CME Group, the world’s leading and most diverse derivatives marketplace, has reported July 2021 market statistics, including average daily volume (ADV) of 17.1 million contracts during the month, the highest ever recorded.
Interest rate monthly ADV increased 96 per cent, with SOFR futures ADV up 221 per cent, Ultra 10-Year US Treasury Note futures up 125 per cent, and Eurodollar futures and options increasing 121 per cent and 119 per cent respectively. Interest Rate options meanwhile grew 104 per cent, while Treasury futures rose 82 per cent and options increased 88 per cent.
Options ADV increased 55 per cent, with Copper options ADV up 235 per cent, Equity Index options ADV up 19 per cent, and International Agricultural options ADV increased 120 per cent.
Energy ADV rose 23 per cent, including 44 per cent growth in options.
Micro WTI Crude Oil futures reached an ADV of 43,000 contracts, having traded more than 645,00 total contracts since their July 12 launch
WTI futures increased 37 per cent and options rose 81 per cent
Natural Gas options rose 16 per cent.
International volumes of 4.8m increased 19 per cent, including 21 per cent in Asia and 17 per cent in EMEA.
Micro Bitcoin futures reached an ADV of 17.6K, including more than 1.4 million total contracts since their 3 May launch.
Micro E-mini futures and options represented 37.6 per cent of overall Equity Index ADV and Micro Bitcoin futures accounted for 0.4 per cent of overall Equity Index ADV.
BrokerTec US Treasury ADNV grew 30 per cent, US Repo ADNV increased 15 per cent and European Repo ADNV rose by 11 per cent.