CHICAGO, May 4, 2021 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
reported April 2021 market
statistics, including average daily volume (ADV) of 16.4 million
contracts during the month. Market statistics are available in
greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
April ADV across asset classes includes:
- Interest Rate ADV of 7.1 million contracts
- Equity Index ADV of 4.7 million contracts
- Options ADV of 2.9 million contracts
- Energy ADV of 1.9 million contracts
- Agricultural ADV of 1.7 million contracts
- Foreign Exchange ADV of 667,000 contracts
- Metals ADV of 483,000 contracts
Additional April product highlights include:
- Interest Rate ADV grew 4% from April
2020
- Foreign Exchange ADV increased 15% from April 2020
- Agricultural ADV rose 24% from April
2020, with volume from Europe increasing 49% to a record 355K and volume from Asia increasing 62%
-
- Agricultural options ADV increased 65% over April 2020
- SOFR futures reached the third highest monthly ADV on record,
increasing 295% from April 2020
-
- SOFR futures ADV in Europe
grew 275%, and ADV in Asia reached
a record 19,000, representing 461% growth
- SOFR open interest reached a record of 818,994 on April 30
- BrokerTec European Repo average daily notional volume (ADNV)
grew 10% from April 2020, the second
highest month on record.
- EBS Direct FX ADNV grew 51% from April
2020
Please note that all April ADV metrics reflect 21 business days.
Good Friday trading volume is included in total April volume but is
not counted as a business day for ADV calculations due to the short
trading day for limited products. This will be a permanent change
for how Good Friday is treated when it occurs on the first Friday
of the month.
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