CME Group Reports October 2021 Monthly Market Statistics - Average Daily Volume Of Interest Rate Contracts Rose 94% Year-Over-Year

CME Group, the world's leading and most diverse derivatives marketplace, today reported its October 2021 market statistics, showing average daily volume (ADV) increased 32 percent to 20.4 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

October 2021 ADV across asset classes includes:

• Interest Rate ADV of 10.2 million contracts
• Equity Index ADV of 5.4 million contracts
• Options ADV of 3.8 million contracts
• Energy ADV of 2.5 million contracts
• Agricultural ADV of 1.2 million contracts
• Foreign Exchange ADV of 720,000 contracts
• Metals ADV of 465,000 contracts

Additional October product highlights compared to October 2020 include:

• Overall ADV increased 32%
• Interest Rate ADV increased 94%
  • Record SOFR futures ADV of 238K, an increase of 325%
  • Eurodollar futures ADV rose 163%
  • Treasury futures ADV grew 52%
  • Ultra 10-Year U.S. Treasury Note futures rose 60%
• Options ADV increased 53%
  • Interest Rate options increased 104%
  • Eurodollar options increased 221% and Treasury options increased 24%
  • 5-Year U.S. Treasury Note options increased 199%
  • Equity Index options increased 38%, including 34% growth in E-mini weekly S&P 500 options
  • Foreign Exchange options increased 27%
• Energy ADV increased 28%
  • Micro WTI Crude Oil futures reached an ADV of 62,000 contracts, having traded more than 4.6 million total contracts since their July 12 launch
  • WTI futures ADV increased 54% and Brent futures grew 36%
• Foreign Exchange ADV increased 2%
• Micro Products ADV
  • Micro E-mini futures and options had an ADV of 2.1 million contracts, representing 38.8% of overall Equity Index ADV, while Micro WTI Crude Oil futures accounted for 2.5% of overall Energy ADV and Micro Bitcoin futures accounted for 0.5% of overall Equity Index ADV
  • Micro Bitcoin futures reached an ADV of 27,200 contracts, with more than 2.7 million total contracts since the May 3 launch
  • Micro Treasury Yield futures reached an ADV of 8,500 contracts, with more than 638,000 total contracts traded since the August 16 launch
• ADV outside the United States increased 36% to 5.8 million, including 48% growth in Latin America, 40% in EMEA and 26% in Asia
• BrokerTec US Repo average daily notional value (ADNV) increased 43% to $274B, U.S. Treasury ADNV increased 33% to $131B, European Repo ADNV increased 18% to €304B and RV Curve ADNV reached a record of more than $550 million