CME Group Reports 2021 Annual, Q4 And Monthly Market Statistics

Overall ADV reached a record 19.6 million contracts in 2021, up 3% for the year and up 26% for both Q4 and the month of December
Interest Rate futures and options ADV up 15% for the year, 56% in Q4, and 41% in December
SOFR contracts saw triple-digit gains

CME Group, the world's leading and most diverse derivatives marketplace, today reported its full-year, Q4 and December 2021 market statistics, showing it reached a record average daily volume (ADV) of 19.6 million contracts during the year, an increase of 3% over 2020. ADV increased 26% in both the fourth quarter and the month of December, to 20.5 million contracts and 18 million contracts, respectively. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

Full-year 2021 highlights across asset classes include:

Interest Rate futures and options growth of 15%, including the following records:
- Record SOFR ADV of 158,482 contracts, an increase of 212%
- Record Ultra 10-Year U.S. Treasury Note ADV of 372,187 contracts, up 46%
- Record Ultra U.S. Treasury Bond ADV of 229,234 contracts, an increase of 11%
Equity Index futures and options records, including:
- Record Micro E-Mini Nasdaq 100 ADV of 949,192 contracts, up 35%
- Record Micro E-Mini Russell 2000 ADV of 155,359 contracts, up 66%
- Record Micro E-Mini Dow Jones ADV of 132,889 contracts, up 3%
Record Bitcoin ADV of 10,105 contracts, an increase of 13%
ADV outside the United States increased 4% to 5.5 million contracts, including 5% growth in Asia, 5% in Latin America and 3% in EMEA

Q4 2021 highlights across asset classes include:

Interest Rate ADV increased 56% to 9.8 million contracts, including:
- SOFR ADV increased 301% to a record 277,464 contracts
- Ultra 10-Year U.S. Treasury Note ADV grew 47% to 377,400 contracts
- Ultra U.S. Treasury Bond ADV grew 17% to 228,000 contracts
Energy ADV increased 16% to 2.3 million contracts
- Record Micro WTI Crude Oil ADV of 78,540 contracts
Equity Index ADV increased 15% to 6 million contracts
- E-Mini S&P 500 Options ADV grew 69% to 920,000 contracts
- Micro E-Mini Russell 2000 ADV grew 99% to 168,000 contracts
Options ADV increased 58% to 3.7 million contracts
Record Micro Bitcoin futures ADV of 24,534 contracts

December 2021 ADV across asset classes includes:

Interest Rate ADV of 7.1 million contracts
Equity Index ADV of 6.8 million contracts
Options ADV of 3.2 million contracts
Energy ADV of 1.9 million contracts
Agricultural ADV of 1 million contracts
Foreign Exchange ADV of 875,000 contracts
Metals ADV of 336,000 contracts

Additional December year-over-year product highlights include:

Equity Index ADV grew 45%
- E-Mini S&P 500 Options ADV increased 111% to 990,000 contracts
Interest Rate ADV increased 41%
- SOFR ADV increased 335% to 289,100 contracts
- 5-Year U.S. Treasury Note Options ADV increased 223% to 171,000 contracts
- Ultra 10-Year U.S. Treasury Note ADV increased 30% to 244,000 contracts
Energy ADV increased 5%
- WTI Crude Oil futures and options ADV increased 26% to 1 million contracts
- Brent Crude Oil futures and options ADV increased 12% to 85,000 contracts
Micro Products ADV
- Micro E-mini futures and options had an ADV of 2.5 million contracts, representing 36.3% of overall Equity Index ADV, while Micro WTI Crude Oil futures accounted for 4.2% of overall Energy ADV and Micro Bitcoin futures accounted for 0.3% of overall Equity Index ADV
- Micro Ether futures had an ADV of 9,492 contracts, having traded more than 208,000 total contracts since their December 6 launch
BrokerTec U.S. Repo average daily notional value (ADNV) increased 31% to $257B, U.S. Treasury ADNV increased 13% to $97B, and European Repo ADNV increased 1% to €257B