CME Group Reports October 2021 Monthly Market Statistics

Average daily volume of Interest Rate contracts rose 94% year-over-year

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Nov 02, 2021, 07:30 ET

CHICAGO, Nov. 2, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported its October 2021 market statistics, showing average daily volume (ADV) increased 32 percent to 20.4 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

October 2021 ADV across asset classes includes:

Interest Rate ADV of 10.2 million contracts
Equity Index ADV of 5.4 million contracts
Options ADV of 3.8 million contracts
Energy ADV of 2.5 million contracts
Agricultural ADV of 1.2 million contracts
Foreign Exchange ADV of 720,000 contracts
Metals ADV of 465,000 contracts

Additional October product highlights compared to October 2020 include:

Overall ADV increased 32%
Interest Rate ADV increased 94%

Record SOFR futures ADV of 238K, an increase of 325%
Eurodollar futures ADV rose 163%
Treasury futures ADV grew 52%
Ultra 10-Year U.S. Treasury Note futures rose 60%

Options ADV increased 53%

Interest Rate options increased 104%
Eurodollar options increased 221% and Treasury options increased 24%
5-Year U.S. Treasury Note options increased 199%
Equity Index options increased 38%, including 34% growth in E-mini weekly S&P 500 options
Foreign Exchange options increased 27%

Energy ADV increased 28%

Micro WTI Crude Oil futures reached an ADV of 62,000 contracts, having traded more than 4.6 million total contracts since their July 12 launch
WTI futures ADV increased 54% and Brent futures grew 36%

Foreign Exchange ADV increased 2%
Micro Products ADV

Micro E-mini futures and options had an ADV of 2.1 million contracts, representing 38.8% of overall Equity Index ADV, while Micro WTI Crude Oil futures accounted for 2.5% of overall Energy ADV and Micro Bitcoin futures accounted for 0.5% of overall Equity Index ADV
Micro Bitcoin futures reached an ADV of 27,200 contracts, with more than 2.7 million total contracts since the May 3 launch
Micro Treasury Yield futures reached an ADV of 8,500 contracts, with more than 638,000 total contracts traded since the August 16 launch

ADV outside the United States increased 36% to 5.8 million, including 48% growth in Latin America, 40% in EMEA and 26% in Asia
BrokerTec US Repo average daily notional value (ADNV) increased 43% to $274B, U.S. Treasury ADNV increased 33% to $131B, European Repo ADNV increased 18% to €304B and RV Curve ADNV reached a record of more than $550 million

As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) enables clients to trade futures, options, cash and OTC markets, optimize portfolios, and analyze data – empowering market participants worldwide to efficiently manage risk and capture opportunities. CME Group exchanges offer the widest range of global benchmark products across all major asset classes based on interest rates, equity indexes, foreign exchange, energy, agricultural products and metals. The company offers futures and options on futures trading through the CME Globex® platform, fixed income trading via BrokerTec and foreign exchange trading on the EBS platform. In addition, it operates one of the world's leading central counterparty clearing providers, CME Clearing.

CME Group, the Globe logo, CME, Chicago Mercantile Exchange, Globex, and, E-mini are trademarks of Chicago Mercantile Exchange Inc. CBOT and Chicago Board of Trade are trademarks of Board of Trade of the City of Chicago, Inc. NYMEX, New York Mercantile Exchange and ClearPort are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. BrokerTec and EBS are trademarks of BrokerTec Europe LTD and EBS Group LTD, respectively. Dow Jones, Dow Jones Industrial Average, S&P 500 and S&P are service and/or trademarks of Dow Jones Trademark Holdings LLC, Standard & Poor's Financial Services LLC and S&P/Dow Jones Indices LLC, as the case may be, and have been licensed for use by Chicago Mercantile Exchange Inc. All other trademarks are the property of their respective owners.

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SOURCE CME Group