US derivatives giant CME Group today reported its June and second-quarter 2020 market statistics, showing it reached average daily volume (ADV) of 17.6 million contracts during the quarter and 17.1 million contracts during the month of June.
Open interest at the end of June was 101 million contracts. Market statistics are available online in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.
Quarterly ADV across asset classes includes:
- Interest Rate ADV of 6.9 million contracts
- Equity Index ADV of 5.6 million contracts, including a record 1.9 million Micro E-mini Equity futures ADV
- Options ADV of 2.8 million contracts
- Energy ADV of 2.6 million contracts
- Agricultural ADV of 1.3 million contracts
- Foreign Exchange ADV of 725,000 contracts
- Metals ADV of 519,000 contracts
June ADV across asset classes includes:
- Equity Index ADV of 6.4 million contracts
- Interest Rate ADV of 5.8 million contracts
- Options ADV of 2.5 million contracts
- Energy ADV of 2 million contracts
- Agricultural ADV of 1.5 million contracts
- Foreign Exchange ADV of 940,000 contracts
- Metals ADV of 531,000 contracts
Additional June highlights include:
- Equity Index ADV grew 64% from June 2019
- Russell 2000 futures ADV grew 49%
- E-mini S&P 500 futures ADV increased 32%
- Energy options ADV in Q2 grew 2% from Q2 2019
- Natural Gas options ADV increased 75% from Q2 2019
- SOFR futures ADV increased 43% from June 2019
