CME Group Reports October 2021 Monthly Market Statistics
- Interest Rate ADV of 10.2 million contracts
- Equity Index ADV of 5.4 million contracts
- Options ADV of 3.8 million contracts
- Energy ADV of 2.5 million contracts
- Agricultural ADV of 1.2 million contracts
- Foreign Exchange ADV of 720,000 contracts
- Metals ADV of 465,000 contracts
Additional October product highlights compared to
- Overall ADV increased 32%
- Interest Rate ADV increased 94%
- Record SOFR futures ADV of 238K, an increase of 325%
- Eurodollar futures ADV rose 163%
Treasury futures ADV grew 52%- Ultra 10-Year
U.S. Treasury Note futures rose 60% - Options ADV increased 53%
- Interest Rate options increased 104%
- Eurodollar options increased 221% and
Treasury options increased 24% - 5-Year
U.S. Treasury Note options increased 199% - Equity Index options increased 38%, including 34% growth in E-mini weekly S&P 500 options
- Foreign Exchange options increased 27%
- Energy ADV increased 28%
- Micro WTI Crude Oil futures reached an ADV of 62,000 contracts, having traded more than 4.6 million total contracts since their
July 12 launch - WTI futures ADV increased 54% and Brent futures grew 36%
- Foreign Exchange ADV increased 2%
- Micro Products ADV
- Micro E-mini futures and options had an ADV of 2.1 million contracts, representing 38.8% of overall Equity Index ADV, while Micro WTI Crude Oil futures accounted for 2.5% of overall Energy ADV and Micro Bitcoin futures accounted for 0.5% of overall Equity Index ADV
- Micro Bitcoin futures reached an ADV of 27,200 contracts, with more than 2.7 million total contracts since the
May 3 launch - Micro Treasury Yield futures reached an ADV of 8,500 contracts, with more than 638,000 total contracts traded since the
August 16 launch - ADV outside
the United States increased 36% to 5.8 million, including 48% growth inLatin America , 40% in EMEA and 26% inAsia - BrokerTec US Repo average daily notional value (ADNV) increased 43% to
$274B ,U.S. Treasury ADNV increased 33% to$131B , European Repo ADNV increased 18% to €304B and RV Curve ADNV reached a record of more than$550 million
As the world's leading and most diverse derivatives marketplace,
CME-G
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SOURCE CME Group
Media Contacts: Timothy Barello, 212.299.2256, Chris Grams, 312.930.3435, news@cmegroup.com, www.cmegroup.com/media-room.html; Investor Contact: John Peschier, 312.930.8491