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CME Group Reports Second-Highest July ADV on Record

CME Group Reports Second-Highest July ADV on Record

芝加哥商品交易所集團公佈7月份ADV有記錄以來第二高
芝商所CME ·  2023/08/02 00:00
  • Strongest July ADV in company history for interest rate, agricultural and options products
  • SOFR futures and options continue strong ADV growth
  • 利率、農產品和期權產品有史以來公司歷史上最強的7月ADV
  • SOFR 期貨和期權繼續強勁的 ADV 增長

CHICAGO, Aug. 2, 2023 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its July 2023 market statistics, reaching an average daily volume (ADV) of 19.9 million contracts during the month, the second-highest July ADV in company history. Market statistics are available in greater detail at

芝加哥2023年8月2日 /PRNewswire/ — 世界領先的衍生品市場芝加哥商品交易所集團今天報告說 2023 年 7 月 市場統計數據,該月的平均日成交量(ADV)達到1,990萬張合約,是公司歷史上第二高的7月份日均成交量。更詳細的市場統計數據可在以下網址獲得

July 2023 ADV across asset classes includes:

2023 年 7 月 各資產類別的ADV包括:

  • 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
  • 940萬張合約的平均利率
  • 股票指數平均成交量爲540萬張合約
  • 420萬張合約的期權預估值
  • 200萬份合同的能源ADV
  • 170萬份合約的農業預估值
  • 88.1萬張合約的外匯預付利率
  • 57.5萬張合約的金屬預估值

Additional July 2023 product highlights compared to July 2022 include:

額外 2023 年 7 月 與之相比,產品亮點 2022 年 7 月 包括:

  • 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 increased 37% 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 for 4.4% of overall Energy ADV, Micro Bitcoin futures accounted for 0.2% of overall Equity Index ADV and Micro Ether futures accounted for 0.1% of overall Equity Index ADV
  • BrokerTec U.S. Repo average daily notional value (ADNV) increased 4% to $270B
  • 利率 ADV 上升了 4%
    • 創紀錄的美國國債期貨未平倉合約爲18,574,440張合約 7 月 31 日
    • SOFR期貨ADV上漲57%,至280萬張合約
    • SOFR 期權 ADV 上漲了 204%,達到120萬張合約
    • Ultra 10年期美國國債期貨ADV上漲37%,至36.1萬張合約
  • 期權自動增值上漲了19%
    • 利率期權ADV上漲了18%,達到220萬張合約
    • 股票指數期權ADV上漲了20%,達到120萬張合約
    • 農業期權ADV上漲了33%,達到44.6萬張合約
  • 能量平均值增加 2%
    • RBOB汽油期貨ADV上漲26%,至18.7萬張合約
    • 天然氣期權ADV上漲22%,至12.5萬張合約
  • 農業廣告收入增加了 30%
    • 玉米期權ADV上漲38%,至23.3萬張合約
    • 芝加哥SRW小麥期貨ADV上漲54%,至13.9萬張合約
    • 大豆油期權ADV上漲76%,至26,000張合約
    • 活牛期權ADV上漲89%,達到16,000張合約
  • 金屬股市盈率上漲了4%
    • 白銀期權ADV上漲78%,至9,000張合約
    • 銅期權ADV上漲35%,至6,000張合約
    • 鋁期貨ADV上漲29%,至5,000張合約
  • 國際ADV增長了7%,達到590萬張合約
  • 微型產品 ADV
    • 180萬張合約的微型E-mini股票指數期貨和期權ADV佔整個股票指數ADV的33.6%,Micro WTI原油期貨佔整個Energy ADV、Micro的4.4% 比特幣 期貨佔整個股票指數ADV的0.2%,微型以太幣期貨佔整個股票指數ADV的0.1%
  • BrokerTec 美國回購協議平均每日名義價值(ADNV)增長了4%,至2700億美元

About CME Group

關於芝加哥商品交易所集團

As the world's leading derivatives marketplace, CME Group () 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.

作爲全球領先的衍生品市場,CME Group () 使客戶能夠交易期貨、期權、現金和場外交易市場,優化投資組合和分析數據,使全球市場參與者能夠有效地管理風險和抓住機會。芝加哥商品交易所集團交易所根據利率、股票指數、外匯、能源、農產品和金屬,在所有主要資產類別中提供最廣泛的全球基準產品。該公司通過CME Globex平台提供期貨交易的期貨和期權,通過BrokerTec進行固定收益交易以及在EBS平台上進行外匯交易。此外,它還運營着全球領先的中央交易對手清算提供商之一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.

芝加哥商品交易所集團、環球徽標、芝加哥商品交易所、芝加哥商品交易所、Globex 和 e-mini 是芝加哥商品交易所公司的商標。CBOT 和 芝加哥 貿易委員會是貿易委員會的商標 芝加哥市,Inc. NYMEX、紐約商品交易所和ClearPort是紐約商品交易所公司的商標。COMEX是商品交易所公司的商標。BrokerTec和EBS分別是BrokerTec Europe LTD和EBS Group LTD的商標。標準普爾500指數是標普道瓊斯指數有限責任公司(“標普道瓊斯指數”)的產品。“標準普爾”、“標準普爾500”、“SPY”、“SPX”、US 500 和 500 是標準普爾金融服務有限責任公司的商標;道瓊斯、道瓊斯工業平均指數和道瓊斯工業平均指數是道瓊斯商標控股有限責任公司的服務和/或商標。這些商標已獲芝加哥商品交易所公司許可使用。基於標準普爾500指數的期貨合約不由標普道瓊斯指數贊助、認可、銷售或推廣,標普道瓊斯指數對投資此類產品的可取性不作任何陳述。所有其他商標均爲其各自所有者的財產。

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CME-G

SOURCE CME Group

來源 CME 集團

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+1 312 930 3434
Corporate.Communications@cmegroup.com

+1 312 930 3434
Corporate.Communications@cmegroup.com

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