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CME Group Reports February 2021 Monthly Market Statistics

CME Group, the world's leading and most diverse derivatives marketplace, today reported February 2021 market statistics, including average daily volume (ADV) of 24.6 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

February ADV across asset classes includes:

Additional February product highlights include:

  • Overall ADV grew 28% compared to January 2021
  • Micro E-mini Equity Index futures ADV of 2.2 million contracts. Micro E-mini futures and options represented 41% of overall Equity Index ADV during February 2021
    • Single-day volume record of 4.4 million Micro E-mini contracts on Feb. 26, across all four indexes – the S&P 500, Nasdaq-100, Russell 2000 and Down Jones Industrial Average Indexes
    • Micro Russell 2000 futures grew 139% from February 2020
    • Micro Nasdaq 100 futures grew 101% from February 2020
  • Agricultural options ADV grew 33% from February 2020
    • Corn options ADV rose 92% from February 2020
    • Soybean options ADV grew 79% and soybean oil options ADV increased 19% compared to February 2020
  • Agricultural ADV in Asia-Pacific grew 43% compared to February 2020
  • Natural Gas options ADV grew 26% from February 2020
  • Record SOFR futures monthly ADV of 123,000, including a single-day volume record of 265,511 contracts on Feb. 25
  • Record 30-Year Treasury Bond futures monthly ADV of 707,000, including a record single-day volume of 1.8M on Feb 23.
  • Record Ultra 10-Year Treasury Note futures monthly ADV of 594,000 contracts, including a record single-day volume of 1.7 million contracts on Feb. 23
  • Bitcoin futures ADV grew 32% from February 2020
  • Record BrokerTec European Repo monthly ADV of €290.8 billion
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