CME Group Reports November 2021 Monthly Market Statistics

• Overall ADV increased 20% year-over-year
• Interest Rate ADV rose 40%, driven by SOFR futures ADV growth of 251%
• Daily trading volume surpassed 25 million contracts eight times during the month of November

CME Group, the world's leading and most diverse derivatives marketplace, today reported its November 2021 market statistics, showing average daily volume (ADV) increased 20% to 23.1 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

November 2021 ADV across asset classes includes:

• 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 November 2020 include:

• 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 in Latin America, 14% in EMEA and 2% in Asia
• 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.