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% |
