- Highest-ever January ADV with 16% growth
year-over-year
- Record January interest rate ADV of 13.1 million
contracts, up 27%
- Record January options ADV of 6.1 million
contracts, up 26%
CHICAGO, Feb. 2, 2024
/PRNewswire/ -- CME Group, the
world's leading derivatives marketplace, today reported its
January 2024 market statistics,
reaching a new overall average daily volume (ADV) record of 25.2
million contracts for the month, up 16% from January 2023. The company's interest rate ADV saw
double-digit growth, driven by its SOFR complex and U.S. Treasury
futures. ADV also increased by double-digits across energy,
agricultural and foreign exchange products. Market statistics are
available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
January 2024 ADV across
asset classes includes:
- Record January Interest
Rate ADV of 13.1 million contracts
- Equity Index ADV of 6.6 million
contracts
- Record January Options
ADV of 6.1 million contracts
- Energy ADV of 2.5 million
contracts
- Agricultural ADV of 1.5 million
contracts
- Foreign Exchange ADV of 893,000
contracts
- Metals ADV of 638,000
contracts
Additional January 2024
product highlights compared to January
2023 include:
- Interest Rate ADV increased 27%
- SOFR futures ADV increased 45% to 3.8 million
contracts
- SOFR options ADV increased 33% to 2.5 million
contracts
- 10-Year U.S. Treasury Note futures ADV increased 24% 1.9
million contracts
- 5-Year U.S. Treasury Note futures ADV increased 27% to
1.3 million contracts
- Options ADV increased 26%
- Interest Rate options ADV increased 16% to 3.5 million
contracts
- Equity Index options ADV increased 37% to 1.7 million
contracts
- Energy options ADV increased 95% to 452,000
contracts
- Energy ADV increased 23%
- Record Natural Gas options ADV of 300,736
contracts
- Agricultural ADV increased 23%
- Soybean Meal futures ADV increased 47% to 166,000
contracts
- KC HRW Wheat futures ADV increased 38% to 52,000
contracts
- Foreign Exchange ADV increased 11%
- Record Brazilian Real futures ADV of 20,456
contracts
- Mexican Peso futures ADV increased 39% to 60,000
contracts
- Metals ADV increased 2%
- Aluminum futures ADV increased 134% to 10,000
contracts
- International ADV increased 24% to 7.0 million contracts,
with EMEA ADV up 28%
- Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 2.2
million contracts represented 33% of overall Equity Index ADV and
Micro WTI Crude Oil futures accounted for 4.4% of overall Energy
ADV
- BrokerTec U.S. Repo average daily notional value (ADNV)
increased 11% to $288.2B and U.S.
Treasury ADNV increased 2% to $107.7B
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