- Record annual ADV in interest rate, agricultural, foreign
exchange and metals products
- Record annual ADV for U.S. Treasury and SOFR
complexes
- Record annual ADV reached outside the U.S.
- Record Q4 ADV for U.S. Treasury and
cryptocurrency complexes
CHICAGO, Jan. 3, 2025
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its full-year, Q4 and December 2024 market statistics, showing it
reached a record average daily volume (ADV) of 26.5 million
contracts during the year, an increase of 9% over 2023. Q4 ADV
reached 25.5 million contracts and December ADV reached
22.3 million contracts. Market statistics are available in
greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
Full-year 2024 highlights across asset classes include:
- Interest Rate ADV increased 10% to a record 13.7 million
contracts
- Record annual U.S. Treasury futures and options ADV of 8.1
million contracts
- Record annual SOFR futures and options ADV of 5.2 million
contracts
- Record annual Interest Rate options ADV of 2.9 million
contracts
- Record annual 10-Year U.S. Treasury Note futures ADV of 2.3
million contracts
- Record annual 5-Year U.S. Treasury Note futures ADV of 1.7
million contracts
- Record annual 2-Year U.S. Treasury Note futures ADV of 1
million contracts
- Equity Index ADV increased 2% to 6.8 million contracts
- Record annual Equity Index options ADV of 1.6 million
contracts
- Micro E-mini Nasdaq-100 futures ADV increased 23% to 1.3
million contracts
- Energy ADV increased 17% to 2.5 million contracts
- Record annual Energy options ADV of 430,000 contracts
- Record annual Henry Hub Natural Gas futures ADV of 566,000
contracts
- Record annual Henry Hub Natural Gas options ADV of 242,000
contracts
- WTI Crude Oil futures ADV increased 4% to 983,000
contracts
- Agricultural ADV increased 13% to a record 1.7 million
contracts
- Record annual Agricultural options ADV of 337,000
contracts
- Record annual Soybean futures ADV of 277,000 contracts
- Corn futures ADV increased 21% to 402,000 contracts
- Foreign Exchange ADV increased 8% to a record 1 million
contracts
- Record annual Japanese Yen futures ADV of 182,000
contracts
- Record annual Canadian Dollar futures ADV of 101,000
contracts
- Record annual Mexican Peso futures ADV of 73,000 contracts
- Metals ADV increased 23% to a record 736,000 contracts
- Record annual Metals options ADV of 117,000 contracts
- Record annual Micro Gold futures ADV of 105,000 contracts
- Copper futures ADV increased 12% to 121,000 contracts
- Cryptocurrency ADV increased 203% to 117,000
contracts ($6.8 billion notional)
- Record annual Micro Bitcoin futures ADV of 48,000
contracts
- Record annual Micro Ether futures ADV of 41,000 contracts
- Record annual Bitcoin futures ADV of 16,000
contracts
- Record annual Ether futures ADV of 6,400 contracts
- International ADV increased 14% to a record 7.8 million
contracts, with record EMEA ADV of
5.8 million contracts and record Asia ADV of 1.7 million
contracts
Q4 2024 highlights across asset classes include:
- Interest Rate ADV of 13.2 million contracts
- Record Q4 U.S. Treasury futures and options ADV of 7.9 million
contracts
- 2-Year U.S. Treasury Note futures ADV increased 8% to 1 million
contracts
- 10-Year U.S. Treasury Note options ADV increased 17% to 957,000
contracts
- 30-Day Fed Funds futures ADV increased 15% to 415,000
contracts
- Equity Index ADV of 6.3 million contracts
- Micro E-mini Nasdaq-100 futures ADV increased 11% to 1.3
million contracts
- Micro E-mini Dow Jones futures ADV increased 29% to 105,000
contracts
- Energy ADV increased 17% to 2.5 million contracts
- Record Q4 Energy options ADV of 469,000 contracts
- Henry Hub Natural Gas futures ADV increased 29% to 629,000
contracts
- Henry Hub Natural Gas options ADV increased 46% to 265,000
contracts
- Agricultural ADV increased 19% to 1.8 million contracts
- Record Q4 Agricultural options ADV of 334,000 contracts
- Corn futures ADV increased 41% to 411,000 contracts
- Soybean futures ADV increased 17% to 316,000 contracts
- Foreign Exchange ADV of 969,000 contracts
- Canadian Dollar futures ADV increased 13% to 101,000
contracts
- Metals ADV increased 10% to 673,000 contracts
- Record Q4 Metals options ADV of 109,000 contracts
- Micro Gold futures ADV increased 88% to 120,000 contracts
- Cryptocurrency ADV increased 307% to 197,000
contracts ($10 billion notional)
- Record Q4 Micro Bitcoin futures ADV of 80,000
contracts
- Record Q4 Micro Ether futures ADV of 76,000 contracts
- Record Q4 Bitcoin futures ADV of 18,000
contracts
- Record Q4 Ether futures ADV of 9,200 contracts
December 2024 highlights across
asset classes include:
- Interest Rate ADV of 10.1 million contracts
- 30-Day Fed Funds futures ADV increased 38% to 432,000
contracts
- Equity Index ADV increased 2% to 6.7 million contracts
- Micro E-mini Nasdaq-100 futures ADV increased 32% to 1.3
million contracts
- Micro E-mini Dow Jones futures ADV increased 68% to 100,000
contracts
- Energy ADV increased 14% to 2.3 million contracts
- Record December Energy options ADV of 414,000 contracts
- Henry Hub Natural Gas futures ADV increased 20% to 653,000
contracts
- Henry Hub Natural Gas options ADV increased 66% to 281,000
contracts
- Agricultural ADV increased 24% to 1.5 million contracts
- December Agricultural options ADV increased 33% to 279,000
contracts
- Soybean Meal futures ADV increased 18% to 177,000
contracts
- Foreign Exchange ADV of 1.1 million contracts
- Canadian Dollar futures ADV increased 29% to 132,000
contracts
- Metals ADV of 539,000 contracts
- Micro Gold futures ADV increased 62% to 109,000 contracts
- Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 2.3
million contracts represented 34.3% of overall Equity Index ADV and
Micro WTI Crude Oil futures accounted for 2.3% of overall Energy
ADV
- Cryptocurrency ADV increased 366% to 245,000
contracts ($12.5 billion notional)
- Record monthly Micro Ether futures ADV of 116,000
contracts
- Record monthly Ether futures ADV of 12,000 contracts
- Micro Bitcoin futures ADV increased 491% to 87,000
contracts
- Bitcoin futures ADV increased 56% to 19,000
contracts
- BrokerTec U.S. Repo average daily notional value (ADNV)
increased 8% to $339.9 billion and
European Repo ADNV increased 3% to €274 billion
- EBS Spot FX ADNV increased 6% to $55.8
billion and FX Link ADV increased 91% to a record 32,000
contracts ($2.7 billion notional per
leg)
- Customer average collateral balances to meet performance bond
requirements for rolling 3-months ending November 2024 were $74.8
billion for cash collateral and $173.9 billion for non-cash collateral
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 is a trademark of BrokerTec Americas LLC
and EBS is a trademark of EBS Group LTD. 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
