CME Group Reports May 2021 Monthly Market Statistics

Rhea-AI Summary

CME Group reported a robust average daily volume (ADV) of 20.6 million contracts in May 2021, reflecting a 15% growth year-over-year. Key asset classes included Interest Rate ADV at 10.2 million and Equity Index ADV at 5.6 million contracts. Notable increases in specific categories featured SOFR futures with a 257% rise and Agricultural ADV growing by 45%. Options volume also rose by 30%. This performance highlights CME's diverse marketplace strength across trading sectors.

Positive

• May 2021 ADV increased to 20.6 million contracts, a 15% increase from May 2020.
• Interest Rate ADV rose 24% year-over-year.
• SOFR futures ADV increased by 257% compared to May 2020.
• Agricultural ADV grew by 45% year-over-year, with agricultural options volume up 114%.
• Overall options ADV increased by 30% year-over-year.
• Equity index ADV rose by 7%, with Bitcoin futures up 36%.
• Foreign Exchange ADV increased by 9% from May 2020.

Negative

• None.

CHICAGO, June 2, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported May 2021 market statistics, including average daily volume (ADV) of 20.6 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

May ADV across asset classes includes:

• Interest Rate ADV of 10.2 million contracts
• Equity Index ADV of 5.6 million contracts
• Options ADV of 3.3 million contracts
• Energy ADV of 2.0 million contracts
• Agricultural ADV of 1.5 million contracts
• Foreign Exchange ADV of 701,000 contracts
• Metals ADV of 649,000 contracts

Additional May product highlights include:

• Overall volume grew 15% from May 2020
• Interest rate monthly ADV was up 24% year over year
• SOFR futures ADV rose by 257% compared to May 2020
• Interest rate options grew by 34%
• Agricultural ADV rose 45% over May 2020, with agricultural options volume increasing 114% year over year
• Options ADV was up 30% over May 2020
• Metals ADV grew 25% year over year, with metals options ADV increasing 14% over May 2020
• Micro futures and options represented 11% of total Metals ADV in May 2021
• Equity index ADV rose by 7% year over year
• Bitcoin futures monthly ADV rose to 11.6K, up 36% year over year
• Newly launched Micro Bitcoin futures reached an ADV of 30.3K
• Ether futures ADV of 6K, an increase 146% over last month
• Micro E-mini futures and options represented 40.2% of overall Equity Index ADV during May 2021
• Foreign Exchange ADV increased 9% from May 2020, with FX options rising by 2% year over year
• BrokerTec European Repo average daily notional volume (ADNV) grew 14% year over year to a record €318.2bn
• EBS Direct FX ADNV grew 41% from May 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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View original content:http://www.prnewswire.com/news-releases/cme-group-reports-may-2021-monthly-market-statistics-301303688.html

SOURCE CME Group

FAQ

What were CME Group's average daily volumes in May 2021?

CME Group reported an average daily volume of 20.6 million contracts in May 2021.

How did CME Group's Interest Rate trading perform in May 2021?

Interest Rate ADV increased by 24% year-over-year, reaching 10.2 million contracts.

What was the growth percentage of Agricultural ADV for CME Group in May 2021?

Agricultural ADV grew by 45% over May 2020.

Which asset class saw a significant increase in May for CME Group's trading?

SOFR futures ADV saw a significant increase of 257% compared to May 2020.

Did CME Group experience any changes in options trading volumes in May 2021?

Yes, options ADV increased by 30% year-over-year.