CME Exchange Volume Report - Monthly
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1 Interest Rate Futures 1-MONTH EURODOLLAR 0 2, % % 31,742 49, % EURODOLLARS 72,841,873 52,213, % 55,083, % 634,288, ,415, % SOFR 184, , % 550, SONIA 61, , Interest Rate Options EURODOLLARS 16,903,021 11,729, % 11,136, % 148,975, ,372, % EURO MIDCURVE 16,477,064 21,492, % 14,212, % 152,283, ,109, % 6, ,529.5% 6, Equity Index Futures BITCOIN FUTURES 57, , % 717, E-mini FTSE 100 (USD) 1, % % 14, ,353.7% E-mini FTSE China , % % 10,751 14, % E-MINI MIDCAP 531, , % 481, % 3,973,514 3,592, % E-MINI NASDAQ ,683,991 5,498, % 9,416, % 96,444,520 56,551, % E-MINI RUSSELL ,662 5, % 23, % 145,417 36, % E-MINI RUSSELL 1000 GROWTH 11,057 4, % 13, % 110,782 31, % E-MINI RUSSELL 1000 VALUE 14,104 12, % 22, % 152,212 65, % E-MINI RUSSELL ,300,224 1,717, % 3,517, % 29,798,036 5,454, % E-MINI S&P500 53,155,609 24,444, % 33,325, % 354,975, ,335, % E-MINI S&P REAL ESTATE SELE 10,291 4, % 10, % 79,974 60, % FT-SE 100 1, % % 12,645 5, % FTSE Emerging % % 5, ,007.7% IBOVESPA INDEX 1,878 1, % % 12,147 6, % NASDAQ BIOTECH % 1, % 6,760 3, % NIFTY , % 0 0.0% 54, , % NIKKEI 225 ($) STOCK 402, , % 273, % 3,166,708 2,601, % NIKKEI 225 (YEN) STOCK 1,306, , % 743, % 8,991,444 8,947, % S&P ,769 65, % 217, % 1,412,377 1,236, % S&P 500/GI % % % S&P 500/VALUE 43,633 21, % 8, % 148, , % S&P 600 SMALLCAP EMINI % S&P CONSUMER DSCRTNRY SE 39,769 6, % 18, % 193,698 74, % S&P CONSUMER STAPLES SECT 29,011 11, % 44, % 255, , % S&P ENERGY SECTOR 42,773 6, % 39, % 344, , % S&P FINANCIAL SECTOR 72,666 11, % 75, % 521, , % S&P HEALTH CARE SECTOR 27,354 5, % 38, % 186, , % S&P INDUSTRIAL SECTOR 30,580 6, % 29, % 178,994 87, % S&P MATERIALS SECTOR 20,629 6, % 26, % 126,467 84, % S&P TECHNOLOGY SECTOR 95,133 5,043 1,786.4% 50, % 339,191 98, % S&P UTILITIES SECTOR 53,671 11, % 63, % 416, , % YEN DENOMINATED TOPIX % 5,
2 Equity Index Options E-MINI MIDCAP % % E-MINI NASDAQ , , % 185, % 2,433,924 2,339, % E-MINI RUSSELL ,701 12, % 12, % 132,143 22, % E-MINI S&P500 7,343,010 3,657, % 4,910, % 58,469,128 41,361, % EOM E-MINI RUSSELL 2000 END 7,063 1, % 10, % 63,859 11, % EOM EMINI S&P 3,963,261 1,962, % 2,091, % 26,659,621 19,918, % EOM S&P , , % 153, % 1,835,561 1,832, % EOW1 E-MINI RUSSELL 2000 WE 3,421 2, % % 20,919 4, % EOW1 E-MINI RUSSELL 2000 WE 3,155 2, % % 26,123 4, % EOW1 EMINI S&P 500 1,565,202 1,082, % 995, % 11,223,203 10,558, % EOW1 S&P , , % 86, % 850, , % EOW2 E-MINI RUSSELL 2000 WE 6,050 4, % 3, % 49,985 6, % EOW2 EMINI S&P 500 2,033, , % 933, % 13,018,274 10,531, % EOW2 S&P , , % 69, % 1,591,615 1,668, % EOW3 E-MINI RUSSELL 2000 WE 19,322 20, % 4, % 193,526 43, % EOW3 EMINI S&P 500 6,329,971 3,490, % 1,842, % 37,235,929 34,064, % EOW3 S&P , , % 102, % 2,795,781 3,644, % EOW4 E-MINI RUSSELL 2000 WE 7,240 5, % 201 3,502.0% 53,258 8, % EOW4 EMINI S&P 500 1,865,379 1,083, % 67,137 2,678.5% 11,429,053 9,643, % S&P , , % 310, % 3,054,869 3,139, % FX Futures AD/CD CROSS RATES % % % AD/JY CROSS RATES 3,143 2, % 6, % 43,201 28, % AD/NE CROSS RATES % % 733 1, % AUSTRALIAN DOLLAR 2,225,324 2,250, % 2,375, % 23,681,728 20,107, % BDI % 0 0.0% 0 6, % BP/JY CROSS RATES 2,619 3, % 3, % 32,411 31, % BP/SF CROSS RATES % % 3, % BRAZIL REAL 140, , % 156, % 1,455, , % BRITISH POUND 2,407,635 2,570, % 2,974, % 27,010,991 25,141, % CANADIAN DOLLAR 1,667,478 1,559, % 1,688, % 17,488,046 16,060, % CD/JY CROSS RATES % 0 0.0% 1,389 1, % CHINESE RENMINBI (CNH) 18,250 1,656 1,002.1% 21, % 77,674 15, % CZECK KORUNA (EC) % CZECK KORUNA (US) % EC/AD CROSS RATES 1,860 2, % 6, % 24,145 32, % EC/CD CROSS RATES 1,283 4, % 6, % 36,105 45, % EC/NOK CROSS RATES % % 3,992 2, % EC/SEK CROSS RATES % 1, % 7,980 7, % EFX/BP CROSS RATES 62,402 62, % 154, % 868, , % EFX/JY CROSS RATES 66,120 53, % 130, % 877, , % EFX/SF CROSS RATES 28,561 23, % 53, % 310, , % E-MICRO AUD/USD 110,881 81, % 121, % 1,078, , % E-MICRO CAD/USD 14,438 19, % 13, % 173, , % E-MICRO CHF/USD 1,493 1, % 1, % 14,786 9, % E-MICRO EUR/USD 347, , % 332, % 3,712,638 2,542, % E-MICRO GBP/USD 27,588 55, % 46, % 455, , % E-MICRO INR/USD 7,832 2, % 5, % 48,684 25, %
3 FX Futures E-MICRO JPY/USD 31,270 30, % 23, % 306, , % E-MICRO USD/CAD % % E-MICRO USD/CHF % % E-MICRO USD/CNH % % E-MICRO USD/JPY % % E-MINI EURO FX 95,775 81, % 113, % 1,037, , % E-MINI JAPANESE YEN 14,586 10, % 8, % 131, , % EURO FX 5,418,991 4,704, % 6,216, % 58,804,714 46,400, % HUNGARIAN FORINT (EC) % HUNGARIAN FORINT (US) % INDIAN RUPEE 126,243 53, % 89, % 911, , % JAPANESE YEN 3,624,043 3,425, % 2,585, % 30,966,450 34,994, % KOREAN WON ,691.4% % 5, ,510.5% MEXICAN PESO 1,507,449 1,170, % 1,530, % 14,397,965 10,680, % NEW ZEALND DOLLAR 506, , % 617, % 6,319,727 5,275, % NKR/USD CROSS RATE 7,501 1, % 10, % 55,381 20, % POLISH ZLOTY (EC) % % % POLISH ZLOTY (US) % % 1,026 3, % RMB USD % 0 0.0% % RUSSIAN RUBLE 42,883 23, % 91, % 602, , % S.AFRICAN RAND 35,283 46, % 60, % 479, , % SF/JY CROSS RATES % % % SHEKEL % % 2, % SKR/USD CROSS RATES 7,303 1, % 9, % 52,458 26, % SWISS FRANC 564, , % 709, % 6,125,687 5,735, % TURKISH LIRA 1, % % 36,448 18, % USDZAR % 0 0.0% %
4 FX Options AUD/USD PQO 2pm Fix 129, , % 136, % 1,313,798 1,136, % AUSTRALIAN DLR (EU) % 0 0.0% % AUSTRALIAN DOLLAR % 0 0.0% 0 212, % BRITISH POUND % 0 0.0% 0 476, % BRITISH POUND (EU) 2 1, % % 277 4, % CAD/USD PQO 2pm Fix 167, , % 157, % 1,644,059 1,429, % CANADIAN DOLLAR % 0 0.0% 0 190, % CANADIAN DOLLAR (EU) % 0 0.0% % CHF/USD PQO 2pm Fix 2,820 12, % 1, % 28,867 34, % EFX/JY CROSS RATES % 2, EURO FX % 0 0.0% 0 1,319, % EURO FX (EU) % % % EUR/USD PQO 2pm Fix 668, , % 563, % 7,555,335 6,357, % GBP/USD PQO 2pm Fix 350, , % 297, % 2,672,674 2,088, % JAPANESE YEN % 0 0.0% 0 576, % JAPANESE YEN (EU) % 0 0.0% % JPY/USD PQO 2pm Fix 316, , % 179, % 2,644,724 2,656, % MEXICAN PESO 2,499 13, % 1, % 21,075 35, % NEW ZEALND DOLLAR RUSSIAN RUBLE % % SWISS FRANC % 0 0.0% 0 5, % SWISS FRANC (EU) % 0 0.0% % Foreign Exchange Futures CHILEAN PESO 3,927 3, % 1, % 21,399 26, % Foreign Exchange Options AUD/USD PQO 2pm Fix 1, , % 9,
5 Ag Products Futures BUTTER CS 4,897 3, % 4, % 43,044 32, % CASH-SETTLED CHEESE 17,814 11, % 8, % 107, , % CAT EURO SEASONAL STRIP % % CATTLE 1,397,371 1,228, % 1,433, % 13,852,068 13,673, % CDD SEASONAL STRIP % 0 0.0% 600 1, % CDD WEATHER % 0 0.0% 2,150 26, % CLASS IV MILK 1, % % 6,359 9, % DRY WHEY 2,671 1, % 1, % 14,353 17, % FEEDER CATTLE 331, , % 293, % 3,071,228 3,018, % GOLDMAN SACHS 31,766 34, % 29, % 314, , % GSCI EXCESS RETURN FUT 1, % 104, % 349, , % HDD EURO SEASONAL STRIP % 0 0.0% % HDD SEASONAL STRIP % % % HDD WEATHER % 9, % 9,855 1, % HDD WEATHER EUROPEAN % 0 0.0% 18, ,400.0% HOGS 1,140, , % 1,241, % 11,531,181 9,412, % HOUSING INDEX % 2 1,000.0% % LUMBER 20,532 21, % 14, % 190, , % MALAYSIAN PALM SWAP 1,080 8, % 5, % 43,894 95, % MILK 35,993 22, % 22, % 242, , % MLK MID OPTIONS % 0 0.0% % NFD MILK 3,892 6, % 4, % 50,006 51, % PALM OIL % % S&P GSCI ENHANCED ER SWAP 0 2, % 7, % 33, , % USD CRUDE PALM OIL 780 2, % % 7,520 3, % Ag Products Options BUTTER CS 2,994 2, % 6, % 40,660 17, % CASH-SETTLED CHEESE 13,026 17, % 9, % 102,310 90, % CATTLE 175, , % 193, % 2,333,509 2,464, % CDD SEASONAL STRIP % 0 0.0% 700 2, % CDD WEATHER % 0 0.0% 0 47, % CLASS IV MILK 681 1, % 1, % 10,981 17, % DRY WHEY 567 1, % % 6,483 5, % FEEDER CATTLE 26,070 38, % 24, % 293, , % HDD EURO SEASONAL STRIP % 0 0.0% % HDD SEASONAL STRIP 0 1, % 6, % 9,000 11, % HDD WEATHER % 0 0.0% 250 1, % HDD WEATHER EUROPEAN % 0 0.0% 0 1, % HOGS 268, , % 252, % 2,384,314 2,180, % HOUSING INDEX % 0 0.0% % LUMBER 2,357 1, % 1, % 17,954 11, % LV CATL CSO % % 302 1, % MILK 41,738 33, % 36, % 350, , % MLK MID OPTIONS % % % NFD MILK 4,583 7, % 4, % 49,720 43, %
6 TOTAL FUTURES GROUP Interest Rate Futures 73,088,207 52,216, % 55,171, % 634,932, ,465, % Equity Index Futures 77,077,581 33,211, % 48,507, % 502,800, ,651, % FX Futures 19,121,385 17,751, % 20,171, % 197,645, ,754, % Foreign Exchange Futures 3,927 3, % 1, % 21,399 26, % Ag Products Futures 2,992,034 2,627, % 3,180, % 29,890,392 27,646, % TOTAL FUTURES 172,283, ,809, % 127,033, % 1,365,290,780 1,133,544, % TOTAL OPTIONS GROUP Equity Index Options 24,571,301 13,809, % 11,780, % 171,136, ,678, % Interest Rate Options 33,386,685 33,221, % 25,349, % 301,265, ,481, % FX Options 1,637,980 1,773, % 1,339, % 15,883,817 16,524, % Ag Products Options 535, , % 538, % 5,600,570 5,597, % Foreign Exchange Options 1, , % 9, TOTAL OPTIONS 60,132,935 49,441, % 39,008, % 493,896, ,282, % TOTAL COMBINED Interest Rate 106,474,892 85,437, % 80,521, % 936,198, ,947, % Equity Index 101,648,882 47,021, % 60,288, % 673,937, ,329, % FX 20,759,365 19,525, % 21,511, % 213,529, ,279, % Foreign Exchange 5,201 3, % 2, % 30,851 26, % Ag Products 3,527,729 3,264, % 3,718, % 35,490,962 33,243, % GRAND TOTAL 232,416, ,251, % 166,042, % 1,859,187,165 1,587,827, %
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