CME Group Reports Second-Highest July ADV on Record
- Interest Rate ADV increased by 4%, SOFR futures ADV increased by 57%, SOFR options ADV increased by 204%
- Record U.S. Treasury futures open interest of 18,574,440 contracts on July 31
- Micro Products ADV represented a significant portion of overall Equity Index and Energy ADV
- None.
- Strongest July ADV in company history for interest rate, agricultural and options products
- SOFR futures and options continue strong ADV growth
July 2023 ADV across asset classes includes:
- Interest Rate ADV of 9.4 million contracts
- Equity Index ADV of 5.4 million contracts
- Options ADV of 4.2 million contracts
- Energy ADV of 2.0 million contracts
- Agricultural ADV of 1.7 million contracts
- Foreign Exchange ADV of 881,000 contracts
- Metals ADV of 575,000 contracts
Additional July 2023 product highlights compared to July 2022 include:
- Interest Rate ADV increased
4% - Record
U.S. Treasury futures open interest of 18,574,440 contracts on July 31 - SOFR futures ADV increased
57% to 2.8 million contracts - SOFR options ADV increased
204% to 1.2 million contracts - Ultra 10-Year
U.S. Treasury futures ADV increased37% to 361,000 contracts - Options ADV increased
19% - Interest Rate options ADV increased
18% to 2.2 million contracts - Equity Index options ADV increased
20% to 1.2 million contracts - Agricultural options ADV increased
33% to 446,000 contracts - Energy ADV increased
2% - RBOB Gasoline futures ADV increased
26% to 187,000 contracts - Natural Gas options ADV increased
22% to 125,000 contracts - Agricultural ADV increased
30% - Corn options ADV increased
38% to 233,000 contracts - Chicago SRW Wheat futures ADV increased
54% to 139,000 contracts - Soybean Oil options ADV increased
76% to 26,000 contracts - Live Cattle options ADV increased
89% to 16,000 contracts - Metals ADV increased
4% - Silver options ADV increased
78% to 9,000 contracts - Copper options ADV increased
35% to 6,000 contracts - Aluminum futures ADV increased
29% to 5,000 contracts - International ADV increased
7% to 5.9 million contracts - Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 1.8 million contracts represented
33.6% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for4.4% of overall Energy ADV, Micro Bitcoin futures accounted for0.2% of overall Equity Index ADV and Micro Ether futures accounted for0.1% of overall Equity Index ADV - BrokerTec
U.S. Repo average daily notional value (ADNV) increased4% to$270B
About CME Group
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
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