CME Volumes Up In June The CME saw its average daily volume increase by 8 percent in June from the prior year to 12.2 million contracts traded per day for a total volume of 268 million contracts for the month.
In particular, index options outperformed the group as a whole impressively, with a 24 percent increase in ADV from the prior year to 3.6 million contracts. Equity index contracts represented roughly 30 percent of CME Group’s ADV. |