CHICAGO, Feb. 2, 2021 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
reported January 2021 market
statistics, including average daily volume (ADV) of 19.2 million
contracts during the month. Market statistics are available in
greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
January ADV across asset classes includes:
- Interest Rate ADV of 8 million contracts
- Equity Index ADV of 5.6 million contracts
- Options ADV of 3.3 million contracts
- Energy ADV of 2.2 million contracts
- Agricultural ADV of 1.7 million contracts
- Foreign Exchange ADV of 781,000 contracts
- Metals ADV of 719,000 contracts
Additional January product highlights include:
- Overall ADV grew 2% compared to January
2020
- Equity Index ADV grew 31% from January
2020
-
- Record ADV of 189,000 in Micro E-mini Russell 2000 futures
- Micro E-mini Equity Index futures ADV of 2.3M. Micro E-mini futures and options
represented 41% of overall Equity Index ADV during January 2020
- Agricultural futures and options ADV rose 36% from January 2020, including 89% agricultural options
ADV growth
-
- Corn options ADV grew 159% from January
2020
- Soybean options ADV grew 147% from January 2020
- FX futures and options ADV rose 1% from January 2020
- Record Bitcoin futures ADV of 17,500 contracts
- Record SOFR futures ADV of 98,000 contracts, including a
single-day open interest record of 726,000 contracts on
Jan. 27
- Ultra 10-Year Treasury Note futures ADV grew 49% from
January 2020, including a single-day
open interest record of 1.14 million contracts on Jan. 29
- BrokerTec European Repo average daily notional volume (ADNV)
grew 8% from January 2020
- EBS Spot FX ADNV grew 2% from January
2020
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