CME Group Reports October 2021 Monthly Market Statistics

Rhea-AI Summary

CME Group reported a significant increase in its October 2021 market statistics, with an average daily volume (ADV) of 20.4 million contracts, a 32% rise year-over-year. Key highlights include a 94% increase in Interest Rate ADV, driven by record SOFR futures, and a 53% rise in Options ADV. Energy ADV grew by 28%, with Micro WTI Crude Oil futures seeing notable activity since their July launch. Overall ADV outside the U.S. rose 36%. The company continues to lead in the derivatives market, offering a diverse range of products.

Positive

• ADV increased 32% to 20.4 million contracts.
• Interest Rate ADV rose 94%, with record SOFR futures ADV up 325%.
• Options ADV increased 53%, with notable growth in Interest Rate options up 104%.
• Energy ADV grew 28%, with Micro WTI Crude Oil futures trading over 4.6 million contracts.
• ADV outside the U.S. increased 36%, including significant growth in Latin America (48%) and EMEA (40%).

Negative

• None.

CHICAGO, Nov. 2, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported its October 2021 market statistics, showing average daily volume (ADV) increased 32 percent to 20.4 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

October 2021 ADV across asset classes includes:

• Interest Rate ADV of 10.2 million contracts
• Equity Index ADV of 5.4 million contracts
• Options ADV of 3.8 million contracts
• Energy ADV of 2.5 million contracts
• Agricultural ADV of 1.2 million contracts
• Foreign Exchange ADV of 720,000 contracts
• Metals ADV of 465,000 contracts

Additional October product highlights compared to October 2020 include:

• Overall ADV increased 32%
• Interest Rate ADV increased 94%
• Record SOFR futures ADV of 238K, an increase of 325%
• Eurodollar futures ADV rose 163%
• Treasury futures ADV grew 52%
• Ultra 10-Year U.S. Treasury Note futures rose 60%
• Options ADV increased 53%
• Interest Rate options increased 104%
• Eurodollar options increased 221% and Treasury options increased 24%
• 5-Year U.S. Treasury Note options increased 199%
• Equity Index options increased 38%, including 34% growth in E-mini weekly S&P 500 options
• Foreign Exchange options increased 27%
• Energy ADV increased 28%
• Micro WTI Crude Oil futures reached an ADV of 62,000 contracts, having traded more than 4.6 million total contracts since their July 12 launch
• WTI futures ADV increased 54% and Brent futures grew 36%
• Foreign Exchange ADV increased 2%
• Micro Products ADV
• Micro E-mini futures and options had an ADV of 2.1 million contracts, representing 38.8% of overall Equity Index ADV, while Micro WTI Crude Oil futures accounted for 2.5% of overall Energy ADV and Micro Bitcoin futures accounted for 0.5% of overall Equity Index ADV
• Micro Bitcoin futures reached an ADV of 27,200 contracts, with more than 2.7 million total contracts since the May 3 launch
• Micro Treasury Yield futures reached an ADV of 8,500 contracts, with more than 638,000 total contracts traded since the August 16 launch
• ADV outside the United States increased 36% to 5.8 million, including 48% growth in Latin America, 40% in EMEA and 26% in Asia
• BrokerTec US Repo average daily notional value (ADNV) increased 43% to $274B, U.S. Treasury ADNV increased 33% to $131B, European Repo ADNV increased 18% to €304B and RV Curve ADNV reached a record of more than $550 million

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. 

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SOURCE CME Group

FAQ

What were the average daily volumes reported by CME in October 2021?

CME Group reported an average daily volume (ADV) of 20.4 million contracts in October 2021.

How much did Interest Rate ADV increase in October 2021?

Interest Rate ADV increased by 94% in October 2021.

What was the percentage increase of Options ADV for CME Group in October 2021?

Options ADV increased by 53% in October 2021.

What events contributed to the increase in Energy ADV in October 2021?

Energy ADV increased by 28%, with significant trading activity in Micro WTI Crude Oil futures.

How did CME Group's ADV outside the U.S. perform in October 2021?

ADV outside the U.S. increased by 36% in October 2021.