- Overall volume grew 11% over October 2022
- Strongest October in company history for interest rate
ADV
- Record equity index options
volume driven by E-mini S&P 500
contracts
- Continued growth across SOFR and U.S. Treasury
complexes
CHICAGO, Nov. 2, 2023
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its October
2023 market statistics, reaching an average daily volume
(ADV) of 25.2 million contracts during the month, an increase of
11% over 2022 and the company's highest-ever October ADV on record.
Market statistics are available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
October 2023 ADV across asset
classes includes:
- Record October Interest Rate ADV of 11.8 million
contracts
- Equity Index ADV of 8.0 million contracts
- Record October Options ADV of 5.6 million contracts
- Energy ADV of 2.3 million contracts
- Agricultural ADV of 1.5 million contracts
- Foreign Exchange ADV of 935,000 contracts
- Metals ADV of 605,000 contracts
Additional October 2023 product
highlights compared to October 2022
include:
- Interest Rate ADV increased 21%
- SOFR futures ADV increased 61% to 3.2 million contracts
- SOFR options ADV increased 59% to 1.4 million contracts
- 5-Year U.S. Treasury Note futures ADV increased 25% to 1.3
million contracts
- 10-Year U.S. Treasury Note options ADV increased 30% to 863,000
contracts
- 2-Year U.S Treasury Note futures ADV increased 33% to 675,000
contracts
- Options ADV increased 23%
- Record Equity Index options ADV of 1,931,536 contracts – with
record E-mini S&P 500 options ADV of 1,809,924 contracts
- Interest Rate options ADV increased 12% to 2.8 million
contracts
- Energy options ADV increased 82% to 398,000 contracts
- Agricultural options ADV increased 39% to 287,000
contracts
- Metals options ADV increased 66% to 102,000 contracts
- Energy ADV increased 28%
- Natural Gas futures ADV increased 38% to 421,000 contracts
- WTI Crude Oil options ADV increased 56% to 188,000
contracts
- Agricultural ADV increased 28%
- Record Soybean Meal futures ADV of 189,948 contracts
- Live Cattle futures ADV increased 30% to 65,000 contracts
- Metals ADV increased 24%
- Record Aluminum futures ADV of 6,633 contracts
- Gold options ADV increased 76% to 86,000 contracts
- International ADV increased 26% to 7.2 million contracts
- Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 2.8
million contracts represented 35% of overall Equity Index ADV and
Micro WTI Crude Oil futures accounted for 5.1% of overall Energy
ADV
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