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
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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