CME Group Reports Q3 and September 2021 Monthly Market Statistics

Rhea-AI Summary

CME Group reported significant growth in its Q3 and September 2021 market statistics, with average daily volume (ADV) rising 14% to 17.8 million contracts in Q3 and 11% to 18.8 million contracts in September. Key highlights include a 53% increase in interest rate ADV, with record SOFR futures ADV up 183%. Bitcoin futures ADV soared 170%, while options ADV increased 45%. Additionally, ADV outside the US grew 13% to 5 million contracts. Overall, CME Group remains a leader in diverse derivatives trading.

Positive

• Overall ADV increased 14% YoY to 17.8 million contracts.
• Interest Rate ADV surged 53%, with record SOFR futures ADV up 183%.
• Bitcoin futures ADV rose 170%, showing strong demand.
• Options ADV increased 45%, reflecting robust trading activity.
• ADV outside the U.S. grew 13% to 5.0 million contracts.

Negative

• None.

CHICAGO, Oct. 4, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported its Q3 and September 2021 market statistics, showing average daily volume (ADV) increased 14 percent to 17.8 million contracts during the third quarter, and was up 11 percent at 18.8 million contracts during the month of September. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

Q3 2021 highlights across asset classes compared to Q3 2020 include:

• Overall ADV increased 14%
• Interest Rate ADV increased 53%, including:
• Record quarterly SOFR futures ADV of 124,000, an increase of 183%
• Eurodollar futures ADV rose 67% YoY
• Ultra 10-Year U.S. Treasury Note futures ADV grew 62%
• Treasury futures ADV rose 36%
• Bitcoin futures ADV of 24,236, an increase of 170%
• Options ADV increased 45%
• Interest Rate options increased 87%
• Energy options rose 26%
• Equity Index options grew 21%
• Foreign Exchange options increased 15%
• Energy ADV increased 18%
• ADV outside the United States increased 13% to 5.0 million contracts in Q3, including 15% growth in EMEA and 8% in Asia
• BrokerTec U.S. Repo average daily notional value (ADNV) increased 18% to $230B, European Repo ADNV increased 12% to €293B and U.S. Treasury ADNV increased 5% to $98B

September 2021 ADV across asset classes includes:

• Interest Rate ADV of 7.7 million contracts
• Equity Index ADV of 6.4 million contracts
• Options ADV of 3.2 million contracts
• Energy ADV of 2.3 million contracts
• Agricultural ADV of 1.1 million contracts
• Foreign Exchange ADV of 975,000 contracts
• Metals ADV of 437,000 contracts

Additional September product highlights compared to September 2020 include:

• Overall ADV increased 11%
• Interest Rate ADV increased 58%
• Record SOFR futures ADV of 137K, an increase of 147%
• 5-Year U.S. Treasury Note options increased 124%
• 10-year U.S. Treasury Note options rose 76%
• Eurodollar futures ADV rose 58%
• Ultra 10-Year U.S. Treasury Note futures rose 52%
• Treasury futures ADV grew 46%
• Micro Treasury Yield futures ADV of 15,650 contracts – more than 450,000 total contracts have traded since its August 16 launch
• Options ADV increased 43%
• Interest Rate options increased 92%
• Equity Index options increased 30%, including 31% growth in E-mini S&P 500 options
• Foreign Exchange options increased 22%
• Energy options increased 7%
• Energy ADV increased 14%
• Micro WTI Crude Oil futures reached an ADV of 53,000 contracts, having traded more than 3.3 million total contracts since their July 12 launch
• ADV outside the United States increased 17% to 5.6 million, including 22% growth in EMEA and 3% in Asia
• Micro Bitcoin futures reached an ADV of 21,000 contracts, including more than 2.1 million total contracts since their May 3 launch
• Micro E-mini futures and options represented 34% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 2.3% of overall Energy ADV and Micro Bitcoin futures accounted for 0.3% of overall Equity Index ADV
• BrokerTec US Repo ADNV increased 22% to $242.8B, European Repo ADNV increased 13% to €297.8B and U.S. Treasury ADNV increased 4% to $98.7B

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 CME Group's average daily volume (ADV) figures for Q3 2021?

CME Group reported an ADV of 17.8 million contracts for Q3 2021, a 14% increase compared to the previous year.

How much did the Bitcoin futures ADV increase in September 2021?

Bitcoin futures ADV increased by 170% in September 2021.

What was the growth percentage of interest rate ADV reported by CME Group?

CME Group reported a 53% increase in interest rate ADV for Q3 2021.

Did CME Group's trading volumes increase outside the United States?

Yes, ADV outside the United States increased by 13% to 5.0 million contracts.

What were the total options ADV figures for CME Group in September 2021?

CME Group recorded an options ADV of 3.2 million contracts in September 2021.