CME Hits All-Time High For March and Q1

CME Group has reported its March and first-quarter 2020 market statistics, showing it reached a record average daily volume (ADV) of 32.1 million contracts during the month of March, up 68%
April 3, 2020 - Editor
Category: Announcement

CME Group has reported its March and first-quarter 2020 market statistics, showing it reached a record average daily volume (ADV) of 32.1 million contracts during the month of March, up 68% from March 2019.

First-quarter 2020 ADV reached a record 27 million contracts, an increase of 45% from first-quarter 2019. Open interest at the end of March was 123 million contracts.

Quarterly ADV highlights include:

  • Record Interest Rate ADV of 13.8 million contracts, up 34% from Q1 2019
  • Record Equity Index ADV of 6.5 million contracts, up 106% from Q1 2019
  • Record Options ADV of 5.4 million contracts, up 41% from Q1 2019
  • Foreign Exchange ADV of 1.1 million contracts, up 22% from Q1 2019
  • Record Metals ADV of 889,000 contracts, up 58% from Q1 2019

March ADV across asset classes include:

  • Interest Rate ADV of 15.7 million contracts, up 51% from March 2019
  • Record Equity Index ADV of 8.9 million contracts, up 153% from March 2019
  • Record Options ADV of 6.3 million contracts, up 54% from March 2019
  • Record Foreign Exchange ADV of 1.4 million contracts, up 36% from March 2019
  • Record Metals ADV of 920,000 contracts, up 55% from March 2019

Additional March highlights include:

  • Record Eurodollar futures ADV of 5 million contracts
  • Record Micro E-mini Equity futures ADV of 2.3 million contracts
  • Record Gold futures ADV of 471,000 contracts
  • Record BrokerTec U.S.Treasury average daily notional value of $246 billion, up 39% from March 2019
  • EBS Spot FX average daily notional value reached $131 billion, a 58% increase from March 2019

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