CME Group (NASDAQ: CME) reported record average daily volume of 33.2 million contracts in May 2026, representing a 15% increase from the same period in 2025, according to a company statement.

Interest rate products led trading activity with 18.8 million contracts in average daily volume. The company set records in 2-year U.S. Treasury futures with 1.9 million contracts daily average, including a single-day record of 7 million contracts on May 26. Ultra U.S. Treasury Bond futures reached a record monthly average of 783,000 contracts.

Equity index trading averaged 8 million contracts daily, up 21% year-over-year. Micro E-Mini Nasdaq-100 futures increased 47% to 2.2 million contracts, while E-Mini S&P 500 futures rose 12% to 1.5 million contracts.

Energy products averaged 2.7 million contracts daily, up 3% from May 2025. WTI Crude Oil futures increased 4% to 932,000 contracts, while Micro WTI Crude Oil futures jumped 317% to 272,000 contracts.

International markets contributed 10.2 million contracts in daily average volume, an 18% increase. European, Middle Eastern and African markets rose 20% to 7.6 million contracts, while Asia-Pacific markets increased 11% to 2.2 million contracts.

BrokerTec average daily notional value increased 16% to $1.076 trillion. U.S. repo markets averaged $406 billion daily, up 15%, while European repo markets reached €360 billion daily, an 18% increase.

Customer collateral balances for the three-month period ending in April 2026 totaled $151.8 billion in cash and $174 billion in non-cash assets.