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% |
