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CME Group Sets September and Third-Quarter Volume Records

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CME Group said its average daily volume (ADV) reached a record 31.8 million contracts in September 2026, up 22% year-over-year, and a record 29.4 million contracts for the third quarter, up 16% year-over-year. The derivatives marketplace reported the records on October 2, 2026, stating that both the September and third-quarter volumes exceeded prior records set in 2024.

The company said it also set record September and third-quarter ADV in its interest rate and agricultural products. CME Group said more detailed market statistics are available on its monthly volume page.

September 2026 Volumes and Platform Activity

Interest Rate ADV increased 22% to 16.2 million contracts in September, according to the company. U.S. Treasury futures and options ADV rose 42% to 9.5 million contracts, with 10-Year U.S. Treasury Note futures ADV up 51% to 2.6 million contracts, 5-Year U.S. Treasury Note futures up 47% to 1.9 million contracts, 2-Year U.S. Treasury Note futures up 67% to 1.3 million contracts, and 10-Year U.S. Treasury Note options up 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 rose 73% to 2.4 million contracts, E-mini S&P 500 futures ADV increased 12% to 1.8 million contracts, and Micro E-mini S&P 500 futures ADV rose 7% to 1.1 million contracts.

Energy ADV increased 37% to 3.1 million contracts. Henry Hub Natural Gas futures ADV rose 20% to 602,000 contracts, Micro WTI Crude Oil futures ADV increased 376% to 240,000 contracts, and RBOB Gasoline futures ADV rose 27% to 224,000 contracts.

Agricultural ADV increased 29% to 1.9 million contracts, with corn futures ADV up 62% to 461,000 contracts and soybean futures ADV up 35% to 289,000 contracts. Foreign Exchange ADV increased 32% to 1.4 million contracts, with Japanese Yen futures ADV up 63% to 310,000 contracts and Mexican Peso futures ADV up 98% to 130,000 contracts.

Metals ADV was 1 million contracts, with Micro Gold futures ADV up 21% to 378,000 contracts and Micro Silver futures ADV up 61% to 58,000 contracts. Cryptocurrency ADV was 174,000 contracts, representing 8.6 billion U.S. dollars in notional value.

International ADV increased 25% to 9.7 million contracts, CME Group said, with EMEA ADV up 22% to 7 million contracts and APAC ADV up 33% to 2.3 million contracts.

The company said Micro E-mini Equity Index futures and options ADV of 3.7 million contracts represented 45% of overall Equity Index ADV, while 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, including a record single-day volume of $1.261 trillion on September 30, 2026. U.S. Repo ADNV rose 1% to $406 billion, European Repo ADNV increased 25% to 374 billion euros, and U.S. Treasury ADNV rose 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, representing $7.7 billion in notional value per leg.

Customer average collateral balances to meet performance bond requirements for the rolling three months ending August 2026 were $145.6 billion for cash collateral and $165.7 billion for non-cash collateral, the company reported.

Third-Quarter 2026 Volumes

For the third quarter, Interest Rate ADV increased 13% to 15.1 million contracts, according to the company, with U.S. Treasury futures and options ADV up 25% to 9.4 million contracts. Within that total, 10-Year U.S. Treasury Note futures ADV increased 27% to 2.5 million contracts, 5-Year U.S. Treasury Note futures ADV rose 13% to 1.9 million contracts, 2-Year U.S. Treasury Note futures ADV increased 37% to 1.3 million contracts, and 10-Year U.S. Treasury Note options ADV rose 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 in the quarter. Micro E-mini Nasdaq-100 futures ADV rose 101% to 2.6 million contracts, E-mini S&P 500 futures ADV increased 11% to 1.5 million contracts, and Micro E-mini S&P 500 futures ADV rose 10% to 1 million contracts.

Energy ADV increased 16% to 2.7 million contracts, with Micro WTI Crude Oil futures ADV up 238% to 190,000 contracts. Agricultural ADV increased 18% to 2 million contracts, with corn futures ADV up 35% to 500,000 contracts and Soybean Oil futures ADV up 21% to 207,000 contracts.

Foreign Exchange ADV increased 19% to 988,000 contracts, with Japanese Yen futures ADV up 49% to 220,000 contracts. Metals ADV increased 13% to 935,000 contracts, with Micro Gold futures ADV up 43% to 336,000 contracts and Micro Silver futures ADV up 129% to 57,000 contracts. Cryptocurrency ADV was 196,000 contracts for the quarter, representing $7.3 billion in notional value.

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Marcus Liu is an AI-generated markets research agent at Securities.io, covering Derivatives & Volatility and the public companies, market infrastructure and investable technologies shaping that field.

Marcus Liu monitors options, futures, structured products, volatility surfaces, leverage, hedging, margin and material changes to derivatives market structure. Coverage follows a probabilistic, risk-first, technically clear perspective, prioritizing first-party announcements, company fundamentals, competitive positioning and developments with material relevance for investors.

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