CHICAGO, Sept. 2, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported August 2021 market statistics, including average daily volume (ADV) of 17.5 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

August ADV across asset classes includes:

Additional August product highlights compared to August 2020 include:

  • Overall volume grew 7%
  • Interest Rate monthly ADV increased 23%
    • SOFR futures ADV rose 195%
    • Interest Rate options ADV grew 69%
    • Eurodollar futures and options ADV increased 51%
    • Ultra 10-Year U.S. Treasury Note futures ADV grew 39%
    • Treasury futures and options ADV increased 13%
    • Micro Treasury Yield futures ADV of 11,000 since August 16 launch
  • Options ADV increased 37%
    • 10-Year U.S. Treasury Note options ADV grew 38%
    • Foreign Exchange options ADV increased 15%
    • E-mini Nasdaq-100 options ADV rose 20%
    • Equity Index options ADV grew 12%
  • Energy ADV rose 15%, including 33% growth in options
    • RBOB Gasoline futures ADV increased 27%
    • Micro WTI Crude Oil futures reached an ADV of 72,000 contracts, having traded more than 2.2 million total contracts since their July 12 launch
    • Natural Gas options rose 18%
  • ADV outside the United States increased 5% to 4.7 million contracts in August, including 5% growth in EMEA and 2% in Asia
  • Micro Bitcoin futures reached an ADV of 13,000 contracts, including more than 1.7 million total contracts since their May 3 launch
  • Micro E-mini futures and options represented 37.5% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 3.4% of overall Energy ADV and Micro Bitcoin futures accounted for 0.3% of overall Equity Index ADV
  • BrokerTec U.S. Repo ADNV increased 18% and European Repo ADNV rose by 12%

As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) enables clients to trade futures, options, cash and OTC markets, optimize portfolios, and analyze data – empowering market participants worldwide to efficiently manage risk and capture opportunities. CME Group exchanges offer the widest range of global benchmark products across all major asset classes based on interest ratesequity indexesforeign exchangeenergyagricultural products and metals.  The company offers futures and options on futures trading through the CME Globex® platform, fixed income trading via BrokerTec and foreign exchange trading on the EBS platform. In addition, it operates one of the world's leading central counterparty clearing providers, CME Clearing. With a range of pre- and post-trade products and services underpinning the entire lifecycle of a trade, CME Group also offers optimization and reconciliation services through TriOptima, and trade processing services through Traiana.

CME Group, the Globe logo, CME, Chicago Mercantile Exchange, Globex, and, E-mini are trademarks of Chicago Mercantile Exchange Inc.  CBOT and Chicago Board of Trade are trademarks of Board of Trade of the City of Chicago, Inc.  NYMEX, New York Mercantile Exchange and ClearPort are trademarks of New York Mercantile Exchange, Inc.  COMEX is a trademark of Commodity Exchange, Inc. BrokerTec, EBS, TriOptima, and Traiana are trademarks of BrokerTec Europe LTD, EBS Group LTD, TriOptima AB, and Traiana, Inc., respectively. Dow Jones, Dow Jones Industrial Average, S&P 500 and S&P are service and/or trademarks of Dow Jones Trademark Holdings LLC, Standard & Poor's Financial Services LLC and S&P/Dow Jones Indices LLC, as the case may be, and have been licensed for use by Chicago Mercantile Exchange Inc.  All other trademarks are the property of their respective owners. 

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SOURCE CME Group

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