ultra U.S. Treasury Bond futures of 308,238
contracts
- Interest Rate options ADV increased 7% to 2.3 million
contracts
- SOFR futures ADV increased 44% to 3 million contracts
- SOFR options ADV increased 101% to 1.2 million contracts
- Equity Index ADV of 6.4 million contracts
- Record Equity Index options of 1,450,087 contracts
- Record E-Mini S&P 500 options of 1,345,353 contracts
- Record E-Mini Nasdaq 100 options of 76,191 contracts
- Options ADV of 4.4 million contracts, an increase of 15%
- Energy ADV of 2.1 million contracts, an increase of 16%
- Energy options ADV increased 41% to 293,000 contracts
- Natural Gas options ADV increased 62% to 141,146 contracts
- Agricultural ADV of 1.4 million contracts, an increase of
19%
- Record Feeder Cattle futures ADV of 19,078 contracts
- Agricultural options ADV increased 21% to 328,000
contracts
- Soybean Oil futures ADV increased 19% to 142,000 contracts
- Foreign Exchange ADV of 942,000 contracts
- Metals ADV of 528,000 contracts, an increase of 6%
- Record Aluminum futures ADV of 5,190 contracts
- Micro Gold futures ADV increased 14% to 51,000 contracts
- BrokerTec U.S. Repo average daily notional value (ADNV)
increased 4% to $286B
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