CME Group Reports October 2024 ADV of 24.3 Million Contracts
- Record October ADV for interest rate, energy, metals and agricultural products
-
Record October ADV across
U.S. Treasury and SOFR complexes -
All-time record monthly ADV in
U.S. Treasury options and energy options
- Record October Interest Rate ADV of 12.5 million contracts
- Equity Index ADV of 5.9 million contracts
- Record October Energy ADV of 2.7 million contracts
- Record October Agricultural ADV of 1.8 million contracts
- Foreign Exchange ADV of 792,000 contracts
- Record October Metals ADV of 647,000 contracts
Additional
- Interest Rate ADV increased 6%
- Record October
U.S. Treasury futures ADV of 5.5 million contracts - Record October SOFR futures and options ADV of 5 million contracts
- Record October Interest Rate options ADV of 3.1 million contracts
- All-time record monthly
U.S. Treasury options ADV of 1.5 million contracts
- Record October
- Energy ADV increased 16%
- All-time record monthly Energy options ADV of 528,000 contracts
Henry Hub Natural Gas futures ADV increased 22% to 562,000 contracts- WTI Crude Oil options ADV increased 45% to 282,000 contracts
- Agricultural ADV increased 23%
- Record October Agricultural options ADV of 372,000 contracts
- Corn futures ADV increased 61% to 412,000 contracts
- Soybean options ADV increased 67% to 120,000 contracts
- Metals ADV increased 7%
- Record October Metals options ADV of 115,000 contracts
- International ADV of 7.2 million contracts, with
EMEA ADV of 5.4 million contracts, Asia ADV of 1.5 million contracts and Latin America ADV of 135,000 contracts - Micro Products ADV
- Record Micro Bitcoin options of 1,100 contracts
Micro Gold futures ADV increased 67% to 110,000 contracts- Micro Bitcoin futures increased 332% to 50,000 contracts
- Micro Ether futures increased 212% to 33,000 contracts
- Micro E-mini Equity Index futures and options ADV of 2.3 million contracts represented 38.8% of overall Equity Index ADV and Micro WTI Crude Oil futures accounted for 3.8% of overall Energy ADV
- BrokerTec
U.S. Repo average daily notional value (ADNV) increased 11% to$316.7 billion , European Repo ADNV increased 1% to €299.7 billion andU.S. Treasury ADNV increased 1% to$112.8 billion - EBS Spot FX ADNV increased 15% to
$58.3 billion and FX Link ADV increased 193% to 54,000 contracts ($5 billion notional) - Customer average collateral balances to meet performance bond requirements for rolling 3-months ending
September 2024 were$72.3 billion for cash collateral and$165.4 billion for non-cash collateral
As the world's leading derivatives marketplace,
CME-G
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SOURCE CME Group