Benzinga | Feb 2, 2021 07:37AM EST

CME Group January 2021 Overall Average Daily Volume Grew 2% Compared To January 2020

CHICAGO, Feb. 2, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported January 2021 market statistics, including average daily volume (ADV) of 19.2 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

January ADV across asset classes includes:

* Interest Rate ADV of 8 million contracts

* Equity Index ADV of 5.6 million contracts

* Options ADV of 3.3 million contracts

* Energy ADV of 2.2 million contracts

* Agricultural ADV of 1.7 million contracts

* Foreign Exchange ADV of 781,000 contracts

* Metals ADV of 719,000 contracts

Additional January product highlights include:

* Overall ADV grew 2% compared to January 2020

* Equity Index ADV grew 31% from January 2020 Record ADV of 189,000 in Micro E-mini Russell 2000 futures Micro E-mini Equity Index futures ADV of 2.3M. Micro E-mini futures and options represented 41% of overall Equity Index ADV during January 2020

* Agricultural futures and options ADV rose 36% from January 2020, including 89% agricultural options ADV growth Corn options ADV grew 159% from January 2020 Soybean options ADV grew 147% from January 2020

* FX futures and options ADV rose 1% from January 2020

* Record Bitcoin futures ADV of 17,500 contracts

* Record SOFR futures ADV of 98,000 contracts, including a single-day open interest record of 726,000 contracts on Jan. 27

* Ultra 10-Year Treasury Note futures ADV grew 49% from January 2020, including a single-day open interest record of 1.14 million contracts on Jan. 29

* BrokerTec European Repo average daily notional volume (ADNV) grew 8% from January 2020

* EBS Spot FX ADNV grew 2% from January 2020