CME Group Volumes Hit All Time High

The CME Group announced that it had recorded an all-time high for single day volumes last week on May 29th. On the day, 26,947,300 contracts were traded, which surpassed the previous high of 25,734,651 on August 9, 2011. Individual one trading records were also set for Globex electronic volumes, along with combined futures and options volumes for Interest Rate, 10 Yr US Treasury Note, 10 Yr US Treasury Note, 5 Yr US Treasury Note, Ultra US Treasury Note, and Deliverable Swap products. In terms of FX volumes, leading brokers and venues will begin to be posting May volumes this week.

Individual record figures:

• Globex electronic volume reached 23,537,737 surpassing the previous record of 22,887,758 set on August 9, 2011
• Interest Rate futures and options combined reached 19,417,635 surpassing the previous record of 17,164,758 set on February 27, 2007
• Treasury futures and options combined reached 13,189,142 surpassing the previous record of 11,219,180 set on May 28, 2013
• 10-Year U.S. Treasury Note futures and options combined reached 5,892,461 surpassing the previous record of 4,747,148 on February 27, 2007
• 5-Year U.S. Treasury Note futures and options combined reached 3,645,864 surpassing the previous record of 2,994,162 set on May 28, 2013
• Ultra U.S. Treasury Bond futures and options combined reached 679,752 surpassing the previous record of 461,501 contracts set on February 26, 2013
• Deliverable Swap Future reached 15,874 contracts surpassing the previous record of 13,861 set on February 22, 2013