CME Group Reports October 2020 Monthly Market Statistics

Rhea-AI Summary

CME Group reported an average daily volume (ADV) of 15.4 million contracts in October 2020. Notable figures include an ADV of 5.4 million in Equity Index and 5.2 million in Interest Rate contracts. The report highlights significant growth, with Equity Index ADV up 60% compared to October 2019, and SOFR futures increasing by 28%. Agricultural ADV rose 25%, driven by record volumes in the EMEA and APAC regions. Overall, CME Group continues to maintain its position as the leading derivatives marketplace.

Positive

• 15.4 million ADV contracts in October 2020.
• Equity Index ADV grew 60% compared to October 2019.
• SOFR futures ADV increased 28% year-over-year.
• Agricultural ADV rose 25% from October 2019.

Negative

• None.

CHICAGO, Nov. 3, 2020 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported October 2020 market statistics, including average daily volume (ADV) of 15.4 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

October ADV across asset classes includes:

• Equity Index ADV of 5.4 million contracts
• Interest Rate ADV of 5.2 million contracts
• Options ADV of 2.5 million contracts
• Energy ADV of 2 million contracts
• Agricultural ADV of 1.6 million contracts
• Foreign Exchange ADV of 704,000 contracts
• Metals ADV of 529,000 contracts

Additional October product highlights include:

• Equity Index ADV grew 60% from October 2019
• Micro E-mini Equity Index futures ADV of 2.1M. Micro E-mini futures and options represented 38.2% of overall Equity Index ADV during October 2020
• SOFR futures ADV increased 28% from October 2019
• Agricultural ADV rose 25% from October 2019, including 14% Soybean futures ADV growth
• Record EMEA Agricultural ADV of 305,000 contracts, up 82% from October 2019
• Record APAC Agricultural ADV of 111,000 contracts, up 96% from October 2019
• Energy options ADV grew 17% from October 2019
• Micro Gold futures ADV of 77,000 contracts, represented 14.6% of overall Metals ADV during October 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. 

CME-G  

View original content:http://www.prnewswire.com/news-releases/cme-group-reports-october-2020-monthly-market-statistics-301165435.html

SOURCE CME Group

FAQ

What was CME's average daily volume in October 2020?

CME Group reported an average daily volume of 15.4 million contracts in October 2020.

How much did Equity Index ADV grow in October 2020?

Equity Index ADV grew by 60% compared to October 2019.

What was the increase in SOFR futures ADV in October 2020?

SOFR futures ADV increased by 28% from October 2019.

What was the growth in Agricultural ADV for October 2020?

Agricultural ADV rose 25% from October 2019.

What was the ADV of Interest Rate contracts in October 2020?

The ADV of Interest Rate contracts was 5.2 million in October 2020.