cme group

CME Group Reports Slight Uptick in FX Volumes

CME Group, the world’s leading and most diverse derivatives marketplace reported its September and third-quarter 2020 market statistics showing mixed results for various trading instruments. The exchange indicated it reached average daily volume (ADV) of 15.6 million contracts during the quarter and 16.9 million contracts during the month of September.

Trading in FX contracts increased by a modest 1.7% from August with 829,000 contracts traded during September and showed a healthy expansion during the 3rd quarter of 2020. At the same time, quarterly FX figures were actually lower than those in  2019. Meanwhile, demand for commodities and equity index futures grew significantly year over year, with Soybean average daily volumes rising 57% year over year and Nasdaq-100 futures daily volumes rising 62% from September 2019.

Some other notable monthly and quarterly figures:

Quarterly ADV across asset classes includes:

  • Equity Index ADV of 5.4 million contracts
  • Interest Rate ADV of 5.3 million contracts
  • Options ADV of 2.1 million contracts
  • Energy ADV of 1.9 million contracts
  • Agricultural ADV of 1.4 million contracts
  • Foreign Exchange ADV of 829,000 contracts
  • Metals ADV of 825,000 contracts

September ADV across asset classes includes:

  • Equity Index ADV of 6.9 million contracts
  • Interest Rate ADV of 4.9 million contracts
  • Options ADV of 2.3 million contracts
  • Energy ADV of 2 million contracts
  • Agricultural ADV of 1.4 million contracts
  • Foreign Exchange ADV of 1 million contracts
  • Metals ADV of 734,000 contracts