CME Group Reaches All-Time Record Monthly and Quarterly Average Daily Volume
- Record monthly ADV of 41.1 million contracts in March
- Record quarterly ADV of 36.2 million contracts in Q1
- Record quarterly ADV across interest rate, energy, metals, equity index, agriculture and foreign exchange products
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Record quarterly ADV in
U.S. Treasury and SOFR complexes
"Credible markets are more critical than ever as investors at every level seek to manage risk in an increasingly uncertain environment," said
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Interest Rate
ADV increased 42% to 20.8 million contracts
- Record SOFR futures and options ADV of 9.4 million contracts
- Record
U.S. Treasury options ADV of 2.4 million contracts - 10-Year
U.S. Treasury Note futures ADV increased 21% to 2.9 million contracts - 5-Year
U.S. Treasury Note futures ADV increased 29% to 2 million contracts - 2-Year
U.S. Treasury Note futures ADV increased 69% to 1.5million contracts - 30-Day Fed Funds futures ADV increased 18% to 560,000 contracts
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Energy
ADV increased 91% to a record 5.1 million contracts
- Record WTI Crude Oil futures ADV of 2 million contracts
- Record Micro WTI Crude Oil futures ADV of 655,000 contracts
- Record RBOB Gasoline futures ADV of 349,000 contracts
- Record NY Heating Oil futures ADV of 296,000 contracts
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Metals
ADV increased 86% to a record 1.4 million contracts
Micro Gold futures ADV increased 291% to 535,000 contractsMicro Silver futures ADV increased 720% to 131,000 contracts
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Equity Index
ADV increased 5% to a record 10.1 million contracts
- Record E-mini S&P 500 futures ADV of 2.2 million contracts
- Micro E-mini Nasdaq-100 futures ADV increased 3% to 2.3 million contracts
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Agricultural
ADV increased 19% to 2.2 million contracts
- Soybean futures ADV increased 33% to 323,000 contracts
- Soybean Oil futures ADV increased 85% to 273,000 contracts
- Chicago SRW Wheat futures ADV increased 30% to 169,000 contracts
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Foreign Exchange
ADV increased 18% to a record 1.6 million contracts
- Record Australian Dollar futures ADV of 207,000 contracts
- Euro FX futures ADV increased 17% to 393,000 contracts
- British Pound futures ADV increased 39% to 185,000 contracts
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Cryptocurrency
ADV increased 19% to 210,000 contracts ($7.98 billion notional)
- Ether futures ADV increased 53% to 19,000 contracts
- Micro Bitcoin futures ADV increased 6% to 77,000 contracts
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International ADV increased 43% to a record 13.3 million contracts, with record
EMEA ADV of 9.6 million contracts and record APAC ADV of 3.2 million contracts -
Micro Products ADV
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Micro E-mini Equity Index futures and options ADV of 4.7 million contracts represented 46% of overall Equity Index ADV, Micro Energy futures accounted for 13% of overall Energy ADV and
Micro Metals futures accounted for 60% of overall Metals ADV
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Micro E-mini Equity Index futures and options ADV of 4.7 million contracts represented 46% of overall Equity Index ADV, Micro Energy futures accounted for 13% of overall Energy ADV and
- BrokerTec overall average daily notional value (ADNV) increased 22% to a record
$1.151 trillion in March- BrokerTec
U.S. Repo ADNV increased 17% to a record$412 billion - European Repo ADNV increased 15% to €389 billion
U.S. Treasury ADNV increased 13% to$135 billion
- BrokerTec
- EBS Spot FX ADNV increased 13% to
$86 billion and FX Link ADV increased 42% to 59,000 contracts ($6.3 billion notional per leg) -
Customer average collateral balances to meet performance bond requirements for rolling 3-months ending
February 2026 were $147.8 billion for cash collateral and $167.1 billion for non-cash collateral
Q1 2026 quarterly highlights across asset classes include:
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Interest Rate ADV increased 24% to a record 18.7 million contracts
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Record
U.S. Treasury futures and options ADV of 10.6 million contracts - Record SOFR futures and options ADV of 7.5 million contracts
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Record 10-Year
U.S. Treasury Note futures ADV of 2.9 million contracts -
Record 5-Year
U.S. Treasury Note futures ADV of 2.2 million contracts -
Record 2-Year
U.S. Treasury Note futures ADV of 1.4 million contracts
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Record
- Energy ADV increased 37% to a record 4 million contracts
Record Henry Hub Natural Gas futures ADV of 752,000 contracts- Record WTI Crude Oil options ADV of 320,000 contracts
- WTI Crude Oil futures ADV increased 70% to 1.7 million contracts
- Metals ADV increased 127% to a record 1.7 million contracts
- Record
Micro Gold futures ADV of 714,000 contracts - Record
Micro Silver futures ADV of 263,000 contracts - Gold futures ADV increased 20% to 282,000 contracts
- Record
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Equity Index ADV increased 8% to a record 8.7 million contracts
- Record Micro E-mini Nasdaq 100 futures ADV of 2.1 million contracts
- Record Micro E-mini S&P 500 futures ADV of 1.5 million contracts
- E-Mini Russell 2000 futures ADV increased 25% to 254,000 contracts
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Agricultural ADV increased 4% to a record 2 million contracts
- Record Soybean Oil futures ADV of 243,000 contracts
- Soybean futures ADV increased 16% to 335,000 contracts
- Chicago SRW Wheat futures ADV increased 17% to 170,000 contracts
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Foreign Exchange ADV increased 4% to a record 1.2 million contracts
- Record Australian Dollar futures ADV of 15 4,000 contracts
- Japanese Yen futures ADV increased 2% to 19 8,000 contracts
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Cryptocurrency ADV
increased 57% to 310,000 contracts (
$9.3 billion notional)- Micro Ether futures ADV increased 29% to 98,000 contracts
- Micro Bitcoin futures ADV increased 8% to 83,000 contracts
- Ether futures ADV increased 62% to 21,000 contracts
As the world's leading derivatives marketplace,
CME-G
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SOURCE CME Group