CME Group Reports January 2021 Monthly Market Statistics
CME Group reported its January 2021 market statistics, showcasing an average daily volume (ADV) of 19.2 million contracts. This marks a 2% increase compared to January 2020. Key highlights include:
- Interest Rate: 8 million contracts
- Equity Index: 5.6 million contracts, with a 31% growth year-on-year
- Options: 3.3 million contracts
- Energy: 2.2 million contracts
Notably, record trading volumes were achieved in Bitcoin and SOFR futures.
- Overall ADV increased by 2% compared to January 2020.
- Equity Index ADV grew by 31% year-on-year.
- Record ADV in Micro E-mini Russell 2000 futures.
- Agricultural futures and options ADV rose by 36% year-on-year.
- None.
CHICAGO, Feb. 2, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported January 2021 market statistics, including average daily volume (ADV) of 19.2 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.
January ADV across asset classes includes:
- Interest Rate ADV of 8 million contracts
- Equity Index ADV of 5.6 million contracts
- Options ADV of 3.3 million contracts
- Energy ADV of 2.2 million contracts
- Agricultural ADV of 1.7 million contracts
- Foreign Exchange ADV of 781,000 contracts
- Metals ADV of 719,000 contracts
Additional January product highlights include:
- Overall ADV grew
2% compared to January 2020 - Equity Index ADV grew
31% from January 2020 - Record ADV of 189,000 in Micro E-mini Russell 2000 futures
- Micro E-mini Equity Index futures ADV of 2.3M. Micro E-mini futures and options represented
41% of overall Equity Index ADV during January 2020 - Agricultural futures and options ADV rose
36% from January 2020, including89% agricultural options ADV growth - Corn options ADV grew
159% from January 2020 - Soybean options ADV grew
147% from January 2020 - FX futures and options ADV rose
1% from January 2020 - Record Bitcoin futures ADV of 17,500 contracts
- Record SOFR futures ADV of 98,000 contracts, including a single-day open interest record of 726,000 contracts on Jan. 27
- Ultra 10-Year Treasury Note futures ADV grew
49% from January 2020, including a single-day open interest record of 1.14 million contracts on Jan. 29 - BrokerTec European Repo average daily notional volume (ADNV) grew
8% from January 2020 - EBS Spot FX ADNV grew
2% from January 2020
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. With a range of pre- and post-trade products and services underpinning the entire lifecycle of a trade, CME Group also offers optimization and reconciliation services through TriOptima, and trade processing services through Traiana.
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, EBS, TriOptima, and Traiana are trademarks of BrokerTec Europe LTD, EBS Group LTD, TriOptima AB, and Traiana, Inc., 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
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