CME Group Press ReleasesCodex · 实盘不做把握 5/10
北京时间·🕒 发布 19:30:00时区推断·⟳ 抓取 19:31:40·⚡ 决策 08-04 19:34:59 +3m19s·84.0 天前
CME集团7月日均成交量创纪录但属于例行月度经营数据披露
CME集团披露7月日均成交量同比增长23%至2700万张，方向上对交易和清算手续费收入偏正面。
📄 原文CME Group Press Releases↗ 原文
CME Group July Volume Hits New Record of 27 Million Contracts, Up 23% Year Over Year
Record July ADV in interest rate, equity index, energy, agricultural and metals products - International ADV grew 32% t…
不做 CME集团（CME.US）
月度成交量创新高方向偏利好，但属于交易所例行经营统计且缺少收入/利润上修或超预期量级证据，对大市值CME短线edge不足，不做。
展开详情(成交明细 / 研究档案 / 原文全文 / 决策记录链)
研究档案
🔎 新鲜度:最早出现 2026-08-04 · 扩散 low · price-in 风险 medium ↗
关键理由
- CME集团披露7月日均成交量同比增长23%至2700万张，方向上对交易和清算手续费收入偏正面。
- 但该类月度成交量数据属于交易所例行经营统计，日度成交数据通常可被市场提前跟踪，短线预期差不足。
- CME为大市值交易所运营商，单月成交量创新高未披露费率、收入或利润指引上修，难以形成足够市值级重定价。
主要风险
- 若后续管理层在财报或指引中确认费率和产品结构带来超预期盈利弹性，需由新信号重新评估。
- 本次未做行情入场核价，因为结论已基于事件性质和重大性判断为不做。
原文全文
展开原文 · 3,679 字
CME Group July Volume Hits New Record of 27 Million Contracts, Up 23% Year Over Year
- Record July ADV in interest rate, equity index, energy, agricultural and metals products
- International ADV grew 32% to 8.8 million contracts
- Interest Rate ADV of 12.6 million contracts
- Equity Index ADV of 8.2 million contracts
- Energy ADV of 2.6 million contracts
- Agricultural ADV of 2 million contracts
- Foreign Exchange ADV of 811,000 contracts
- Metals ADV of 788,000 contracts
- Cryptocurrency ADV of 237,000 contracts (
$10.3 billion notional)
Additional
- Interest Rate ADV increased 17%
- SOFR futures ADV increased 9% to 3.6 million contracts
U.S Treasury futures and options ADV increased 22% to 7 million contracts- 10-Year
U.S . Treasury Note futures ADV increased 13% to 1.8 million contracts - 5-Year
U.S . Treasury Note futures ADV increased 13% to 1.3 million contracts - 10-Year
U.S . Treasury Note options ADV increased 46% to 1.2 million contracts - 2-Year
U.S . Treasury Note futures ADV increased 32% to 873,000 contracts
- 10-Year
- 30-Day Fed Funds futures ADV increased 60% to 660,000 contracts
- Equity Index ADV increased 48%
- Micro E-Mini Nasdaq-100 futures ADV increased 159% to 3 million contracts
- E-Mini S&P 500 futures ADV increased 24% to 1.4 million contracts
- Micro E-Mini S&P 500 futures ADV increased 27% to 1.1 million contracts
- E-Mini S&P 500 options ADV increased 8% to 1.1 million contracts
- Energy ADV increased 9%
- WTI Crude Oil futures ADV increased 17% to 953,000 contracts
Henry Hub Natural Gas futures ADV increased 2% to 454,000 contracts- Micro WTI Crude Oil futures ADV increased 175% to 179,000 contracts
- Agricultural ADV increased 15%
- Corn futures ADV increased 16% to 441,000 contracts
- Soybean futures ADV increased 12% to 293,000 contracts
- Chicago SRW Wheat futures ADV increased 53% to 176,000 contracts
- Foreign Exchange ADV increased 9%
- Japanese Yen futures ADV increased 39% to 184,000 contracts
- Metals ADV
Micro Gold futures ADV increased 41% to 287,000 contractsMicro Silver futures ADV increased 123% to 49,000 contracts- 1-Ounce Gold futures ADV increased 417% to 51,000 contracts
- International ADV increased 32% to 8.8 million contracts, with
EMEA ADV up 29% to 6.3 million contracts and APAC ADV up 41% to 2.1 million contracts - Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 4.4 million contracts represented 54% of overall Equity Index ADV, Micro Energy futures accounted for 7.1% of overall Energy ADV and
Micro Metals futures accounted for 53% of overall Metals ADV
- Micro E-mini Equity Index futures and options ADV of 4.4 million contracts represented 54% of overall Equity Index ADV, Micro Energy futures accounted for 7.1% of overall Energy ADV and
- BrokerTec overall average daily notional value (ADNV) increased 15% to $1.056 trillion
U.S . Repo ADNV increased 9% to$393 billion - European Repo ADNV increased 20% to €356 billion
U.S . Treasury ADNV increased 13% to$91 billion
- EBS Spot FX ADNV increased 25% to
$70 billion and FX Link ADV increased 38% to 55,000 contracts ($5.2 billion notional per leg) - Customer average collateral balances to meet performance bond requirements for rolling 3-months ending
June 2026 were$150 billion for cash collateral and$170.4 billion for non-cash collateral
As the world's leading derivatives marketplace,
View original content:https://www.prnewswire.com/news-releases/cme-group-july-volume-hits-new-record-of-27-million-contracts-up-23-year-over-year-302842336.html
SOURCE
Media Contacts, Timothy Barello, 212.299.2256, news@cmegroup.com, cmegroup.com/media-room.html, OR Investor Contact, investors@cmegroup.com
- Record July ADV in interest rate, equity index, energy, agricultural and metals products
- International ADV grew 32% to 8.8 million contracts
- Interest Rate ADV of 12.6 million contracts
- Equity Index ADV of 8.2 million contracts
- Energy ADV of 2.6 million contracts
- Agricultural ADV of 2 million contracts
- Foreign Exchange ADV of 811,000 contracts
- Metals ADV of 788,000 contracts
- Cryptocurrency ADV of 237,000 contracts (
$10.3 billion notional)
Additional
- Interest Rate ADV increased 17%
- SOFR futures ADV increased 9% to 3.6 million contracts
U.S Treasury futures and options ADV increased 22% to 7 million contracts- 10-Year
U.S . Treasury Note futures ADV increased 13% to 1.8 million contracts - 5-Year
U.S . Treasury Note futures ADV increased 13% to 1.3 million contracts - 10-Year
U.S . Treasury Note options ADV increased 46% to 1.2 million contracts - 2-Year
U.S . Treasury Note futures ADV increased 32% to 873,000 contracts
- 10-Year
- 30-Day Fed Funds futures ADV increased 60% to 660,000 contracts
- Equity Index ADV increased 48%
- Micro E-Mini Nasdaq-100 futures ADV increased 159% to 3 million contracts
- E-Mini S&P 500 futures ADV increased 24% to 1.4 million contracts
- Micro E-Mini S&P 500 futures ADV increased 27% to 1.1 million contracts
- E-Mini S&P 500 options ADV increased 8% to 1.1 million contracts
- Energy ADV increased 9%
- WTI Crude Oil futures ADV increased 17% to 953,000 contracts
Henry Hub Natural Gas futures ADV increased 2% to 454,000 contracts- Micro WTI Crude Oil futures ADV increased 175% to 179,000 contracts
- Agricultural ADV increased 15%
- Corn futures ADV increased 16% to 441,000 contracts
- Soybean futures ADV increased 12% to 293,000 contracts
- Chicago SRW Wheat futures ADV increased 53% to 176,000 contracts
- Foreign Exchange ADV increased 9%
- Japanese Yen futures ADV increased 39% to 184,000 contracts
- Metals ADV
Micro Gold futures ADV increased 41% to 287,000 contractsMicro Silver futures ADV increased 123% to 49,000 contracts- 1-Ounce Gold futures ADV increased 417% to 51,000 contracts
- International ADV increased 32% to 8.8 million contracts, with
EMEA ADV up 29% to 6.3 million contracts and APAC ADV up 41% to 2.1 million contracts - Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 4.4 million contracts represented 54% of overall Equity Index ADV, Micro Energy futures accounted for 7.1% of overall Energy ADV and
Micro Metals futures accounted for 53% of overall Metals ADV
- Micro E-mini Equity Index futures and options ADV of 4.4 million contracts represented 54% of overall Equity Index ADV, Micro Energy futures accounted for 7.1% of overall Energy ADV and
- BrokerTec overall average daily notional value (ADNV) increased 15% to $1.056 trillion
U.S . Repo ADNV increased 9% to$393 billion - European Repo ADNV increased 20% to €356 billion
U.S . Treasury ADNV increased 13% to$91 billion
- EBS Spot FX ADNV increased 25% to
$70 billion and FX Link ADV increased 38% to 55,000 contracts ($5.2 billion notional per leg) - Customer average collateral balances to meet performance bond requirements for rolling 3-months ending
June 2026 were$150 billion for cash collateral and$170.4 billion for non-cash collateral
As the world's leading derivatives marketplace,
View original content:https://www.prnewswire.com/news-releases/cme-group-july-volume-hits-new-record-of-27-million-contracts-up-23-year-over-year-302842336.html
SOURCE
Media Contacts, Timothy Barello, 212.299.2256, news@cmegroup.com, cmegroup.com/media-room.html, OR Investor Contact, investors@cmegroup.com
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