Press release
CME Group Reports February ADV of 29.6 Million Contracts
Second-highest February on recordAll-time monthly record for interest rate complex, with ADV of 17.2 million contractsRecord U.S. Treasury futures and options
About this update from Cme Group Inc.
[{"type":"text","content":"Second-highest February on recordAll-time monthly record for interest rate complex, with ADV of 17.2 million contractsRecord U.S. Treasury futures and options ADV of 10.9 million contractsRecord February options ADV of 6.4 million contractsCHICAGO, 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.\n\nFebruary 2024 ADV across asset classes includes:\nRecord Interest Rate ADV of 17.2 million contractsEquity Index ADV of 6.6 million contractsRecord February Options ADV of 6.4 million contractsEnergy ADV of 2.5 million contractsAgricultural ADV of 1.8 million contractsForeign Exchange ADV of 854,000 contractsMetals ADV of 587,000 contractsAdditional February 2024 product highlights compared to February 2023 include:\nInterest Rate ADV increased 6%Record U.S. Treasury futures and options ADV of 10.9 million contracts10-Year U.S. Treasury Note futures ADV increased 18% to 3.2 million contracts5-Year U.S. Treasury Note futures ADV increased 26% to 2.6 million contracts2-Year U.S. Treasury Note futures ADV increased 27% to 1.4 million contractsOptions ADV increased 8%Equity Index options ADV increased 40% to 1.8 million contractsEnergy options ADV increased 65% to 448,000 contractsAgricultural options ADV increased 48% to 345,000 contractsEnergy ADV increased 20%Natural Gas options ADV increased 106% to 300,000 contractsAgricultural ADV increased 19%Corn futures ADV increased 20% to 458,000 contractsSoybean Meal futures ADV increased 27% to 179,000 contractsInternational ADV increased 9% to 8.1 million contracts, with EMEA ADV up 14%Micro Products ADVMicro 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 ADVBrokerTec U.S. Repo average daily notional value (ADNV) increased 2% to $298.6BAs the w...