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
• Record quarterly ADV in U.S. Treasury and SOFR complexes

CME Group, the world's leading derivatives marketplace, today reported its average daily volume (ADV) reached a monthly record of 41.1 million contracts in March, up 33% year-over-year, and a quarterly record of 36.2 million contracts in Q1, up 22% year-over-year. Additionally, for the first time ever, quarterly volumes reached record levels across interest rate, energy, metals, equity index, agriculture and foreign exchange products. Market statistics are available in greater detail at https:cmegroupinc.gcs-web.commonthly-volume.

"Credible markets are more critical than ever as investors at every level seek to manage risk in an increasingly uncertain environment," said CME Group Chairman and Chief Executive Officer Terry Duffy. "The all-time record volumes we achieved in Q1, and throughout March, attest to the value our clients find in the deep liquidity, unmatched efficiencies, and price transparency CME Group provides across asset classes."

March 2026 monthly highlights across asset classes include:

• 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 1.5 million contracts
  • 30-Day Fed Funds futures ADV increased 18% to 560,000 contracts
• 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
• Metals ADV increased 86% to a record 1.4 million contracts
  • Micro Gold futures ADV increased 291% to 535,000 contracts
  • Micro Silver futures ADV increased 720% to 131,000 contracts
• 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
• 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
• 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
• 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
• 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
  • 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
• 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
• 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:

• Interest Rate ADV increased 24% to a record 18.7 million contracts
  • Record U.S. Treasury futures and options ADV of 10.6 million contracts
  • Record SOFR futures and options ADV of 7.5 million contracts
  • 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
• 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
• 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
• 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
• Foreign Exchange ADV increased 4% to a record 1.2 million contracts
  • Record Australian Dollar futures ADV of 154,000 contracts
  • Japanese Yen futures ADV increased 2% to 198,000 contracts
• 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 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