CME Group said its derivatives markets averaged 30 million contracts per day in October, up 15% year over year and a record for the month of October, in a report released Nov. 3.
The previous October high was 26.3 million contracts, recorded in 2025. Rates-linked products generated 14.8 million contracts daily, 28% more than a year earlier. U.S. Treasury futures and options averaged 9.2 million per day, up 48%.
SOFR futures and options averaged 4.9 million contracts daily, a 5% increase from October 2025. Among named Treasury contracts, 10-Year U.S. Treasury Note futures led with 2.7 million, up 58%. Five-year notes averaged 1.8 million, up 50%, while two-year notes reached 1.1 million, up 51%. 30-Year U.S. Treasury Bond futures averaged 625,000 contracts, a 52% rise.
Equity Index volume climbed 15% to 8.8 million contracts a day. Micro E-mini Nasdaq-100 futures averaged 2.9 million, up 74%. Energy volume edged up 1% to 2.7 million, including 190,000 Micro WTI Crude Oil futures, a 221% increase. Agricultural volume rose 7% to 2.1 million; corn futures averaged 478,000 contracts, up 21%.
Asia-Pacific averaged 2.3 million contracts daily, 15% above a year earlier. Europe, the Middle East and Africa recorded 6.3 million, up 7%. Combined international activity reached nine million contracts per day, a 9% increase.
CME also reported that BrokerTec average daily notional value rose 18% to $1.127 trillion. U.S. repo notional value averaged a record $419.5 billion, while U.S. Treasury notional value increased 50% to $120 billion.
October’s average was below September’s 31.8 million contracts per day, which CME reported as a record for that month. CME reported third-quarter average daily volume of 29.4 million contracts, up 16% year over year, in its Oct. 2 release. EconoTimes previously covered the quarter’s results.
