CME Group sees new ADV records in Q2 and June

Derivatives marketplace CME Group has reported its Q2 and June 2021 market statistics, showing it reached average daily volume (ADV) of 18.4 million contracts for both the second quarter and the month of June.

According to CME Group's latest figures, overall ADV increased 5 per cent, while interest rate futures and options volume rose by 25 per cent, including: Record SOFR futures ADV of 118K, an increase of more than 200 per cent, and a 19 per cent increase in interest rate options.

CME Group also saw record bitcoin futures and options ADV of 26,575 contracts, as well as record ether futures ADV of 3,740 contracts. Agricultural futures and options volume meanwhile, increased 24 per cent, including record volume from outside the United States. Agricultural ADV from EMEA was up 35 per cent while ADV from Asia rose by 67 per cent and agricultural options ADV jumped by 76 per cent. Corn options ADV increased 116 per cent and Soybean Oil options grew by 174 per cent.

Options ADV grew 13 per cent to 3.1 million, while metals volume rose by 9 per cent, including a record 4.3K ADV in copper options.

Foreign exchange volumes grew by 6 per cent, with international volumes increasing 5 per cent in EMEA and 8 per cent in Asia.

The group also saw record BrokerTec EU Repo average daily notional and BrokerTec Quote ADNV of USD5.3 billion.