CME Group Reports Q2 and June 2021 Monthly Market Statistics

Rhea-AI Summary

CME Group reported a significant increase in its market activity for Q2 and June 2021, achieving an average daily volume (ADV) of 18.4 million contracts. Key highlights include a 5% overall ADV increase compared to Q2 2020, with a notable 25% rise in interest rate futures and options. Record volumes were observed in Bitcoin and Ether futures, while agricultural and options trading also saw substantial growth. Additionally, international trading volumes grew, showcasing CME's expanding global reach.

Positive

• Overall ADV increased 5% year-over-year.
• Interest rate futures and options volume rose 25%, including a record 118K ADV for SOFR futures, a 200% increase.
• Record Bitcoin futures ADV of 26,575 contracts and Ether futures ADV of 3,740.
• Agricultural futures volume grew 24%, with notable increases from EMEA (35%) and Asia (67%).
• Metals volume rose 9%, including record ADV in copper options.
• International volumes increased by 5% in EMEA and 8% in Asia.

Negative

• None.

CHICAGO, July 2, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported its Q2 and June 2021 market statistics, showing it reached average daily volume (ADV) of 18.4 million contracts for both the second quarter and the month of June. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

Q2 2021 highlights across asset classes compared to Q2 2020 include:

• Overall ADV increased 5%
• Interest rate futures and options volume rose by 25%, including:
• Record SOFR futures ADV of 118K, an increase of more than 200%
• Interest rate options volume grew by 19%
• Record Bitcoin futures and options ADV of 26,575 contracts, as well as record Ether futures ADV of 3,740 contracts
• Agricultural futures and options volume increased 24%, including record volume from outside the United States
• Agricultural ADV from EMEA was up 35% while ADV from Asia rose by 67%
• Agricultural options ADV jumped by 76%
• Corn options ADV increased 116% and Soybean Oil options grew by 174%
• Options ADV grew 13% to 3.1M
• Metals volume rose by 9%, including a record 4.3K ADV in copper options
• Foreign exchange volumes grew by 6%
• International volumes increased 5% in EMEA and 8% in Asia
• Record BrokerTec EU Repo average daily notional volume (ADNV) of €301.0B and BrokerTec Quote ADNV of $5.3B
• Record quarterly EBS Institutional ADNV of $4.9B

June 2021 ADV across asset classes includes:

• Interest Rate ADV of 8.6 million contracts
• Equity Index ADV of 4.6 million contracts
• Options ADV of 3.3 million contracts
• Energy ADV of 2.1 million contracts
• Agricultural ADV of 1.7 million contracts
• Foreign Exchange ADV of 928,000 contracts
• Metals ADV of 575,000 contracts

Additional June product highlights compared to June 2020 include:

• Overall ADV increased 7%
• Interest rate futures and options grew by 48%, driven by:
• Record SOFR futures and options ADV of 127K, an increase of more than 200%
• Interest rate options volume rose by 55% in June
• Options ADV increased 30%
• Agricultural futures and options ADV rose by 12%, including 59% growth in options
• Metals futures and options volumes increased 8%, reflecting 16% growth in options
• Energy futures and options grew 3%
• International volumes increased 8% in EMEA and 11% in Asia
• Micro E-mini futures and options represented 33.2% of overall Equity Index ADV and Micro Bitcoin futures accounted for 0.5% of overall Equity Index ADV during June 2021
• BrokerTec US Repo ADNV increased 8% and European Repo ADNV grew by 5%
• Record EBS Institutional monthly average daily notional volume (ADNV) of $6.5B

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 Q2 2021?

CME Group reported average daily volumes of 18.4 million contracts for Q2 2021.

How much did interest rate futures volume increase in Q2 2021?

Interest rate futures and options volume increased by 25% compared to Q2 2020.

What record volumes did CME Group achieve for Bitcoin futures in June 2021?

CME Group reached a record average daily volume of 26,575 contracts for Bitcoin futures in June 2021.

What is the growth percentage for agricultural futures volume in Q2 2021?

Agricultural futures and options volume increased by 24% in Q2 2021.

How did international trading volumes perform in the second quarter of 2021?

International volumes increased by 5% in EMEA and by 8% in Asia during Q2 2021.