CME Group Reports Q1 and March 2021 Monthly Market Statistics

Rhea-AI Summary

CME Group reported strong Q1 2021 performance with an average daily volume (ADV) of 21.8 million contracts, marking a slight increase from 21.7 million in March. Key highlights include a 138% surge in Micro E-mini Russell 2000 futures ADV and a record SOFR futures ADV of 112,000 contracts. Other notable increases included Bitcoin futures ADV up 35% YoY and a 100% rise in Micro E-mini Nasdaq 100 futures. The company maintains its leadership in the derivatives marketplace, empowering clients to manage risks efficiently.

Positive

• Average daily volume (ADV) of 21.8 million contracts in Q1 2021, indicating growth.
• Micro E-mini Russell 2000 futures ADV increased by 138% YoY.
• Record SOFR futures ADV of 112,000 contracts.
• Bitcoin futures ADV up 35% YoY.
• Micro E-mini Nasdaq 100 futures ADV rose by 100%.

Negative

• None.

CHICAGO, April 5, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported its Q1 and March 2021 market statistics, showing it reached average daily volume (ADV) of 21.8 million contracts during the first quarter, and 21.7 million contracts during the month of March. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

Q1 2021 highlights across asset classes compared to Q1 2020 include:

• Ultra 10-Year Treasury Note futures ADV up 26%
• Micro E-mini Nasdaq 100 futures ADV up 100%
• Micro E-mini Russell 2000 futures ADV up 138%
• Record SOFR futures ADV of 112,000 contracts
• Record Bitcoin futures ADV of 13,500 contracts
• Agricultural options ADV up 27%
• Corn options ADV up 67%
• Soybean options ADV up 64% and soybean oil options up 46% 2020

March 2021 ADV across asset classes includes:

• Interest Rate ADV of 9.8 million contracts
• Equity Index ADV of 7.0 million contracts
• Options ADV of 3.3 million contracts
• Energy ADV of 2.2 million contracts
• Agricultural ADV of 1.2 million contracts
• Foreign Exchange ADV of 947,000 contracts
• Metals ADV of 596,000 contracts

Additional March product highlights include:

• SOFR futures ADV up 82% YoY
• Bitcoin futures ADV grew 35% YoY
• Record Micro E-mini equity index futures ADV of 2.9 million contracts, up 23% YoY.
• Micro E-mini futures and options represented 41% of overall Equity Index ADV during March 2021
• Record Micro E-mini Nasdaq 100 futures ADV of 1.3 million contracts
• Record Micro E-mini S&P 500 futures ADV of 1.2 million contracts
• Record Micro E-mini Russell 2000 futures ADV of 202,000 contracts
• Soybean Oil options ADV rose 97% YoY
• Record monthly ADV for BrokerTec EU Repo of €299 billion

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 average daily volumes in Q1 2021?

CME Group reported an average daily volume (ADV) of 21.8 million contracts in Q1 2021.

How much did Micro E-mini Russell 2000 futures ADV increase in Q1 2021?

Micro E-mini Russell 2000 futures ADV increased by 138% compared to Q1 2020.

What is the record ADV for SOFR futures reported by CME Group?

CME Group reported a record ADV of 112,000 contracts for SOFR futures.

How did Bitcoin futures ADV perform in Q1 2021?

Bitcoin futures ADV increased by 35% year over year in Q1 2021.

What was the average daily volume for Micro E-mini Nasdaq 100 futures in Q1 2021?

Micro E-mini Nasdaq 100 futures ADV grew by 100% in Q1 2021.