CME Group Posts June and Second-Quarter 2020 Market Statistics

US derivatives giant 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 .

Quarterly ADV across asset classes includes:

ADV of 6.9 million contracts

ADV of 5.6 million contracts, including a record 1.9 million Micro E-mini Equity futures ADV

ADV of 2.8 million contracts

ADV of 2.6 million contracts

ADV of 1.3 million contracts

ADV of 725,000 contracts

ADV of 519,000 contracts

June ADV across asset classes includes:

ADV of 6.4 million contracts

ADV of 5.8 million contracts

DV of 2.5 million contracts

ADV of 2 million contracts

ADV of 1.5 million contracts

ADV of 940,000 contracts

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