- Strongest July ADV in company history for interest rate,
agricultural and options products
- SOFR futures and options continue strong ADV
growth
CHICAGO, Aug. 2, 2023
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its July
2023 market statistics, reaching an average daily volume
(ADV) of 19.9 million contracts during the month, the
second-highest July ADV in company history. Market statistics are
available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
July 2023 ADV across asset classes
includes:
- Interest Rate ADV of 9.4 million contracts
- Equity Index ADV of 5.4 million contracts
- Options ADV of 4.2 million contracts
- Energy ADV of 2.0 million contracts
- Agricultural ADV of 1.7 million contracts
- Foreign Exchange ADV of 881,000 contracts
- Metals ADV of 575,000 contracts
Additional July 2023 product
highlights compared to July 2022
include:
- Interest Rate ADV increased 4%
-
- Record U.S. Treasury futures open interest of 18,574,440
contracts on July 31
- SOFR futures ADV increased 57% to 2.8 million contracts
- SOFR options ADV increased 204% to 1.2 million contracts
- Ultra 10-Year U.S. Treasury futures ADV increased 37% to
361,000 contracts
- Options ADV increased 19%
-
- Interest Rate options ADV increased 18% to 2.2 million
contracts
- Equity Index options ADV increased 20% to 1.2 million
contracts
- Agricultural options ADV increased 33% to 446,000
contracts
- Energy ADV increased 2%
-
- RBOB Gasoline futures ADV increased 26% to 187,000
contracts
- Natural Gas options ADV increased 22% to 125,000 contracts
- Agricultural ADV increased 30%
-
- Corn options ADV increased 38% to 233,000 contracts
- Chicago SRW Wheat futures ADV increased 54% to 139,000
contracts
- Soybean Oil options ADV increased 76% to 26,000
contracts
- Live Cattle options ADV increased 89% to 16,000
contracts
- Metals ADV increased 4%
-
- Silver options ADV increased 78% to 9,000 contracts
- Copper options ADV increased 35% to 6,000 contracts
- Aluminum futures ADV increased 29% to 5,000 contracts
- International ADV increased 7% to 5.9 million
contracts
- Micro Products ADV
-
- Micro E-mini Equity Index futures and options ADV of 1.8
million contracts represented 33.6% of overall Equity Index
ADV, Micro WTI Crude Oil futures accounted for 4.4% of overall
Energy ADV, Micro Bitcoin futures accounted for
0.2% 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 4% to $270B
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