CME Group Reports Record Average Daily Volume for September and Q3, Driven by Growth Across Asset Classes

BrokerTec recorded single-day volume of $1.261 trillion on September 30, alongside growth in repo and Treasury trading.

Rhea-AI Summary

CME Group (CME) reported record September average daily volume of 31.8 million contracts, extending growth across its trading businesses. Average daily volume (ADV) rose 22% year over year in September; Q3 ADV reached a record 29.4 million contracts, up 16% year over year. Both surpassed prior records set in 2024. Interest rate and agricultural products set September and Q3 records.

September ADV increased 22% for interest rates, 16% for equity indexes, 37% for energy, 29% for agriculture and 32% for foreign exchange. International ADV rose 25% to 9.7 million contracts. BrokerTec average daily notional value—the dollar value traded—rose 18% to $1.135 trillion. EBS Spot FX rose 24% to $72 billion on that measure. Cryptocurrency ADV was 174,000 contracts in September and 196,000 in Q3, with respective notional values of $8.6 billion and $7.3 billion. September metals ADV was 1 million contracts.

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Positive

• Moderate pointSeptember ADV reached a record 31.8 million contracts, up 22% year over year.
• Moderate pointQ3 ADV reached a record 29.4 million contracts, up 16% year over year.
• Minor pointInterest rate ADV set September and Q3 records: 16.2 million contracts, up 22%; 15.1 million, up 13%.
• Minor pointEquity index ADV increased 16% to 8.1 million contracts in September and 23% to 7.7 million in Q3.
• Minor pointEnergy ADV increased 37% to 3.1 million contracts in September and 16% to 2.7 million in Q3.

32 minor points

• Minor pointAgricultural ADV set September and Q3 records: 1.9 million contracts, up 29%; 2 million, up 18%.
• Minor pointForeign exchange ADV increased 32% to 1.4 million contracts in September and 19% to 988,000 in Q3.
• Minor pointQ3 metals ADV increased 13% to 935,000 contracts.
• Minor pointInternational September ADV increased 25% to 9.7 million contracts.
• Minor pointEMEA September ADV increased 22% to 7 million contracts.
• Minor pointAPAC September ADV increased 33% to 2.3 million contracts.
• Minor pointBrokerTec September average daily notional value increased 18% to $1.135 trillion.
• Minor pointBrokerTec single-day volume reached a record $1.261 trillion on September 30.
• Minor pointEBS Spot FX September average daily notional value increased 24% to $72 billion.
• Minor pointFX Link September ADV increased 92% to a record 81,000 contracts, representing $7.7 billion notional per leg.
• Minor pointU.S. Treasury futures and options ADV rose 42% to 9.5 million contracts in September; Q3 rose 25% to 9.4 million.
• Minor point10-Year Treasury Note futures ADV rose 51% to 2.6 million contracts in September; Q3 rose 27% to 2.5 million.
• Minor point5-Year Treasury Note futures ADV rose 47% to 1.9 million contracts in September; Q3 rose 13% to 1.9 million.
• Minor point2-Year Treasury Note futures ADV rose 67% to 1.3 million contracts in September; Q3 rose 37% to 1.3 million.
• Minor point10-Year Treasury Note options ADV rose 17% to 1.1 million contracts in September; Q3 rose 26% to 1.1 million.
• Minor pointSOFR futures ADV rose 15% to 4.6 million contracts in September; Q3 rose 3% to 3.8 million.
• Minor pointMicro E-mini Nasdaq-100 futures ADV rose 73% to 2.4 million contracts in September; Q3 rose 101% to 2.6 million.
• Minor pointE-mini S&P 500 futures ADV rose 12% to 1.8 million contracts in September; Q3 rose 11% to 1.5 million.
• Minor pointMicro E-mini S&P 500 futures ADV rose 7% to 1.1 million contracts in September; Q3 rose 10% to 1 million.
• Minor pointMicro WTI Crude Oil futures ADV rose 376% to 240,000 contracts in September; Q3 rose 238% to 190,000.
• Minor pointHenry Hub Natural Gas futures September ADV increased 20% to 602,000 contracts.
• Minor pointRBOB Gasoline futures September ADV increased 27% to 224,000 contracts.
• Minor pointCorn futures ADV rose 62% to 461,000 contracts in September; Q3 rose 35% to 500,000.
• Minor pointSoybean futures September ADV increased 35% to 289,000 contracts.
• Minor pointSoybean Oil futures Q3 ADV increased 21% to 207,000 contracts.
• Minor pointJapanese Yen futures ADV rose 63% to 310,000 contracts in September; Q3 rose 49% to 220,000.
• Minor pointMexican Peso futures September ADV increased 98% to 130,000 contracts.
• Minor pointMicro Gold futures ADV rose 21% to 378,000 contracts in September; Q3 rose 43% to 336,000.
• Minor pointMicro Silver futures ADV rose 61% to 58,000 contracts in September; Q3 rose 129% to 57,000.
• Minor pointU.S. Repo September average daily notional value increased 1% to $406 billion.
• Minor pointEuropean Repo September average daily notional value increased 25% to €374 billion.
• Minor pointU.S. Treasury September average daily notional value increased 29% to $115 billion.

Negative

• None.

Key Figures

September average daily volume: 31.8 million contracts Q3 average daily volume: 29.4 million contracts BrokerTec average daily notional value: $1.135 trillion

September average daily volume

31.8 million contracts

September 2026 record; up 22% year over year

Q3 average daily volume

29.4 million contracts

Q3 2026 record; up 16% year over year

BrokerTec average daily notional value

$1.135 trillion

September; up 18%

Key Terms

average daily volume (adv), average daily notional value (adnv), central counterparty

3 terms

average daily volume (adv) financial

"average daily volume (ADV) reached new records"

Average daily volume (ADV) is the typical number of shares or contracts traded in a security each trading day, calculated by averaging activity over a set recent period. It tells investors how easily a position can be bought or sold—like measuring foot traffic in a market stall: higher ADV means more buyers and sellers and usually smaller price swings when trades occur, while low ADV can lead to bigger price moves and trading difficulty.

average daily notional value (adnv) financial

"BrokerTec overall average daily notional value (ADNV) increased 18%"

Average daily notional value (ADNV) is the typical dollar amount of a security or group of securities that changes hands each trading day, averaged over a set period. Think of it as the average daily cash flow through a market — higher ADNV means it’s easier and cheaper to buy or sell without moving the price, while lower ADNV signals thin trading and higher risk of price swings or big trading costs. Investors use it to assess liquidity and execution risk.

central counterparty technical

"one of the world's leading central counterparty clearing providers"

A central counterparty is a specialized financial firm that stands between two parties in a trade, becoming the buyer to every seller and the seller to every buyer to ensure transactions settle as agreed. It matters to investors because it reduces the risk that a failed participant will derail trades—acting like an impartial referee and insurance backstop—helping keep markets liquid, orderly and less prone to sudden price swings.

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• Record September ADV of 31.8 million contracts
• Record Q3 ADV of 29.4 million contracts
• Record September and Q3 ADV for interest rate and agricultural products

CHICAGO, Oct. 2, 2026 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its average daily volume (ADV) reached new records for September, with 31.8 million contracts, up 22% year-over-year, and Q3 with 29.4 million contracts, up 16% year-over-year. Both September and Q3 volumes exceeded prior records set in 2024. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

September 2026 monthly highlights across asset classes include:

• Interest Rate ADV increased 22% to 16.2 million contracts
  • U.S. Treasury futures and options ADV increased 42% to 9.5 million contracts
    • 10-Year U.S. Treasury Note futures ADV increased 51% to 2.6 million contracts
    • 5-Year U.S. Treasury Note futures ADV increased 47% to 1.9 million contracts
    • 2-Year U.S. Treasury Note futures ADV increased 67% to 1.3 million contracts
    • 10-Year U.S. Treasury Note options ADV increased 17% to 1.1 million contracts
  • SOFR futures ADV increased 15% to 4.6 million contracts

• Equity Index ADV increased 16% to 8.1 million contracts
  • Micro E-mini Nasdaq-100 futures ADV increased 73% to 2.4 million contracts
  • E-mini S&P 500 futures ADV increased 12% to 1.8 million contracts
  • Micro E-mini S&P 500 futures ADV increased 7% to 1.1 million contracts

• Energy ADV increased 37% to 3.1 million contracts
  • Henry Hub Natural Gas futures ADV increased 20% to 602,000 contracts
  • Micro WTI Crude Oil futures ADV increased 376% to 240,000 contracts
  • RBOB Gasoline futures ADV increased 27% to 224,000 contracts

• Agricultural ADV increased 29% to 1.9 million contracts
  • Corn futures ADV increased 62% to 461,000 contracts
  • Soybean futures ADV increased 35% to 289,000 contracts

• Foreign Exchange ADV increased 32% to 1.4 million contracts
  • Japanese Yen futures ADV increased 63% to 310,000 contracts
  • Mexican Peso futures ADV increased 98% to 130,000 contracts

• Metals ADV of 1 million contracts
  • Micro Gold futures ADV increased 21% to 378,000 contracts
  • Micro Silver futures ADV increased 61% to 58,000 contracts

• Cryptocurrency ADV of 174,000 contracts ($8.6 billion notional)

• International ADV increased 25% to 9.7 million contracts, with EMEA ADV up 22% to 7 million contracts and APAC ADV up 33% to 2.3 million contracts

• Micro Products ADV
  • Micro E-mini Equity Index futures and options ADV of 3.7 million contracts represented 45% of overall Equity Index ADV, Micro Energy futures accounted for 8% of overall Energy ADV and Micro Metals futures accounted for 53% of overall Metals ADV

• BrokerTec overall average daily notional value (ADNV) increased 18% to $1.135 trillion in September, including record single-day volume of $1.261 trillion on September 30
  • U.S. Repo ADNV increased 1% to $406 billion
  • European Repo ADNV increased 25% to €374 billion
  • U.S. Treasury ADNV increased 29% to $115 billion

• EBS Spot FX ADNV increased 24% to $72 billion and FX Link ADV increased 92% to a record 81,000 contracts ($7.7 billion notional per leg)
  
  
• Customer average collateral balances to meet performance bond requirements for rolling 3-months ending August 2026 were $145.6 billion for cash collateral and $165.7 billion for non-cash collateral

Q3 2026 quarterly highlights across asset classes include:

• Interest Rate ADV increased 13% to 15.1 million contracts
  • U.S. Treasury futures and options ADV increased 25% to 9.4 million contracts
    • 10-Year U.S. Treasury Note futures ADV increased 27% to 2.5 million contracts
    • 5-Year U.S. Treasury Note futures ADV increased 13% to 1.9 million contracts
    • 2-Year U.S. Treasury Note futures ADV increased 37% to 1.3 million contracts
    • 10-Year U.S. Treasury Note options ADV increased 26% to 1.1 million contracts
  • SOFR futures ADV increased 3% to 3.8 million contracts

• Equity Index ADV increased 23% to 7.7 million contracts
  • Micro E-mini Nasdaq-100 futures ADV increased 101% to 2.6 million contracts
  • E-mini S&P 500 futures ADV increased 11% to 1.5 million contracts
  • Micro E-mini S&P 500 futures ADV increased 10% to 1 million contracts

• Energy ADV increased 16% to 2.7 million contracts
  • Micro WTI Crude Oil futures ADV increased 238% to 190,000 contracts

• Agricultural ADV increased 18% to 2 million contracts
  • Corn futures ADV increased 35% to 500,000 contracts
  • Soybean Oil futures ADV increased 21% to 207,000 contracts

• Foreign Exchange ADV increased 19% to 988,000 contracts
  • Japanese Yen futures ADV increased 49% to 220,000 contracts

• Metals ADV increased 13% to 935,000 contracts
  • Micro Gold futures ADV increased 43% to 336,000 contracts
  • Micro Silver futures ADV increased 129% to 57,000 contracts

• Cryptocurrency ADV of 196,000 contracts ($7.3 billion notional) 

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

View original content:https://www.prnewswire.com/news-releases/cme-group-reports-record-average-daily-volume-for-september-and-q3-driven-by-growth-across-asset-classes-302897134.html

SOURCE CME Group

FAQ

AI-generated questions and answers. How Rhea-AI works. Not financial advice.

What were CME Group's record September and Q3 2026 trading volumes?

CME Group's average daily volume reached 31.8 million contracts in September and 29.4 million contracts in Q3, both records. September increased 22% year over year, while Q3 increased 16%. Both exceeded prior records set in 2024.

What share of CME Group's September 2026 trading came from Micro products?

Micro E-mini Equity Index futures and options represented 45% of overall Equity Index ADV in September, with average daily volume of 3.7 million contracts. Micro Energy futures accounted for 8% of overall Energy ADV, and Micro Metals futures accounted for 53% of overall Metals ADV.

What customer collateral balances did CME Group report for the three months ending August 2026?

Customer average collateral balances were $145.6 billion in cash and $165.7 billion in non-cash collateral for the rolling three months ending August 2026. These balances were held to meet performance bond requirements.