CME Group reports 19.2 million contracts in January

Derivatives marketplace CME Group released its monthly metrics for January 2021.

The company registered average daily volume (ADV) of 19.2 million contracts for January with a 2% MoM increase, compared to the previous month when it was 18.9 million.

CME Group’s monthly metrics highlights from January include Equity index of 5.6 million contracts, with 19% MoM increase since December, and Interest Rate of 8 million contracts with a 60% MoM rise.

CME Group

Options ADV reached 3.3 million contracts up by 65% MoM and Energy ADV was 2.2 million contracts, with a 11% MoM increase compared to previous month.

Agricultural ADV for the company was 1.7 million contracts, up by 30.8% MoM. Foreign Exchange ADV registered 781,000 contracts and Metals ADV of 719,000 contracts.

Additional highlights from January include:

  • Record ADV of 189,000 in Micro E-mini Russell 2000 futures
  • Micro E-mini Equity Index futures ADV of 2.3M. Micro E-mini futures and options represented 41% of overall Equity Index ADV during January 2020
  • Record Bitcoin futures ADV of 17,500 contracts
  • Record SOFR futures ADV of 98,000 contracts, including a single-day open interest record of 726,000 contracts on Jan. 27
  • Ultra 10-Year Treasury Note futures ADV grew 49% from January 2020, including a single-day open interest record of 1.14 million contracts on Jan. 29
  • BrokerTec European Repo average daily notional volume (ADNV) grew 8% from January 2020
  • EBS Spot FX ADNV grew 2% from January 2020

Earlier in January, CME Group announced four new Japanese electricity futures contracts and two new LNG futures contracts will be available for trading on 8 February, 2021.

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