Search

ETD Volume - October 2021

12 November 2021

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.

Worldwide volume of exchange-traded derivatives was 5.54 billion contracts in the month of October, making it the third highest level recorded. The October total was down 1.7% from the previous month but up 37.2% from October 2020.

On a year-to-date basis, volume in the first ten months of the year was 50.27 billion contracts, up 33.2% from the first ten months of 2020. The majority of that increase came from equity index and individual equity contracts.

Total open interest at the end of October was 1.18 billion contracts, the highest level ever recorded. The October total was up 3.6% from the previous month and up 12.4% 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.
 

2021 October ETD Volume
October 2021 Futures Options Total M/M Y/Y
Asia-Pacific               959,921,550           1,810,623,249           2,770,544,799 -3.0% 55.9%
North America               387,740,400               910,192,971           1,297,933,371 2.7% 28.0%
Latin America               612,706,352               226,555,869               839,262,221 0.7% 30.4%
Europe               374,005,487                   87,735,687               461,741,174 -8.1% 6.9%
Other               160,194,437                      5,450,388               165,644,825 -5.2% -1.9%
Grand Total           2,494,568,226           3,040,558,164           5,535,126,390 -1.7% 37.2%
M/M 0.3% -3.3% -1.7%    
Y/Y 21.7% 53.1% 37.2%    

 

Asset Class
Asset Class January to October
2020 2021 Change
Futures and Options      
Agriculture 2,034,051,790 2,354,876,008 15.8%
Currency 3,659,531,757 4,445,627,051 21.5%
Energy 2,692,746,462 2,303,291,172 -14.5%
Equity Index 15,252,753,573 22,056,721,358 44.6%
Individual Equity 7,624,507,450 11,151,210,774 46.3%
Interest Rates 3,510,749,419 3,850,061,197 9.7%
Non-Precious Metals 1,128,719,932 1,626,201,061 44.1%
Other 1,044,849,028 1,853,543,589 77.4%
Precious Metals 800,657,966 631,330,580 -21.1%
Grand Total 37,748,567,377 50,272,862,790 33.2%
 
Region
Region January to October
2020 2021 Change
Futures and Options      
Asia-Pacific 15,950,184,763 24,079,343,556 51.0%
Europe 4,715,109,259 4,488,915,268 -4.8%
Latin America 5,220,023,175 7,438,300,842 42.5%
North America 10,640,400,023 12,613,466,062 18.5%
Other 1,222,850,157 1,652,837,062 35.2%
Grand Total 37,748,567,377 50,272,862,790 33.2%

2021 ETD Volume Reports

Download Report
  • FIA
  • FIA Data
  • ETD