CME Group, the world's leading and most diverse derivatives marketplace, today reported July 2020 market statistics, including average daily volume (ADV) of 13.6 million contracts during the month. Open interest at the end of July was 101 million contracts. Market statistics are available online in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.
July ADV across asset classes includes:
- Equity Index ADV of 5.2 million contracts
- Interest Rate ADV of 4 million contracts
- Options ADV of 2 million contracts
- Energy ADV of 1.7 million contracts
- Agricultural ADV of 1.3 million contracts
- Foreign Exchange ADV of 755,000 contracts
- Metals ADV of 725,000 contracts
Additional July product highlights include:
- Equity Index ADV grew 82% from July 2019, including 16% Equity Index options ADV growth
- Micro E-mini Equity futures ADV of 2 million contracts
- E-mini Russell 2000 futures ADV grew 61% from July 2019
- E-mini Nasdaq-100 futures ADV grew 53% from July 2019
- Silver futures ADV increased 36% from July 2019
- Soybean options ADV grew 34% from July 2019
- Natural Gas options ADV rose 19% from July 2019
- Foreign Exchange futures and options ADV grew 10% from July 2019
- New Zealand dollar futures ADV grew 26% from July 2019
- Euro FX futures ADV grew 24% from July 2019
