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CME Group Reports May 2020 Monthly Market Statistics

Date 02/06/2020

CME Group, the world's leading and most diverse derivatives marketplace, today reported May 2020 market statistics, showing it reached average daily volume (ADV) of 17.9 million contracts during the month. Open interest at the end of May was 114 million contracts. Market statistics are available online in greater detail at

May ADV across asset classes include:

Additional May product highlights include:

  • Equity Index ADV grew 23% from May 2019
  • Micro E-mini Equity futures traded 252 million contracts, across all four indices, since their May 2019 launch
  • E-mini Russell 2000 futures ADV grew 39%
  • Henry Hub Natural Gas futures ADV rose 54%