CME Group, the world's leading derivatives marketplace, today reported its second-highest monthly volume ever, with average daily volume (ADV) up 31% to 31.7 million contracts in August, driven by double-digit increases across all six asset classes.
The company's interest rate ADV reached a record 18.3 million contracts and its deeply liquid U.S. Treasury complex hit an all-time monthly record ADV of 11.5 million contracts, including the highest volume ever for 2-year, 5-year and 30-year futures contracts. In addition, SOFR futures and options volume climbed 48% to 6.3 million contracts and the company's BrokerTec cash U.S. Treasury notional volume hit a year-to-date record of $249 billion on August 5.
In addition, new August ADV records were set across equity index, agricultural, foreign exchange and options products. Market statistics are available in greater detail at .
August 2024 ADV across asset classes includes:
- Record Interest Rate ADV of 18.3 million contracts
- Record August Equity Index ADV of 7.5 million contracts
- Energy ADV of 2.6 million contracts
- Record August Agricultural ADV of 1.6 million contracts
- Record August Foreign Exchange ADV of 1 million contracts
- MetalsADV of 708,000 contracts
