CME Group Reports Record November ADV of 30.2 Million Contracts, Driven by Growth Across All Six Asset Classes
Rhea-AI Summary
CME Group reported record November 2024 average daily volume (ADV) of 30.2 million contracts, up 7% from November 2023. The company achieved all-time monthly records in several categories, including U.S. Treasury futures and options and international ADV of 9.3 million contracts. Notable growth was seen across all six asset classes:
- Interest Rate ADV: 17.5 million contracts (+4%)
- Equity Index ADV: 6.4 million contracts (+6%)
- Energy ADV: 2.6 million contracts (+20%)
- Agricultural ADV: 1.9 million contracts (+15%)
- Foreign Exchange ADV: 1 million contracts (+6%)
- Metals ADV: 843,000 contracts (+27%)
Positive
- Record November ADV of 30.2 million contracts, up 7% YoY
- Growth across all six asset classes, with Energy ADV up 20% and Metals ADV up 27%
- Record international ADV of 9.3 million contracts
- BrokerTec U.S. Repo ADNV increased 16% to $329.2 billion
- EBS Spot FX ADNV increased 26% to $70.8 billion
Negative
- None.
News Market Reaction – CME
In the trading session that priced this news, CME gained 2.17%, reflecting a moderate positive market reaction.
Data tracked by StockTitan Argus on the day of publication.
AI-generated analysis. How Rhea-AI works. Not financial advice.
- All-time record monthly ADV in
U.S. Treasury futures and options - All-time record monthly international ADV of 9.3 million contracts
- Record November ADV for interest rate, foreign exchange, agricultural and metals products
November 2024 ADV across asset classes includes:
- Record November Interest Rate ADV of 17.5 million contracts
- Equity Index ADV of 6.4 million contracts
- Energy ADV of 2.6 million contracts
- Record November Agricultural ADV of 1.9 million contracts
- Record November Foreign Exchange ADV of 1 million contracts
- Record November Metals ADV of 843,000 contracts
Additional November 2024 product highlights compared to November 2023 includes:
- Interest Rate ADV increased
4% - Record monthly
U.S. Treasury futures and options ADV of 11.6 million contracts - Record monthly 2-Year
U.S. Treasury Note futures ADV of 1.7 million contracts - Record monthly Ultra 10-Year Note futures ADV of 1 million contracts
- Record monthly 30-Year
U.S. Treasury Bond futures ADV of 808,000 contracts - Record monthly Ultra T-Bond futures ADV of 632,000 contracts
- 5-Year
U.S. Treasury Note futures ADV increased1% to 2.8 million contracts - 10-Year
U.S. Treasury Note options ADV increased19% to 1 million contracts
- Record monthly
- Equity Index ADV increased
6% - Micro E-mini Nasdaq-100 futures ADV increased
27% to 1.3 million contracts - Micro E-mini Dow Jones futures ADV increased
65% to 111,000 contracts - E-mini Nasdaq-100 options ADV increased
22% to 79,000 contracts
- Micro E-mini Nasdaq-100 futures ADV increased
- Energy ADV increased
20% - Henry Hub Natural Gas futures ADV increased
47% to 612,000 contracts - Henry Hub Natural Gas options ADV increased
56% to 276,000 contracts - Brent Crude Oil futures ADV increased
89% to 124,000 contracts
- Henry Hub Natural Gas futures ADV increased
- Agricultural ADV increased
15% - Record November Agricultural options ADV of 349,000 contracts
- Corn futures ADV increased
19% to 502,000 contracts - Record monthly Soybean Oil futures ADV of 234,000 contracts
- Foreign Exchange ADV increased
6% - Micro FX futures ADV increased
13% to 56,000 contracts - Brazilian Real futures ADV increased
56% to 30,000 contracts
- Micro FX futures ADV increased
- Metals ADV increased
27% - Record November Metals options ADV of 135,000 contracts
- Gold futures ADV increased
41% to 438,000 contracts - Gold options ADV increased
58% to 103,000 contracts
- Record monthly International ADV of 9.3 million contracts, with record EMEA ADV of 7 million contracts, Asia ADV of 2 million contracts and Latin America ADV of 166,000 contracts
- Micro Products ADV
- Record monthly Micro Bitcoin futures ADV of 107,000 contracts
- Record monthly Micro Ether futures ADV of 83,000 contracts
- Record monthly Micro Bitcoin options ADV of 2,000 contracts
- Micro Gold futures ADV increased
145% to 142,000 contracts - Micro E-mini Equity Index futures and options ADV of 2.4 million contracts represented
37.2% of overall Equity Index ADV and Micro WTI Crude Oil futures accounted for3.1% of overall Energy ADV
- Cryptocurrency Products ADV
- Record Bitcoin futures ADV of 21,000 contracts
- Record Ether futures ADV of 10,000 contracts
- BrokerTec
U.S. Repo average daily notional value (ADNV) increased16% to$329.2 billion 3% to€300.1 billion andU.S. Treasury ADNV increased3% to$111.3 billion - EBS Spot FX ADNV increased
26% to$70.8 billion 119% to 42,000 contracts ($3.9 billion - Customer average collateral balances to meet performance bond requirements for rolling 3-months ending October 2024 were
$73.7 billion $169.4 billion
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
CME-G
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SOURCE CME Group