CME Group Reports November 2020 Monthly Market Statistics
November ADV across asset classes includes:
- Interest Rate ADV of 8.8 million contracts
- Equity Index ADV of 5.4 million contracts
- Options ADV of 2.6 million contracts
- Energy ADV of 2.1 million contracts
- Agricultural ADV of 1.6 million contracts
- Foreign Exchange ADV of 759,000 contracts
- Metals ADV of 705,000 contracts
Additional November product highlights include:
- Overall ADV grew 6% from
November 2019 - Record SOFR futures ADV of 87,000 contracts, including a single-day volume record of 240,288 contracts on
November 19 , and a single-day open interest record of 682,931 contracts onNovember 30 - Equity Index ADV grew 96% from
November 2019 - Micro E-mini Equity Index futures ADV of 2.3M. Micro E-mini futures and options represented 42.3% of overall Equity Index ADV during
November 2020 - Bitcoin futures ADV grew 118% from
November 2019 U.S. Treasury Bond futures grew 37% fromNovember 2019 - Ultra 10-Year Treasury Note futures rose 28% from
November 2019 - Agricultural futures and options ADV rose 10% from
November 2019 , including 59% agricultural options ADV growth - Corn options ADV grew 54% from
November 2019 - Soybean futures ADV rose 43% from
November 2019 - Energy options ADV grew 10% from
November 2019 Micro Gold futures ADV of 79,000 contracts, represented 11.3% of overall Metals ADV duringNovember 2020 - EBS spot FX average daily notional value ($) increased 13% from
November 2019 - BrokerTec European repo average daily notional value (€) increased 3% from
November 2019
As the world's leading and most diverse derivatives marketplace,
CME-G
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SOURCE CME Group
Chris Grams, 312.930.3435, or Laurie Bischel, 312.648.8698, news@cmegroup.com, www.cmegroup.com/media-room.html; or Investor, John Peschier, 312.930.8491