CHICAGO, Jan. 5, 2021 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
reported its full-year, Q4 and December market statistics, showing
it reached average daily volume (ADV) of 19.1 million contracts
during the year, 16.2 million contracts during the fourth quarter,
and 14.2 million contracts during the month of December. Market
statistics are available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
Full-year 2020 highlights across asset classes include:
- Record Equity Index futures and options ADV of 5.6 million
contracts, up 63% over 2019
-
- Record E-mini S&P 500 futures and options ADV of
2.7M contracts
- Record E-mini Micro futures and options ADV of 1.8M contracts
- Record E-mini Nasdaq 100 futures and options ADV of 585,000
contracts
- Record Metals futures and options ADV of 699,000 contracts
- Record Natural Gas futures and options ADV of 639,000
contracts
- Interest Rate futures and options records including:
-
- Record Ultra 10-Year U.S. Treasury Note ADV of 255,320
contracts
- Record Ultra U.S. Treasury Bond ADV of 207,200 contracts
- Record SOFR ADV of 51,000 contracts
- Record Soybean Oil futures and options ADV of 141,000
contracts
Q4 2020 highlights across asset classes include:
- Record Micro E-mini Equity Index futures and options ADV of 2
million contracts, representing a 332% increase in ADV over Q4
2019
-
- Record Micro E-mini Nasdaq 100 futures ADV of 871,000
contracts
- Record regional Agricultural products ADV:
-
- EMEA Agricultural ADV of 289,000 contracts per day
- APAC Agricultural ADV of 112,000 contracts per day
- Record SOFR futures ADV of 69,000 contracts per day
- Record Soybean Oil options ADV of 18,000 contracts per day
December 2020 ADV across asset
classes includes:
- Interest Rate ADV of 5.0 million contracts
- Equity Index ADV of 4.7 million contracts
- Options ADV of 2 million contracts
- Energy ADV of 1.8 million contracts
- Agricultural ADV of 1.3 million contracts
- Foreign Exchange ADV of 987,000 contracts
- Metals ADV of 483,000 contracts
Additional December product highlights include:
- Equity Index ADV grew 30% from December
2019
-
- Micro E-mini Equity Index futures ADV of 1.7M. Micro E-mini futures and options
represented 36.3% of overall Equity Index ADV during December 2020
- E-mini Nasdaq 100 futures and options rose 17% from
December 2019
- Bitcoin futures and options ADV grew 117% from December 2019
- SOFR futures ADV increased 91% from December 2019
- Ultra 10-Year Treasury Note futures rose 13% from December 2019
- U.S. Treasury Bond futures grew 14% from December 2019
- Agricultural futures and options ADV rose 13% from December 2019, including 62% agricultural options
ADV growth
-
- Corn options ADV grew 115% from December
2019
- Record Soybean Oil options ADV rose 93% from December 2019
- Silver futures ADV grew 21% from December 2019
- Micro Gold futures ADV of 73,000 contracts, represented 15.1%
of overall Metals ADV during December
2020
- BrokerTec European repo average daily notional value (€)
increased 5% from December 2019
- EBS spot FX average daily notional value ($) increased 3% from
December 2019
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
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SOURCE CME Group