- Second-highest February on record
- All-time monthly record for interest rate complex, with
ADV of 17.2 million contracts
- Record U.S. Treasury futures and options ADV of 10.9
million contracts
- Record February options ADV of 6.4 million
contracts
CHICAGO, March 4,
2024 /PRNewswire/ -- CME Group, the world's
leading derivatives marketplace, today reported its February 2024 market statistics, including an
average daily volume (ADV) of 29.6 million contracts, an increase
of 5% year-over-year and the second highest ADV on record for the
month. The company's interest rate ADV reached a new all-time
record, driven by trading of U.S. Treasury contracts. ADV also
increased by double-digits in energy and agricultural products.
Market statistics are available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
February 2024 ADV across asset
classes includes:
- Record Interest Rate ADV of 17.2 million contracts
- Equity Index ADV of 6.6 million contracts
- Record February Options ADV of 6.4 million contracts
- Energy ADV of 2.5 million contracts
- Agricultural ADV of 1.8 million contracts
- Foreign Exchange ADV of 854,000 contracts
- Metals ADV of 587,000 contracts
Additional February 2024 product
highlights compared to February 2023
include:
- Interest Rate ADV increased 6%
- Record U.S. Treasury futures and options ADV of 10.9 million
contracts
- 10-Year U.S. Treasury Note futures ADV increased 18% to
3.2 million contracts
- 5-Year U.S. Treasury Note futures ADV increased 26% to 2.6
million contracts
- 2-Year U.S. Treasury Note futures ADV increased 27% to 1.4
million contracts
- Options ADV increased 8%
- Equity Index options ADV increased 40% to 1.8 million
contracts
- Energy options ADV increased 65% to 448,000 contracts
- Agricultural options ADV increased 48% to 345,000
contracts
- Energy ADV increased 20%
- Natural Gas options ADV increased 106% to 300,000
contracts
- Agricultural ADV increased 19%
- Corn futures ADV increased 20% to 458,000 contracts
- Soybean Meal futures ADV increased 27% to 179,000
contracts
- International ADV increased 9% to 8.1 million contracts, with
EMEA ADV up 14%
- Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 2.2
million contracts represented 33% of overall Equity Index ADV and
Micro WTI Crude Oil futures accounted for 3.8% of overall Energy
ADV
- BrokerTec U.S. Repo average daily notional value (ADNV)
increased 2% to $298.6B
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.
CME-G
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SOURCE CME Group