CME Group Reports Record Average Daily Volume for September and Q3, Driven by Growth Across Asset Classes
- Record September ADV of 31.8 million contracts
- Record Q3 ADV of 29.4 million contracts
- Record September and Q3 ADV for interest rate and agricultural products
- Interest Rate ADV increased 22% to 16.2 million contracts
U.S .Treasury futures and options ADV increased 42% to 9.5 million contracts- 10-Year
U.S . Treasury Note futures ADV increased 51% to 2.6 million contracts - 5-Year
U.S . Treasury Note futures ADV increased 47% to 1.9 million contracts - 2-Year
U.S . Treasury Note futures ADV increased 67% to 1.3 million contracts - 10-Year
U.S . Treasury Note options ADV increased 17% to 1.1 million contracts
- 10-Year
- SOFR futures ADV increased 15% to 4.6 million contracts
- Equity Index ADV increased 16% to 8.1 million contracts
- Micro E-mini Nasdaq-100 futures ADV increased 73% to 2.4 million contracts
- E-mini S&P 500 futures ADV increased 12% to 1.8 million contracts
- Micro E-mini S&P 500 futures ADV increased 7% to 1.1 million contracts
- Energy ADV increased 37% to 3.1 million contracts
Henry Hub Natural Gas futures ADV increased 20% to 602,000 contracts- Micro WTI Crude Oil futures ADV increased 376% to 240,000 contracts
- RBOB Gasoline futures ADV increased 27% to 224,000 contracts
- Agricultural ADV increased 29% to 1.9 million contracts
- Corn futures ADV increased 62% to 461,000 contracts
- Soybean futures ADV increased 35% to 289,000 contracts
- Foreign Exchange ADV increased 32% to 1.4 million contracts
- Japanese Yen futures ADV increased 63% to 310,000 contracts
- Mexican Peso futures ADV increased 98% to 130,000 contracts
- Metals ADV of 1 million contracts
Micro Gold futures ADV increased 21% to 378,000 contractsMicro Silver futures ADV increased 61% to 58,000 contracts
- Cryptocurrency ADV of 174,000 contracts (
$8.6 billion notional)
- International ADV increased 25% to 9.7 million contracts, with
EMEA ADV up 22% to 7 million contracts and APAC ADV up 33% to 2.3 million contracts
- Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 3.7 million contracts represented 45% of overall Equity Index ADV, Micro Energy futures accounted for 8% of overall Energy ADV and
Micro Metals futures accounted for 53% of overall Metals ADV
- Micro E-mini Equity Index futures and options ADV of 3.7 million contracts represented 45% of overall Equity Index ADV, Micro Energy futures accounted for 8% of overall Energy ADV and
- BrokerTec overall average daily notional value (ADNV) increased 18% to
$1.135 trillion in September, including record single-day volume of$1.261 trillion on September 30U.S . Repo ADNV increased 1% to$406 billion - European Repo ADNV increased 25% to €374 billion
U.S . Treasury ADNV increased 29% to$115 billion
- EBS Spot FX ADNV increased 24% to
$72 billion and FX Link ADV increased 92% to a record 81,000 contracts ($7.7 billion notional per leg) - Customer average collateral balances to meet performance bond requirements for rolling 3-months ending
August 2026 were$145.6 billion for cash collateral and$165.7 billion for non-cash collateral
Q3 2026 quarterly highlights across asset classes include:
- Interest Rate ADV increased 13% to 15.1 million contracts
U.S .Treasury futures and options ADV increased 25% to 9.4 million contracts- 10-Year
U.S . Treasury Note futures ADV increased 27% to 2.5 million contracts - 5-Year
U.S . Treasury Note futures ADV increased 13% to 1.9 million contracts - 2-Year
U.S . Treasury Note futures ADV increased 37% to 1.3 million contracts - 10-Year
U.S . Treasury Note options ADV increased 26% to 1.1 million contracts
- 10-Year
- SOFR futures ADV increased 3% to 3.8 million contracts
- Equity Index ADV increased 23% to 7.7 million contracts
- Micro E-mini Nasdaq-100 futures ADV increased 101% to 2.6 million contracts
- E-mini S&P 500 futures ADV increased 11% to 1.5 million contracts
- Micro E-mini S&P 500 futures ADV increased 10% to 1 million contracts
- Energy ADV increased 16% to 2.7 million contracts
- Micro WTI Crude Oil futures ADV increased 238% to 190,000 contracts
- Agricultural ADV increased 18% to 2 million contracts
- Corn futures ADV increased 35% to 500,000 contracts
- Soybean Oil futures ADV increased 21% to 207,000 contracts
- Foreign Exchange ADV increased 19% to 988,000 contracts
- Japanese Yen futures ADV increased 49% to 220,000 contracts
- Metals ADV increased 13% to 935,000 contracts
Micro Gold futures ADV increased 43% to 336,000 contractsMicro Silver futures ADV increased 129% to 57,000 contracts
- Cryptocurrency ADV of 196,000 contracts (
$7.3 billion notional)
As the world's leading derivatives marketplace,
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Media Contacts, Timothy Barello, 212.299.2256, news@cmegroup.com, cmegroup.com/media-room.html; Investor Contact, investors@cmegroup.com