CME Group Reports Second-Highest September and Q3 ADV on Record

Rhea-AI Summary

CME Group reports highest-ever Q3 volume for interest rate and agricultural products, with an ADV of 22.3 million contracts. Record Equity Index options in September. Positive performance in SOFR futures and options, Energy ADV, and Agricultural ADV. Micro E-mini futures and options show promising growth. Overall, a positive market performance.

Positive

• Highest-ever Q3 volume for interest rate and agricultural products
• Record Equity Index options in September
• Positive performance in SOFR futures and options, Energy ADV, and Agricultural ADV
• Micro E-mini futures and options show promising growth

Negative

• None.

• Highest-ever Q3 volume for interest rate and agricultural products
• Record Equity Index options in September and Q3

CHICAGO, Oct. 3, 2023 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its September and Q3 2023 market statistics, reaching an average daily volume (ADV) of 22.7 million contracts in September, representing the company's second-highest September ADV on record. Q3 ADV was 22.3 million contracts, the second-highest Q3 volume ever. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

September 2023 ADV across asset classes includes:

• Interest Rate ADV of 10.2 million contracts
• Equity Index ADV of 7.1 million contracts
• Options ADV of 4.7 million contracts
• Energy ADV of 2.3 million contracts
• Agricultural ADV of 1.3 million contracts
• Foreign Exchange ADV of 1.2 million contracts
• Metals ADV of 517,000 contracts

Additional September 2023 product highlights compared to September 2022 include:

• Interest Rate
  • SOFR futures ADV increased 22% to 3.2 million contracts
  • SOFR options ADV increased 47% to 1.2 million contracts
• Equity Index
  • Record Equity Index options ADV of 1,622,622 contracts
• Energy ADV increased 28%
  • Record Micro WTI options ADV of 3,447 contracts
  • Natural Gas options ADV increased 81% to 141,000 contracts
• Agricultural ADV increased 11%
  • Record Feeder Cattle futures ADV of 21,741 contracts
  • Soybean options ADV increased 46% to 76,000 contracts
• Metals
  • Record Aluminum futures ADV of 6,788 contracts
  • Platinum futures ADV increased 32% to 35,000 contracts
• Micro E-mini futures and options represented 32.1% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 4.5% of overall Energy ADV, Micro Bitcoin futures accounted for 0.1% and Micro Ether futures accounted for 0.1% of overall Equity Index ADV

Q3 2023 highlights across asset classes compared to Q3 2022 include:

• Interest Rate ADV of 11.0 million contracts, an increase of 6%
  • Record Ultra U.S. Treasury Bond futures of 308,238 contracts
  • Interest Rate options ADV increased 7% to 2.3 million contracts
  • SOFR futures ADV increased 44% to 3 million contracts
  • SOFR options ADV increased 101% to 1.2 million contracts
• Equity Index ADV of 6.4 million contracts
  • Record Equity Index options of 1,450,087 contracts
  • Record E-Mini S&P 500 options of 1,345,353 contracts
  • Record E-Mini Nasdaq 100 options of 76,191 contracts
• Options ADV of 4.4 million contracts, an increase of 15%
• Energy ADV of 2.1 million contracts, an increase of 16%
  • Energy options ADV increased 41% to 293,000 contracts
  • Natural Gas options ADV increased 62% to 141,146 contracts
• Agricultural ADV of 1.4 million contracts, an increase of 19%
  • Record Feeder Cattle futures ADV of 19,078 contracts
  • Agricultural options ADV increased 21% to 328,000 contracts
  • Soybean Oil futures ADV increased 19% to 142,000 contracts
• Foreign Exchange ADV of 942,000 contracts
• Metals ADV of 528,000 contracts, an increase of 6%
  • Record Aluminum futures ADV of 5,190 contracts
  • Micro Gold futures ADV increased 14% to 51,000 contracts
• BrokerTec U.S. Repo average daily notional value (ADNV) increased 4% to $286B

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 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 and EBS are trademarks of BrokerTec Europe LTD and EBS Group LTD, respectively. 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.

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SOURCE CME Group