CME Group Reports Q1 And March 2021 Monthly Market Statistics

CME Group, the world's leading and most diverse derivatives marketplace, today reported its Q1 and March 2021 market statistics, showing it reached average daily volume (ADV) of 21.8 million contracts during the first quarter, and 21.7 million contracts during the month of March. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

Q1 2021 highlights across asset classes compared to Q1 2020 include:

Ultra 10-Year Treasury Note futures ADV up 26%
Micro E-mini Nasdaq 100 futures ADV up 100%
Micro E-mini Russell 2000 futures ADV up 138%
Record SOFR futures ADV of 112,000 contracts
Record Bitcoin futures ADV of 13,500 contracts
Agricultural options ADV up 27%
Corn options ADV up 67%
Soybean options ADV up 64% and soybean oil options up 46% 2020

March 2021 ADV across asset classes includes:

Interest Rate ADV of 9.8 million contracts
Equity Index ADV of 7.0 million contracts
Options ADV of 3.3 million contracts
Energy ADV of 2.2 million contracts
Agricultural ADV of 1.2 million contracts
Foreign Exchange ADV of 947,000 contracts
Metals ADV of 596,000 contracts

Additional March product highlights include:

SOFR futures ADV up 82% YoY
Bitcoin futures ADV grew 35% YoY
Record Micro E-mini equity index futures ADV of 2.9 million contracts, up 23% YoY.
- Micro E-mini futures and options represented 41% of overall Equity Index ADV during March 2021
- Record Micro E-mini Nasdaq 100 futures ADV of 1.3 million contracts
- Record Micro E-mini S&P 500 futures ADV of 1.2 million contracts
- Record Micro E-mini Russell 2000 futures ADV of 202,000 contracts
Soybean Oil options ADV rose 97% YoY
Record monthly ADV for BrokerTec EU Repo of €299 billion