CME Group Reports November 2021 Monthly Market Statistics

Rhea-AI Summary

CME Group reported a 20% increase in average daily volume (ADV) to 23.1 million contracts for November 2021. Noteworthy increases include 12 million contracts in Interest Rate ADV, 5.6 million contracts in Equity Index ADV, and 4.1 million contracts in Options ADV. Key product highlights show options ADV rose by 59%, especially in Equity Index options, which saw a 66% increase. Additionally, foreign exchange ADV climbed by 6%, driving significant overall growth. BrokerTec's average daily notional value reached $127B, up 17%.

Positive

• Average daily volume for November rose by 20% to 23.1 million contracts.
• Interest Rate ADV increased to 12 million contracts, a 40% growth.
• Options ADV surged 59%, with significant growth in Equity Index options.
• BrokerTec U.S. Treasury average daily notional value increased 17% to $127B.

Negative

• None.

CHICAGO, Dec. 2, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported its November 2021 market statistics, showing average daily volume (ADV) increased 20% to 23.1 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

November 2021 ADV across asset classes includes:

• Interest Rate ADV of 12 million contracts
• Equity Index ADV of 5.6 million contracts
• Options ADV of 4.1 million contracts
• Energy ADV of 2.4 million contracts
• Agricultural ADV of 1.4 million contracts
• Foreign Exchange ADV of 801,000 contracts
• Metals ADV of 631,000 contracts

Additional November product highlights compared to November 2020 include:

• Overall ADV increased 20%
• Options ADV increased 59%
• Equity Index options ADV increased 66% ─ including 141% growth in E-mini Russell 2000 options and 53% growth in E-mini weekly S&P 500 options
• Interest Rate ADV increased 40%
• Record SOFR futures ADV of 304K, an increase of 251%
• 5-Year U.S. Treasury Note options ADV increased 184%
• Eurodollar futures ADV rose 46% and Treasury futures ADV grew 20%
• Interest Rate options ADV increased 89%
• Ultra 10-Year U.S. Treasury Note futures ADV rose 45%
• Eurodollar options ADV increased 139% and Treasury options ADV increased 49%
• Energy ADV increased 15%
• E-mini Crude Oil futures ADV rose 96%
• WTI futures ADV increased 36% and Brent futures ADV grew 19%
• Foreign Exchange ADV increased 6%
• Foreign Exchange options ADV increased 18%
• Micro Products ADV
• Micro E-mini futures and options had an ADV of 2.2 million contracts, representing 39.4% of overall Equity Index ADV, while Micro WTI Crude Oil futures accounted for 4.0% of overall Energy ADV and Micro Bitcoin futures accounted for 0.5% of overall Equity Index ADV
• Micro WTI Crude Oil futures reached a record ADV of 96,000 contracts, having traded more than 6.6 million total contracts since their July 12 launch
• Micro Bitcoin futures reached an ADV of 27,600 contracts, with more than 3.3 million total contracts since the May 3 launch
• Micro Treasury Yield futures reached an ADV of 6,181 contracts, with more than 768,000 total contracts traded since the August 16 launch 
• ADV outside the United States increased 11% to 6.4 million contracts, including 33% growth in Latin America, 14% in EMEA and 2% in Asia
• BrokerTec U.S. Treasury average daily notional value (ADNV) increased 17% to $127B, including a record RV Curve monthly ADNV of $578 million in November. U.S. Repo ADNV increased 24% to $258B and European Repo ADNV increased 12% to €302B.

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. 

CME-G

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SOURCE CME Group

FAQ

What were CME Group's November 2021 average daily volume statistics?

CME Group reported a 20% increase in average daily volume to 23.1 million contracts.

How did options ADV perform in November 2021 for CME Group?

Options ADV saw a 59% increase in November 2021.

What was the growth in Interest Rate ADV for CME Group in November 2021?

Interest Rate ADV increased by 40% to 12 million contracts.

What is CME Group's stock symbol?

CME Group's stock symbol is CME.

What was the increase in BrokerTec U.S. Treasury average daily notional value in November 2021?

BrokerTec's average daily notional value increased by 17% to $127B.