- All-time record monthly ADV in U.S. Treasury futures and
options
- All-time record monthly international ADV of 9.3 million
contracts
- Record November ADV for interest rate, foreign exchange,
agricultural and metals products
CHICAGO, Dec. 3, 2024
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its November 2024 market
statistics reached the highest November average daily volume
(ADV) of a record 30.2 million contracts, up 7% from November 2023. Market statistics are available in
greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
November 2024 ADV across asset classes includes:
- Record November Interest Rate ADV of 17.5 million
contracts
- Equity Index ADV of 6.4 million contracts
- Energy ADV of 2.6 million contracts
- Record November Agricultural ADV of 1.9 million contracts
- Record November Foreign Exchange ADV of 1 million
contracts
- Record November Metals ADV of 843,000 contracts
Additional November 2024 product
highlights compared to November 2023
includes:
- Interest Rate ADV increased 4%
- Record monthly U.S. Treasury futures and options ADV of 11.6
million contracts
- Record monthly 2-Year U.S. Treasury Note futures ADV of 1.7
million contracts
- Record monthly Ultra 10-Year Note futures ADV of 1 million
contracts
- Record monthly 30-Year U.S. Treasury Bond futures ADV of
808,000 contracts
- Record monthly Ultra T-Bond futures ADV of 632,000
contracts
- 5-Year U.S. Treasury Note futures ADV increased 1% to 2.8
million contracts
- 10-Year U.S. Treasury Note options ADV increased 19% to 1
million contracts
- Equity Index ADV increased 6%
- Micro E-mini Nasdaq-100 futures ADV increased 27% to 1.3
million contracts
- Micro E-mini Dow Jones futures ADV increased 65% to 111,000
contracts
- E-mini Nasdaq-100 options ADV increased 22% to 79,000
contracts
- Energy ADV increased 20%
- Henry Hub Natural Gas futures ADV increased 47% to 612,000
contracts
- Henry Hub Natural Gas options ADV increased 56% to 276,000
contracts
- Brent Crude Oil futures ADV increased 89% to 124,000
contracts
- Agricultural ADV increased 15%
- Record November Agricultural options ADV of 349,000
contracts
- Corn futures ADV increased 19% to 502,000 contracts
- Record monthly Soybean Oil futures ADV of 234,000
contracts
- Foreign Exchange ADV increased 6%
- Micro FX futures ADV increased 13% to 56,000 contracts
- Brazilian Real futures ADV increased 56% to 30,000
contracts
- Metals ADV increased 27%
- Record November Metals options ADV of 135,000 contracts
- Gold futures ADV increased 41% to 438,000 contracts
- Gold options ADV increased 58% to 103,000 contracts
- Record monthly International ADV of 9.3 million contracts, with
record EMEA ADV of 7 million
contracts, Asia ADV of 2 million contracts and Latin America ADV of
166,000 contracts
- Micro Products ADV
- Record monthly Micro Bitcoin futures ADV of
107,000 contracts
- Record monthly Micro Ether futures ADV of 83,000 contracts
- Record monthly Micro Bitcoin options ADV of 2,000
contracts
- Micro Gold futures ADV increased 145% to 142,000 contracts
- Micro E-mini Equity Index futures and options ADV of 2.4
million contracts represented 37.2% of overall Equity Index ADV and
Micro WTI Crude Oil futures accounted for 3.1% of overall Energy
ADV
- Cryptocurrency Products ADV
- Record Bitcoin futures ADV of 21,000
contracts
- Record Ether futures ADV of 10,000 contracts
- BrokerTec U.S. Repo average daily notional value (ADNV)
increased 16% to $329.2 billion,
European Repo ADNV increased 3% to €300.1 billion and U.S. Treasury
ADNV increased 3% to $111.3
billion
- EBS Spot FX ADNV increased 26% to $70.8
billion and FX Link ADV increased 119% to 42,000 contracts
($3.9 billion notional)
- Customer average collateral balances to meet performance bond
requirements for rolling 3-months ending October 2024 were $73.7
billion for cash collateral and $169.4 billion for non-cash collateral
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 is a trademark of BrokerTec Americas LLC
and EBS is a trademark of EBS Group LTD. 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