CME Group Reaches All-Time Record Monthly and Quarterly Average Daily Volume

Rhea-AI Summary

CME Group (NASDAQ:CME) reported record average daily volume: a monthly ADV of 41.1 million contracts in March (+33% YoY) and a Q1 quarterly ADV of 36.2 million contracts (+22% YoY).

Quarterly records spanned interest rates, energy, metals, equity index, agriculture, foreign exchange, and U.S. Treasury/SOFR complexes; BrokerTec ADNV hit a record $1.151 trillion in March.

Positive

• Monthly ADV 41.1 million contracts (+33% YoY)
• Q1 quarterly ADV 36.2 million contracts (+22% YoY)
• Interest Rate ADV 20.8 million contracts in March (+42%)
• Energy ADV record 5.1 million contracts in March (+91%)
• BrokerTec ADNV record $1.151 trillion in March (+22%)
• International ADV record 13.3 million contracts (+43%)

Negative

• Customer collateral balances elevated: $147.8 billion cash and $167.1 billion non-cash

News Market Reaction – CME

+2.75%

+2.75% Session close to close

In the Apr 2 session, CME gained 2.75%, reflecting a moderate positive market reaction.

Data tracked by StockTitan Argus on the day of publication.

Market Context

This announcement highlights CME’s all-time record monthly ADV of 41.1M contracts in March and recor...

Analysis

This announcement highlights CME’s all-time record monthly ADV of 41.1M contracts in March and record quarterly ADV of 36.2M, with broad-based strength across interest rates, energy, metals, equity index, agriculture, FX, and crypto. Compared with recent record updates in energy and dairy, it underscores a continued expansion in trading activity. Investors may focus on how persistent these volumes are, the contribution from international markets, and implications for revenue and operating leverage over time.

Key Figures

March 2026 ADV: 41.1 million contracts Q1 2026 ADV: 36.2 million contracts BrokerTec ADNV: $1.151 trillion +5 more

8 metrics

March 2026 ADV 41.1 million contracts Record monthly average daily volume, up 33% year-over-year

Q1 2026 ADV 36.2 million contracts Record quarterly average daily volume, up 22% year-over-year

BrokerTec ADNV $1.151 trillion Overall average daily notional value in March, record level

Crypto ADV March 210,000 contracts Cryptocurrency ADV in March, $7.98 billion notional

Interest Rate ADV March 20.8 million contracts March 2026 Interest Rate ADV, up 42%

Energy ADV March 5.1 million contracts March 2026 Energy ADV, up 91%, record level

Metals ADV March 1.4 million contracts March 2026 Metals ADV, up 86%, record level

International ADV March 13.3 million contracts International ADV, with record EMEA 9.6M and APAC 3.2M

Historical Context

5 past events · Latest: Mar 11 (Neutral)

Pattern 5 events

Date	Event	Sentiment	24h Move	Catalyst
Mar 11	Earnings call scheduled	Neutral	-1.0%	Announcement of Q1 2026 earnings release date and conference call details.
Mar 09	Energy volume record	Positive	+0.6%	Energy complex set all-time single-day record of 8.3M contracts.
Mar 08	New futures launch	Positive	+0.6%	First block trades in new South Asia Crude Palm Oil futures suite.
Mar 03	Dairy volume records	Positive	-0.4%	Record dairy futures open interest and monthly average daily volume in February.
Mar 03	Ag sentiment survey	Neutral	-0.4%	Purdue/CME Ag Economy Barometer showed modest rebound but weaker expectations.

24h Move is the share-price change in the day after each event; other market factors may also have contributed.

Pattern Detected

Recent operational records and product launches often saw modest price moves, with one notable divergence where positive volume records in dairy coincided with a small decline.

Recent Company History

Over the past month, CME has repeatedly highlighted record activity across product sets. On Mar 3, it reported new records in Dairy futures and options, followed by news on Mar 8 of first trades in South Asia Crude Palm Oil futures. On Mar 9, the energy complex set an all-time single-day volume record of 8.3M contracts. The company also announced its Q1 2026 earnings release schedule on Mar 11. Today’s all-time record monthly and quarterly ADV update extends this string of volume milestones.

Key Terms

average daily volume, notional, futures, options, +2 more

6 terms

average daily volume financial

"today reported its average daily volume (ADV) reached a monthly record of 41.1 million"

Average daily volume is the typical number of shares or contracts of a security traded each day, calculated by averaging daily trading amounts over a recent period. It matters to investors because it indicates how easy it is to buy or sell without moving the price—like traffic on a road: high volume is a busy freeway that lets many cars pass smoothly, while low volume can make large orders cause big price changes and higher costs.

View in glossary

notional financial

"Cryptocurrency ADV increased 19% to 210,000 contracts ($7.98 billion notional)"

Notional refers to the reference amount used to calculate payments or measure the size of a financial contract, without representing actual cash that changes hands. For investors it shows the scale of exposure — like the mileage used to compute a car rental bill even though you don’t buy the miles themselves — and helps compare risk and potential gains or losses across instruments.

futures financial

"enables clients to trade futures, options, cash and OTC markets, optimize portfolios"

A futures contract is a standardized agreement to buy or sell an asset (like a commodity, currency, or stock index) at a fixed price on a specific future date. Think of it like locking in the price of a house today for a move-in years from now: it lets buyers and sellers protect themselves against price swings or bet on which way prices will move. For investors, futures matter because they provide a cheap way to manage risk, amplify returns through leverage, and signal market expectations that can move cash prices.

View in glossary

options financial

"enables clients to trade futures, options, cash and OTC markets, optimize portfolios"

Options are contracts that give investors the right to buy or sell an asset at a specific price within a certain time frame. They function like a reservation or a ticket that allows for potential profit or protection against price changes, making them useful tools for managing investment risks or speculating on market movements.

View in glossary

OTC markets financial

"enables clients to trade futures, options, cash and OTC markets, optimize portfolios"

Over-the-counter (OTC) markets are trading venues where buyers and sellers deal directly through dealers or electronic networks instead of on a formal exchange; think of a neighborhood flea market versus a supermarket. They matter to investors because OTC-listed stocks often represent smaller or international companies with fewer reporting requirements, which can mean lower liquidity, wider price swings and higher risk but sometimes earlier access to growth opportunities.

View in glossary

central counterparty clearing financial

"it operates one of the world's leading central counterparty clearing providers, CME Clearing"

A central counterparty clearing (CCP) is a specialized financial intermediary that sits between buyers and sellers of securities or derivatives, becoming the buyer to every seller and the seller to every buyer to guarantee trades are completed. Like an insurance-backed referee, it manages the risk of someone failing to pay by requiring collateral, pooling resources, and simplifying many trades into smaller net payments, which helps investors by lowering the chance of loss from a counterparty default and improving market stability and liquidity.

AI-generated analysis. How Rhea-AI works. Not financial advice.

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• Record monthly ADV of 41.1 million contracts in March
• Record quarterly ADV of 36.2 million contracts in Q1
• Record quarterly ADV across interest rate, energy, metals, equity index, agriculture and foreign exchange products
• Record quarterly ADV in U.S. Treasury and SOFR complexes

CHICAGO, April 2, 2026 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its average daily volume (ADV) reached a monthly record of 41.1 million contracts in March, up 33% year-over-year, and a quarterly record of 36.2 million contracts in Q1, up 22% year-over-year. Additionally, for the first time ever, quarterly volumes reached record levels across interest rate, energy, metals, equity index, agriculture and foreign exchange products. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

"Credible markets are more critical than ever as investors at every level seek to manage risk in an increasingly uncertain environment," said CME Group Chairman and Chief Executive Officer Terry Duffy. "The all-time record volumes we achieved in Q1, and throughout March, attest to the value our clients find in the deep liquidity, unmatched efficiencies, and price transparency CME Group provides across asset classes."

March 2026 monthly highlights across asset classes include:

• Interest Rate ADV increased 42% to 20.8 million contracts
  • Record SOFR futures and options ADV of 9.4 million contracts
  • Record U.S. Treasury options ADV of 2.4 million contracts
  • 10-Year U.S. Treasury Note futures ADV increased 21% to 2.9 million contracts
  • 5-Year U.S. Treasury Note futures ADV increased 29% to 2 million contracts
  • 2-Year U.S. Treasury Note futures ADV increased 69% to 1.5 million contracts
  • 30-Day Fed Funds futures ADV increased 18% to 560,000 contracts
• Energy ADV increased 91% to a record 5.1 million contracts
  • Record WTI Crude Oil futures ADV of 2 million contracts
  • Record Micro WTI Crude Oil futures ADV of 655,000 contracts
  • Record RBOB Gasoline futures ADV of 349,000 contracts
  • Record NY Heating Oil futures ADV of 296,000 contracts
• Metals ADV increased 86% to a record 1.4 million contracts
  • Micro Gold futures ADV increased 291% to 535,000 contracts
  • Micro Silver futures ADV increased 720% to 131,000 contracts
• Equity Index ADV increased 5% to a record 10.1 million contracts
  • Record E-mini S&P 500 futures ADV of 2.2 million contracts
  • Micro E-mini Nasdaq-100 futures ADV increased 3% to 2.3 million contracts
• Agricultural ADV increased 19% to 2.2 million contracts
  • Soybean futures ADV increased 33% to 323,000 contracts
  • Soybean Oil futures ADV increased 85% to 273,000 contracts
  • Chicago SRW Wheat futures ADV increased 30% to 169,000 contracts
• Foreign Exchange ADV increased 18% to a record 1.6 million contracts
  • Record Australian Dollar futures ADV of 207,000 contracts
  • Euro FX futures ADV increased 17% to 393,000 contracts
  • British Pound futures ADV increased 39% to 185,000 contracts
• Cryptocurrency ADV increased 19% to 210,000 contracts ($7.98 billion notional)
  • Ether futures ADV increased 53% to 19,000 contracts
  • Micro Bitcoin futures ADV increased 6% to 77,000 contracts
• International ADV increased 43% to a record 13.3 million contracts, with record EMEA ADV of 9.6 million contracts and record APAC ADV of 3.2 million contracts
• Micro Products ADV
  • Micro E-mini Equity Index futures and options ADV of 4.7 million contracts represented 46% of overall Equity Index ADV, Micro Energy futures accounted for 13% of overall Energy ADV and Micro Metals futures accounted for 60% of overall Metals ADV
• BrokerTec overall average daily notional value (ADNV) increased 22% to a record $1.151 trillion in March
  • BrokerTec U.S. Repo ADNV increased 17% to a record $412 billion
  • European Repo ADNV increased 15% to €389 billion
  • U.S. Treasury ADNV increased 13% to $135 billion
• EBS Spot FX ADNV increased 13% to $86 billion and FX Link ADV increased 42% to 59,000 contracts ($6.3 billion notional per leg)
• Customer average collateral balances to meet performance bond requirements for rolling 3-months ending February 2026 were $147.8 billion for cash collateral and $167.1 billion for non-cash collateral

Q1 2026 quarterly highlights across asset classes include:

• Interest Rate ADV increased 24% to a record 18.7 million contracts
  • Record U.S. Treasury futures and options ADV of 10.6 million contracts
  • Record SOFR futures and options ADV of 7.5 million contracts
  • Record 10-Year U.S. Treasury Note futures ADV of 2.9 million contracts
  • Record 5-Year U.S. Treasury Note futures ADV of 2.2 million contracts
  • Record 2-Year U.S. Treasury Note futures ADV of 1.4 million contracts
• Energy ADV increased 37% to a record 4 million contracts
  • Record Henry Hub Natural Gas futures ADV of 752,000 contracts
  • Record WTI Crude Oil options ADV of 320,000 contracts
  • WTI Crude Oil futures ADV increased 70% to 1.7 million contracts
• Metals ADV increased 127% to a record 1.7 million contracts
  • Record Micro Gold futures ADV of 714,000 contracts
  • Record Micro Silver futures ADV of 263,000 contracts
  • Gold futures ADV increased 20% to 282,000 contracts
• Equity Index ADV increased 8% to a record 8.7 million contracts
  • Record Micro E-mini Nasdaq 100 futures ADV of 2.1 million contracts
  • Record Micro E-mini S&P 500 futures ADV of 1.5 million contracts
  • E-Mini Russell 2000 futures ADV increased 25% to 254,000 contracts
• Agricultural ADV increased 4% to a record 2 million contracts
  • Record Soybean Oil futures ADV of 243,000 contracts
  • Soybean futures ADV increased 16% to 335,000 contracts
  • Chicago SRW Wheat futures ADV increased 17% to 170,000 contracts
• Foreign Exchange ADV increased 4% to a record 1.2 million contracts
  • Record Australian Dollar futures ADV of 154,000 contracts
  • Japanese Yen futures ADV increased 2% to 198,000 contracts
• Cryptocurrency ADV increased 57% to 310,000 contracts ($9.3 billion notional)
  • Micro Ether futures ADV increased 29% to 98,000 contracts
  • Micro Bitcoin futures ADV increased 8% to 83,000 contracts 
  • Ether futures ADV increased 62% to 21,000 contracts

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, cryptocurrencies, 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

FAQ

What was CME Group's reported monthly ADV for March 2026 (CME)?

CME reported a March 2026 monthly ADV of 41.1 million contracts, a 33% year-over-year increase. According to the company, this all-time monthly record reflects higher activity across interest rates, energy, metals, equity index, agriculture, and foreign exchange products.

How did CME Group perform on average daily volume in Q1 2026 (CME)?

CME reported a Q1 2026 quarterly ADV of 36.2 million contracts, up 22% year-over-year. According to the company, quarterly record volumes were achieved across major asset classes including interest rates, energy, metals, equity index, agriculture, and FX.

Which asset classes set records at CME Group in Q1 2026 (CME)?

Record quarterly volumes occurred in interest rates, energy, metals, equity index, agriculture, and foreign exchange products. According to the company, U.S. Treasury and SOFR complexes also reached quarterly record ADV for the period.

What record did BrokerTec reach in March 2026 reported by CME (CME)?

BrokerTec reported a record overall average daily notional value of $1.151 trillion in March 2026, a 22% increase. According to the company, U.S. Repo and European Repo ADNV also reached record levels in March.

How large were customer collateral balances reported by CME Group for early 2026 (CME)?

Customer average collateral balances for the rolling three months ending February 2026 were $147.8 billion cash and $167.1 billion non-cash. According to the company, these balances meet performance bond requirements.

How did CME Group's cryptocurrency derivatives perform in Q1 2026 (CME)?

Cryptocurrency ADV increased notably, with Q1 2026 ADV of 310,000 contracts (about $9.3 billion notional). According to the company, Micro Ether and Micro Bitcoin futures also showed double-digit ADV gains during the quarter.