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 5.63 billion contracts in the month of September, making it the highest level recorded. The September total was up 6.5% from the previous month and up 33% from September 2020.
On a year-to-date basis, volume in the first nine months of the year was 44.74 billion contracts, up 32.7% from the first nine months of 2020. The majority of that increase came from equity index and individual equity contracts.
Total open interest at the end of September was 1.14 billion contracts, the highest level ever recorded. The September total was up 1.3% from the previous month and up 13.1% 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.
September 2021 ETD Volume
| September 2021 | Futures | Options | Total | M/M | Y/Y |
| Asia-Pacific | 945,815,591 | 1,910,927,142 | 2,856,742,733 | 6.2% | 48.6% |
| North America | 374,004,146 | 890,066,711 | 1,264,070,857 | 2.7% | 18.2% |
| Latin America | 595,030,600 | 238,056,837 | 833,087,437 | 0.0% | 36.2% |
| Europe | 410,493,610 | 91,985,944 | 502,479,554 | 31.0% | 4.4% |
| Other | 161,179,670 | 13,498,410 | 174,678,080 | 15.4% | 15.7% |
| Grand Total | 2,486,523,617 | 3,144,535,044 | 5,631,058,661 | 6.5% | 33.0% |
| M/M | 4.0% | 8.5% | 6.5% | ||
| Y/Y | 7.2% | 64.1% | 33.0% |
Asset Class
| Asset Class | January to September | ||
| 2020 | 2021 | Change | |
| Futures and Options | |||
| Agriculture | 1,802,962,185 | 2,139,972,805 | 18.7% |
| Currency | 3,250,069,696 | 3,950,658,902 | 21.6% |
| Energy | 2,472,566,152 | 2,080,371,484 | -15.9% |
| Equity Index | 13,535,249,162 | 19,022,881,761 | 40.5% |
| Individual Equity | 6,723,380,027 | 10,487,282,578 | 56.0% |
| Interest Rates | 3,243,423,435 | 3,397,215,724 | 4.7% |
| Non-Precious Metals | 1,043,324,021 | 1,455,116,739 | 39.5% |
| Other | 919,465,572 | 1,626,371,645 | 76.9% |
| Precious Metals | 722,760,282 | 577,864,762 | -20.0% |
| Grand Total | 33,713,200,532 | 44,737,736,400 | 32.7% |
Region
| Region | January to September | ||
| 2020 | 2021 | Change | |
| Futures and Options | |||
| Asia-Pacific | 14,173,014,717 | 21,308,798,757 | 50.3% |
| Europe | 4,283,342,084 | 4,027,174,094 | -6.0% |
| Latin America | 4,576,397,978 | 6,599,038,621 | 44.2% |
| North America | 9,626,401,063 | 11,315,532,691 | 17.5% |
| Other | 1,054,044,690 | 1,487,192,237 | 41.1% |
| Grand Total | 33,713,200,532 | 44,737,736,400 | 32.7% |
