CME Group Reports September and Third-Quarter 2020 Market Statistics

Posted on October 2, 2020Comments Off on CME Group Reports September and Third-Quarter 2020 Market Statistics


CHICAGO, IL (STL.News) CME Group, the world’s leading and most diverse derivatives marketplace, today reported its September and third-quarter 2020 market statistics, showing it reached average daily volume (ADV) of 15.6 million contracts during the quarter and 16.9 million contracts during the month of September.  Market statistics are available online in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

Quarterly ADV across asset classes includes:

  1. Equity Index ADV of 5.4 million contracts
  2. Interest Rate ADV of 5.3 million contracts
  3. Options ADV of 2.1 million contracts
  4. Energy ADV of 1.9 million contracts
  5. Agricultural ADV of 1.4 million contracts
  6. Foreign Exchange ADV of 829,000 contracts
  7. Metals ADV of 825,000 contracts

September ADV across asset classes includes:

  1. Equity Index ADV of 6.9 million contracts
  2. Interest Rate ADV of 4.9 million contracts
  3. Options ADV of 2.3 million contracts
  4. Energy ADV of 2 million contracts
  5. Agricultural ADV of 1.4 million contracts
  6. Foreign Exchange ADV of 1 million contracts
  7. Metals ADV of 734,000 contracts

Additional highlights include:

  1. 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 represented 36% of overall Equity Index
  2. ADV during Q3 2020, up from 16% in Q3 2019, and up from 34% in Q2 2020
  3. September Equity Index ADV grew 74% from September 2019, reaching its second-highest monthly ADV
  4. E-mini Nasdaq-100 futures ADV increased 62% from September 2019 and grew 23% from Q3 2019
  5. Record Silver futures ADV of 148,000 contracts during Q3
  6. Record Micro Gold futures ADV of 139,000 contracts during Q3
  7. Soybean futures ADV grew 57% from September 2019
  8. Chicago SRW Wheat futures ADV rose 39% from September 2019
  9. Natural Gas options ADV increased 24% from September 2019

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