CHICAGO, Dec. 2, 2021 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
reported its November 2021 market
statistics, showing average daily volume (ADV) increased 20% to
23.1 million contracts during the month. Market statistics are
available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
November 2021 ADV across asset
classes includes:
- Interest Rate ADV of 12 million contracts
- Equity Index ADV of 5.6 million contracts
- Options ADV of 4.1 million contracts
- Energy ADV of 2.4 million contracts
- Agricultural ADV of 1.4 million contracts
- Foreign Exchange ADV of 801,000 contracts
- Metals ADV of 631,000 contracts
Additional November product highlights compared to November 2020 include:
- Overall ADV increased 20%
- Options ADV increased 59%
-
- Equity Index options ADV increased 66% ─ including 141% growth
in E-mini Russell 2000 options and 53% growth in E-mini weekly
S&P 500 options
- Interest Rate ADV increased 40%
-
- Record SOFR futures ADV of 304K,
an increase of 251%
- 5-Year U.S. Treasury Note options ADV increased 184%
- Eurodollar futures ADV rose 46% and Treasury futures ADV grew
20%
- Interest Rate options ADV increased 89%
- Ultra 10-Year U.S. Treasury Note futures ADV rose 45%
- Eurodollar options ADV increased 139% and Treasury options ADV
increased 49%
- Energy ADV increased 15%
-
- E-mini Crude Oil futures ADV rose 96%
- WTI futures ADV increased 36% and Brent futures ADV grew
19%
- Foreign Exchange ADV increased 6%
-
- Foreign Exchange options ADV increased 18%
- Micro Products ADV
-
- Micro E-mini futures and options had an ADV of 2.2 million
contracts, representing 39.4% of overall Equity Index ADV, while
Micro WTI Crude Oil futures accounted for 4.0% of overall Energy
ADV and Micro Bitcoin futures accounted for 0.5% of overall Equity
Index ADV
- Micro WTI Crude Oil futures reached a record ADV of 96,000
contracts, having traded more than 6.6 million total contracts
since their July 12 launch
- Micro Bitcoin futures reached an ADV of 27,600 contracts, with
more than 3.3 million total contracts since the May 3 launch
- Micro Treasury Yield futures reached an ADV of 6,181 contracts,
with more than 768,000 total contracts traded since the
August 16 launch
- ADV outside the United
States increased 11% to 6.4 million contracts, including 33%
growth in Latin America, 14% in
EMEA and 2% in Asia
- BrokerTec U.S. Treasury average daily notional value (ADNV)
increased 17% to $127B, including a
record RV Curve monthly ADNV of $578
million in November. U.S. Repo ADNV increased 24% to
$258B and European Repo ADNV
increased 12% to €302B.
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.
CME-G
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SOURCE CME Group