CME Group Shatters Q3 Records with 22% YoY ADV Surge

CME Group's average daily volume (ADV) has reached new heights in September and Q3, according to the company's latest data. The ADV rose 22% year-over-year (Y/Y) to 31.8 million contracts, a record for the month, surpassing the prior records set in 2024.

The quarterly ADV of 29.4 million contracts also grew 16% Y/Y, with volumes for both September and Q3 topping prior records. For the year-to-date, the ADV of 31.8 million contracts increased by 12% from a year ago.

In terms of interest rates, ADV surged 22% Y/Y to 16.2 million contracts. Specifically, 10-year U.S. Treasury Note futures ADV skyrocketed 51% to 2.6 million contracts, while 2-year U.S. Treasury Note futures ADV soared 67% to 1.3 million contracts.

Equity index ADV gained 16% to 4.6 million contracts, and energy ADV grew by 37% to 3.1 million contracts. Within the energy sector, Henry Hub Natural Gas futures ADV rose 20% to 602 thousand contracts, Micro WTI Crude Oil futures ADV surged 376% to 240 thousand contracts, and RBOB Gasoline futures ADV climbed 27% to 224 thousand contracts.