CME Group Reports November 2021 Monthly Market Statistics
- 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
- 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 inLatin America , 14% in EMEA and 2% inAsia - 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-G
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SOURCE CME Group
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