CME Group Reports November 2020 Monthly Market Statistics

Rhea-AI Summary

CME Group reported significant market activity for November 2020, achieving an average daily volume (ADV) of 19.3 million contracts, a 6% increase from November 2019. Notable highlights include an ADV of 8.8 million contracts in Interest Rates and 5.4 million in Equity Index. Record trading was seen in SOFR futures with an ADV of 87,000 contracts. Bitcoin futures ADV surged 118% year-on-year, while Agricultural futures saw a 10% rise. The data reflects strong growth across various asset classes, underscoring CME Group's dominance in the derivatives marketplace.

Positive

• Average daily volume (ADV) reached 19.3 million contracts, up 6% from November 2019.
• Record SOFR futures ADV of 87,000 contracts, including a single-day record of 240,288 contracts on November 19.
• Equity Index ADV increased by 96% compared to November 2019.
• Bitcoin futures ADV grew by 118% from November 2019.
• U.S. Treasury Bond futures ADV rose by 37% from November 2019.

Negative

• None.

CHICAGO, Dec. 2, 2020 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported November 2020 market statistics, including average daily volume (ADV) of 19.3 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

November ADV across asset classes includes:

• Interest Rate ADV of 8.8 million contracts
• Equity Index ADV of 5.4 million contracts
• Options ADV of 2.6 million contracts
• Energy ADV of 2.1 million contracts
• Agricultural ADV of 1.6 million contracts
• Foreign Exchange ADV of 759,000 contracts
• Metals ADV of 705,000 contracts

Additional November product highlights include:

• Overall ADV grew 6% from November 2019
• Record SOFR futures ADV of 87,000 contracts, including a single-day volume record of 240,288 contracts on November 19, and a single-day open interest record of 682,931 contracts on November 30
• Equity Index ADV grew 96% from November 2019
• Micro E-mini Equity Index futures ADV of 2.3M. Micro E-mini futures and options represented 42.3% of overall Equity Index ADV during November 2020
• Bitcoin futures ADV grew 118% from November 2019
• U.S. Treasury Bond futures grew 37% from November 2019
• Ultra 10-Year Treasury Note futures rose 28% from November 2019
• Agricultural futures and options ADV rose 10% from November 2019, including 59% agricultural options ADV growth
• Corn options ADV grew 54% from November 2019
• Soybean futures ADV rose 43% from November 2019
• Energy options ADV grew 10% from November 2019
• Micro Gold futures ADV of 79,000 contracts, represented 11.3% of overall Metals ADV during November 2020
• EBS spot FX average daily notional value ($) increased 13% from November 2019
• BrokerTec European repo average daily notional value (€) increased 3% from November 2019

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

FAQ

What were CME Group's November 2020 average daily volumes?

CME Group reported an average daily volume (ADV) of 19.3 million contracts in November 2020.

How much did Bitcoin futures ADV grow in November 2020?

Bitcoin futures ADV increased by 118% compared to November 2019.

What was the performance of Equity Index ADV for CME Group in November 2020?

Equity Index ADV grew by 96% from November 2019.

What significant records did CME Group achieve in November 2020?

CME Group achieved a record SOFR futures ADV of 87,000 contracts, including a single-day volume record of 240,288 contracts on November 19.

What is the market significance of CME Group's November 2020 statistics?

The statistics demonstrate CME Group's strong growth and position as a leading derivatives marketplace.