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CME Group Reports 22% ADV Growth in August 2022

Published: 2022-09-02 11:30:00 ET

Highest-ever August for Equity Index ADV
Record SOFR futures and options OI

CHICAGO, Sept. 2, 2022 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its August 2022 market statistics, showing average daily volume (ADV) increased 22% to 21.2 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

August 2022 ADV across asset classes includes:

Interest Rate ADV of 10.6 million contracts
Equity Index ADV of 6.3 million contracts
Options ADV of 3.4 million contracts
Energy ADV of 1.8 million contracts
Agricultural ADV of 1.2 million contracts
Foreign Exchange ADV of 866,000 contracts
Metals ADV of 427,000 contracts

Additional August 2022 product highlights compared to August 2021 include:

Equity Index ADV increased 51%

Micro E-mini S&P 500 futures ADV increased 85%
Micro E-mini Nasdaq-100 futures ADV increased 71%
E-mini S&P 500 options ADV increased 67%
E-mini Nasdaq-100 options ADV increased 39%
E-mini Nasdaq-100 futures ADV increased 28%

Foreign Exchange ADV increased 39%

E-mini Euro FX futures ADV increased 112%
Japanese Yen futures ADV increased 79%

Interest Rate ADV increased 20%

Record monthly SOFR options ADV of 518,296 contracts and record open interest (OI) of 11,272,710 contracts on August 31
Record SOFR futures OI of 7,705,166 contracts on August 30
23 trading days when SOFR futures daily volume surpassed Eurodollar futures, with SOFR futures ADV in August equivalent to 164% of Eurodollar futures ADV in the same period
15 trading days when SOFR options daily volume surpassed Eurodollar options, with SOFR options ADV in August equivalent to 120% of Eurodollar options ADV in the same period
30-Day Fed Fund futures ADV increased 363%
5-Year U.S. Treasury Note options ADV increased 81%
2-Year U.S. Treasury Note futures ADV increased 48%

Options ADV increased 18%

Equity Index options ADV increased 63%
Interest Rate options ADV increased 10%
Agricultural options ADV increased 8%
Metals options ADV increased 6%

Cryptocurrency ADV increased 98%

Bitcoin futures ADV increased 50%
Ether futures ADV increased 43%

Micro Products ADV

Micro E-mini Equity Index futures and options ADV of 2.6 million contracts represented 41% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 7% of overall Energy ADV, Micro Ether futures accounted for 0.3% of overall Equity Index ADV and Micro Bitcoin futures accounted for 0.1% of overall Equity Index ADV

ADV outside the United States increased 20% to 5.6 million contracts, including 37% growth in APAC, 26% in Latin America and 14% in EMEA
BrokerTec U.S.Treasury average daily notional value (ADNV) increased 23% to $111.4B, European Repo ADNV increased 21% to €343.7B and U.S. Repo ADNV increased 18% to $268B

About CME Group

As the world's leading derivatives marketplace, CME Group (www.cmegroup.com) enables clients to trade futures, options, cash and OTC markets, optimize portfolios, and analyze data – empowering market participants worldwide to efficiently manage risk and capture opportunities. CME Group exchanges offer the widest range of global benchmark products across all major asset classes based on interest rates, equity indexes, foreign exchange, energy, agricultural products and metals. The company offers futures and options on futures trading through the CME Globex platform, fixed income trading via BrokerTec and foreign exchange trading on the EBS platform. In addition, it operates one of the world's leading central counterparty clearing providers, CME Clearing.

CME Group, the Globe logo, CME, Chicago Mercantile Exchange, Globex, and, E-mini are trademarks of Chicago Mercantile Exchange Inc. CBOT and Chicago Board of Trade are trademarks of Board of Trade of the City of Chicago, Inc. NYMEX, New York Mercantile Exchange and ClearPort are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. BrokerTec and EBS are trademarks of BrokerTec Europe LTD and EBS Group LTD, respectively. Dow Jones, Dow Jones Industrial Average, S&P 500 and S&P are service and/or trademarks of Dow Jones Trademark Holdings LLC, Standard & Poor's Financial Services LLC and S&P/Dow Jones Indices LLC, as the case may be, and have been licensed for use by Chicago Mercantile Exchange Inc. All other trademarks are the property of their respective owners.

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SOURCE CME Group

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All statements made via social media sites sponsored or maintained by Enhanced Investments and its affiliates are for informational purposes only and do not constitute a comprehensive description of Enhanced Investments' investment advisory services.
Certain investments are not suitable for all investors. Before investing, consider your investment objectives and applicable fees. The rate of return on investments can vary widely over time, especially for long term investments. Investment losses are possible, including the potential loss of all amounts invested. Information provided by Enhanced Investments is for informational and general educational purposes only and is not investment or financial advice.