Search

ETD Volume - November 2021

13 December 2021

Worldwide volume of exchange-traded derivatives hit a record of 6.17 billion contracts in the month of November. The November total was up 11.5% from the previous month and up 38.8% from November 2020.

On a year-to-date basis, volume in the first eleven months of the year was 56.44 billion contracts, up 33.8% from the first eleven months of 2020. The majority of that increase came from equity index and individual equity contracts.

Total open interest at the end of November was 1.21 billion contracts, the highest level ever recorded. The November total was up 2.6% from the previous month and up 7.9% from a year ago.

Note: Changes to the data for historical contracts can be found in the tabs named Volume Revision and Correction, OI Revision and Correction, and Additions to Historical Data.

Format change -- A new tab has been included in this report and will appear in all subsequent reports. The new tab, called Raw Data - Alternative, offers more detailed categorizations of individual contracts. Each contract now has four fields for categorization: group, category, sub-category and green status, which indicates whether or not a contract is an ESG index. Please contact us at data@fia.org if you have any comments or suggestions on this new format.
 

2021 November ETD Volume 
November 2021 Futures Options Total M/M Y/Y
Asia-Pacific       1,025,228,592       2,089,218,779       3,114,447,371 12.4% 57.8%
North America            439,174,571       1,040,245,630       1,479,420,201 14.0% 34.4%
Latin America            540,905,321            216,972,925            757,878,246 -9.7% 19.4%
Europe            411,766,181               98,601,632            510,367,813 10.5% 12.4%
Other            296,802,235                  9,988,345            306,790,580 85.2% 9.3%
Grand Total       2,713,876,900       3,455,027,311       6,168,904,211 11.5% 38.8%
M/M 8.8% 13.6% 11.5%    
Y/Y 12.6% 69.8% 38.8%    

 

Asset Class
Asset Class January to November
2020 2021 Change
Futures and Options      
Agriculture 2,312,831,766 2,598,472,738 12.4%
Currency 4,069,500,086 4,957,401,497 21.8%
Energy 2,923,562,358 2,529,887,880 -13.5%
Equity Index 16,918,229,630 24,936,994,653 47.4%
Individual Equity 8,768,475,871 12,513,111,158 42.7%
Interest Rates 3,835,015,260 4,272,634,192 11.4%
Non-Precious Metals 1,245,718,543 1,845,061,258 48.1%
Other 1,229,261,123 2,087,240,485 69.8%
Precious Metals 890,243,452 700,963,140 -21.3%
Grand Total 42,192,838,089 56,441,767,001 33.8%

 

Region 
Region January to November
2020 2021 Change
Futures and Options      
Asia-Pacific 17,924,243,820 27,193,790,927 51.7%
Europe 5,169,215,215 4,999,283,081 -3.3%
Latin America 5,854,912,337 8,196,179,088 40.0%
North America 11,740,987,105 14,092,886,263 20.0%
Other 1,503,479,612 1,959,627,642 30.3%
Grand Total 42,192,838,089 56,441,767,001 33.8%

 

2021 ETD Volume Reports

Download Report

 

 

 

  • FIA
  • FIA Data
  • ETD