Election volatility surge sees CME volume hit new all-time daily record of 44.5M contracts

CME Group (NASDAQ: CME), the world’s leading and most diverse derivatives marketplace, reached a record high in single-day volume with 44,516,949 contracts traded across all asset classes on November 9, 2016, the day after the U.S. elections… breaking the previous record of 39,567,064 contracts set on October 15, 2014.

The election volatility should spell well for end-of-month November volume reports across all trading venues.

CME Group also confirmed records in daily trading volume for the following:

  • Electronic trading on CME Globex reached 39,977,534 contracts, surpassing 35,067,597 set on October 15, 2014.
  • The total interest rate complex reached 26,646,985 contracts, surpassing 25,088,750 set on October 15, 2014.
  • Eurodollar futures reached 11,562,175 contracts, surpassing 11,532,466 set on October 15, 2014.
  • WTI crude oil futures reached 1,861,909 contracts, surpassing 1,789,698 set on February 11, 2016.
  • The total metals complex reached 1,511,187 contracts, surpassing 1,478,376 set on April 15, 2013.
  • 10-Year Treasury options reached 1,068,963 contracts, surpassing 1,024,109 set on June 20, 2013.
  • S&P 500 Weekly options reached 984,450 contracts, surpassing 948,322 contracts set on June 24, 2016.
  • Gold futures reached 897,219 contracts, surpassing 751,058 set on April 15, 2013.
  • E-mini Dow futures traded 653,408 contracts, surpassing 559,035 set on Aug 24, 2015.
  • Fed Fund futures hit 612,960 contracts, surpassing 596,230 set on September 21, 2016.
  • Japanese Yen futures hit 583,063 contracts, surpassing 550,553 set on June 7, 2013.
  • Ultra 10 Year Note futures reached 300,843 contracts, surpassing 198,966 contracts set on Aug 26, 2016.
  • 30-Year Treasury Bond options reached 278,046 contracts, surpassing 268,382 set on April 14, 2004.
  • Mexican Peso futures reached 224,028 contracts, surpassing 208,499 set on December 8, 2014.
  • Copper futures hit 256,017 contracts, surpassing 196,402 set on November 8, 2016.

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