CME Group, the world's leading and most diverse derivatives marketplace, today reported its Q2 and
Q2 2021 highlights across asset classes compared to Q2 2020 include:
- Overall ADV increased 5%
- Interest rate futures and options volume rose by 25%, including:
- Record SOFR futures ADV of 118K, an increase of more than 200%
- Interest rate options volume grew by 19%
- Record Bitcoin futures and options ADV of 26,575 contracts, as well as record Ether futures ADV of 3,740 contracts
- Agricultural futures and options volume increased 24%, including record volume from outside
the United States - Agricultural ADV from EMEA was up 35% while ADV from
Asia rose by 67% - Agricultural options ADV jumped by 76%
- Corn options ADV increased 116% and Soybean Oil options grew by 174%
- Agricultural ADV from EMEA was up 35% while ADV from
- Options ADV grew 13% to 3.1M
- Metals volume rose by 9%, including a record 4.3K ADV in copper options
- Foreign exchange volumes grew by 6%
- International volumes increased 5% in EMEA and 8% in
Asia - Record BrokerTec EU Repo average daily notional volume (ADNV) of €301.0B and BrokerTec Quote ADNV of
$5.3B - Record quarterly EBS Institutional ADNV of
$4.9B
- Interest Rate ADV of 8.6 million contracts
- Equity Index ADV of 4.6 million contracts
- Options ADV of 3.3 million contracts
- Energy ADV of 2.1 million contracts
- Agricultural ADV of 1.7 million contracts
- Foreign Exchange ADV of 928,000 contracts
- Metals ADV of 575,000 contracts
Additional June product highlights compared to
- Overall ADV increased 7%
- Interest rate futures and options grew by 48%, driven by:
- Record SOFR futures and options ADV of 127K, an increase of more than 200%
- Interest rate options volume rose by 55% in June
- Options ADV increased 30%
- Agricultural futures and options ADV rose by 12%, including 59% growth in options
- Metals futures and options volumes increased 8%, reflecting 16% growth in options
- Energy futures and options grew 3%
- International volumes increased 8% in EMEA and 11% in
Asia - Micro E-mini futures and options represented 33.2% of overall Equity Index ADV and Micro Bitcoin futures accounted for 0.5% of overall Equity Index ADV during
June 2021 - BrokerTec US Repo ADNV increased 8% and European Repo ADNV grew by 5%
- Record EBS Institutional monthly average daily notional volume (ADNV) of
$6.5B