- Overall ADV increased 20% year-over-year

- Interest Rate ADV rose 40%, driven by SOFR futures ADV growth of 251%

- Daily trading volume surpassed 25 million contracts eight times during the month of November

CHICAGO, Dec. 2, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported its November 2021 market statistics, showing average daily volume (ADV) increased 20% to 23.1 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

November 2021 ADV across asset classes includes:

Additional November product highlights compared to November 2020 include:

  • Overall ADV increased 20%
  • Options ADV increased 59%
    • Equity Index options ADV increased 66% ─ including 141% growth in E-mini Russell 2000 options and 53% growth in E-mini weekly S&P 500 options
  • Interest Rate ADV increased 40%
    • Record SOFR futures ADV of 304K, an increase of 251%
    • 5-Year U.S. Treasury Note options ADV increased 184%
    • Eurodollar futures ADV rose 46% and Treasury futures ADV grew 20%
    • Interest Rate options ADV increased 89%
    • Ultra 10-Year U.S. Treasury Note futures ADV rose 45%
    • Eurodollar options ADV increased 139% and Treasury options ADV increased 49%
  • Energy ADV increased 15%
    • E-mini Crude Oil futures ADV rose 96%
    • WTI futures ADV increased 36% and Brent futures ADV grew 19%
  • Foreign Exchange ADV increased 6%
    • Foreign Exchange options ADV increased 18%
  • Micro Products ADV
    • Micro E-mini futures and options had an ADV of 2.2 million contracts, representing 39.4% of overall Equity Index ADV, while Micro WTI Crude Oil futures accounted for 4.0% of overall Energy ADV and Micro Bitcoin futures accounted for 0.5% of overall Equity Index ADV
    • Micro WTI Crude Oil futures reached a record ADV of 96,000 contracts, having traded more than 6.6 million total contracts since their July 12 launch
    • Micro Bitcoin futures reached an ADV of 27,600 contracts, with more than 3.3 million total contracts since the May 3 launch
    • Micro Treasury Yield futures reached an ADV of 6,181 contracts, with more than 768,000 total contracts traded since the August 16 launch 
  • ADV outside the United States increased 11% to 6.4 million contracts, including 33% growth in Latin America, 14% in EMEA and 2% in Asia
  • BrokerTec U.S. Treasury average daily notional value (ADNV) increased 17% to $127B, including a record RV Curve monthly ADNV of $578 million in November. U.S. Repo ADNV increased 24% to $258B and European Repo ADNV increased 12% to €302B.

As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) enables clients to trade futures, options, cash and OTC markets, optimize portfolios, and analyze data – empowering market participants worldwide to efficiently manage risk and capture opportunities. CME Group exchanges offer the widest range of global benchmark products across all major asset classes based on interest ratesequity indexesforeign exchangeenergyagricultural products and metals.  The company offers futures and options on futures trading through the CME Globex® platform, fixed income trading via BrokerTec and foreign exchange trading on the EBS platform. In addition, it operates one of the world's leading central counterparty clearing providers, CME Clearing.

CME Group, the Globe logo, CME, Chicago Mercantile Exchange, Globex, and, E-mini are trademarks of Chicago Mercantile Exchange Inc.  CBOT and Chicago Board of Trade are trademarks of Board of Trade of the City of Chicago, Inc.  NYMEX, New York Mercantile Exchange and ClearPort are trademarks of New York Mercantile Exchange, Inc.  COMEX is a trademark of Commodity Exchange, Inc. BrokerTec and EBS are trademarks of BrokerTec Europe LTD and EBS Group LTD, respectively. Dow Jones, Dow Jones Industrial Average, S&P 500 and S&P are service and/or trademarks of Dow Jones Trademark Holdings LLC, Standard & Poor's Financial Services LLC and S&P/Dow Jones Indices LLC, as the case may be, and have been licensed for use by Chicago Mercantile Exchange Inc.  All other trademarks are the property of their respective owners. 

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