CME Group Reports October 2020 Monthly Market Statistics

CME Group, the world's leading and most diverse derivatives marketplace, today reported October 2020 market statistics, including average daily volume (ADV) of 15.4 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

October ADV across asset classes includes:

Equity Index ADV of 5.4 million contracts
Interest Rate ADV of 5.2 million contracts
Options ADV of 2.5 million contracts
Energy ADV of 2 million contracts
Agricultural ADV of 1.6 million contracts
Foreign Exchange ADV of 704,000 contracts
Metals ADV of 529,000 contracts

Additional October product highlights include:

Equity Index ADV grew 60% from October 2019
- Micro E-mini Equity Index futures ADV of 2.1M. Micro E-mini futures and options represented 38.2% of overall Equity Index ADV during October 2020
SOFR futures ADV increased 28% from October 2019
Agricultural ADV rose 25% from October 2019, including 14% Soybean futures ADV growth
- Record EMEA Agricultural ADV of 305,000 contracts, up 82% from October 2019
- Record APAC Agricultural ADV of 111,000 contracts, up 96% from October 2019
Energy options ADV grew 17% from October 2019
Micro Gold futures ADV of 77,000 contracts, represented 14.6% of overall Metals ADV during October 2020