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CME Group Reports Q3 and September 2021 Monthly Market Statistics

CHICAGO, Oct. 4, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported its Q3 and September 2021 market

articleCme Group Inc.October 4, 20213/company/cme-group-inc/news/cme-group-reports-q3-and-september-2021-monthly-market-statistics
CME Group Reports Q3 and September 2021 Monthly Market Statistics

About this update from Cme Group Inc.

[{"type":"text","content":"CHICAGO, Oct. 4, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported its Q3 and September 2021 market statistics, showing average daily volume (ADV) increased 14 percent to 17.8 million contracts during the third quarter, and was up 11 percent at 18.8 million contracts during the month of September. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.\nQ3 2021 highlights across asset classes compared to Q3 2020 include:\nOverall ADV increased 14% Interest Rate ADV increased 53%, including: Record quarterly SOFR futures ADV of 124,000, an increase of 183% Eurodollar futures ADV rose 67% YoY Ultra 10-Year U.S. Treasury Note futures ADV grew 62% Treasury futures ADV rose 36% Bitcoin futures ADV of 24,236, an increase of 170% Options ADV increased 45% Interest Rate options increased 87% Energy options rose 26% Equity Index options grew 21% Foreign Exchange options increased 15%Energy ADV increased 18% ADV outside the United States increased 13% to 5.0 million contracts in Q3, including 15% growth in EMEA and 8% in Asia BrokerTec U.S. Repo average daily notional value (ADNV) increased 18% to $230B, European Repo ADNV increased 12% to €293B and U.S. Treasury ADNV increased 5% to $98BSeptember 2021 ADV across asset classes includes: \nInterest Rate ADV of 7.7 million contracts Equity Index ADV of 6.4 million contracts Options ADV of 3.2 million contracts Energy ADV of 2.3 million contracts Agricultural ADV of 1.1 million contracts Foreign Exchange ADV of 975,000 contracts Metals ADV of 437,000 contractsAdditional September product highlights compared to September 2020 include:\nOverall ADV increased 11% Interest Rate ADV increased 58% Record SOFR futures ADV of 137K, an increase of 147% 5-Year U.S. Treasury Note options increased 124% 10-year U.S. Treasury Note options rose 76% Eurodollar futures ADV rose 58% Ultra 10-Year U.S. Treasury Note futures rose 52% Treasury futures ADV grew 46% Micro Treasury Yield futures ADV of 15,650 contracts – more than 450,000 total contracts have traded since its August 16 launch Options ADV increased 43% Interest Rate options increased 92% Equity Index options increased 30%, including 31% growth in E-mini S&P 500 options Foreign Exchange options increased 22% Energy options increased 7%Energy ADV i...

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