CME Group Reports ADV of 15.4 Million Contracts in October

US derivatives giant CME Group has published its market statistics for the month of October, reporting average daily volume (ADV) of 15.4 million contracts.

According to the marketplace, the ADV across all asset classes for the quarter includes:

• Equity Index ADV of 5.4 million contracts

• Interest Rate ADV of 5.2 million contracts

• Options ADV of 2.5 million contracts

• Energy ADV of 2 million contracts

• Agricultural ADV of 1.6 million contracts

• Foreign Exchange ADV of 704,000 contracts

• Metals ADV of 529,000 contracts

Additional highlights from October include:

• Equity Index ADV grew 60% from October 2019

Micro E-mini Equity Index futures ADV of 2.1M. Micro E-mini futures and options represented 38.2% of overall Equity Index ADV during October 2020

• SOFR futures ADV increased 28% from October 2019

• Agricultural ADV rose 25% from October 2019, including 14% Soybean futures ADV growth

Record EMEA Agricultural ADV of 305,000 contracts, up 82% from October 2019

Record APAC Agricultural ADV of 111,000 contracts, up 96% from October 2019

• Energy options ADV grew 17% from October 2019

• ​Micro Gold futures ADV of 77,000 contracts, represented 14.6% of overall Metals ADV during October 2020

Recently, the Group also disclosed its financial results for the third quarter of 2020​, representing revenue of $1.1 billion and operating income of $525 million.