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CME Group reports ADV of 16.9 million contracts in September and 15.6 million for Q3



Derivatives marketplace CME Group released its metrics for September and for the third quarter of 2020.

The company reached average daily volume (ADV) of 16.9 million contracts for September with a 3%MoM rise, compared to the previous month. It also reported ADV of 15.6 million contracts for Q3 2020 with a 23%YoY decrease compared to Q3 2019.

The ADV across all asset classes for the quarter includes:

  • Equity Index ADV of 5.4 million contracts
  • Interest Rate ADV of 5.3 million contracts
  • Options ADV of 2.1 million contracts
  • Energy ADV of 1.9 million contracts
  • Agricultural ADV of 1.4 million contracts
  • Foreign Exchange ADV of 829,000 contracts
  • Metals ADV of 825,000 contracts
CME Group

The ADV across all asset classes for September includes:

  • Equity Index ADV of 6.9 million contracts
  • Interest Rate ADV of 4.9 million contracts
  • Options ADV of 2.3 million contracts
  • Energy ADV of 2 million contracts
  • Agricultural ADV of 1.4 million contracts
  • Foreign Exchange ADV of 1 million contracts
  • Metals ADV of 734,000 contracts

CME Group reported a record ADV of 2.4 million contracts in Micro E-mini Equity futures in September and a record 2 million ADV in Q3. Micro E-mini futures and options account for 36% of overall Equity Index ADV during Q3 2020, up from 16% in Q3 2019, and up from 34% in Q2 2020.

September Equity Index ADV rose 74%YoY from September last year, reaching its second-highest monthly ADV.

Silver futures ADV also reached record numbers in Q3 with 148,000 contracts and Micro Gold futures ADV – a record of 139,000 contracts during Q3.


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CME Group reports ADV of 16.9 million contracts in September and 15.6 million for Q3

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