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

CHICAGO, Oct. 2, 2026 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its average daily volume (ADV) reached new records for September, with 31.8 million contracts, up 22% year-over-year, and Q3 with 29.4 million contracts, up 16% year-over-year. Both September and Q3 volumes exceeded prior records set in 2024. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

September 2026 monthly highlights across asset classes include:

• 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
  • 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 contracts
  • Micro 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

• 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 30
  • U.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
  • 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 contracts
  • Micro 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, 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, cryptocurrencies, 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. 

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SOURCE CME Group