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CME Group Reports January 2022 Monthly Market Statistics

Published: 2022-02-02 12:30:00 ET

- Overall ADV increased 28% year-over-year

- Equity Index ADV grew 56%, driven by record Micro E-mini Equity futures

- Record SOFR futures and options ADV and OI

CHICAGO, Feb. 2, 2022 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its January 2022 market statistics, showing average daily volume (ADV) increased 28% to 24.6 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

January 2022 ADV across asset classes includes:

Interest Rate ADV of 10.8 million contracts
Equity Index ADV of 8.7 million contracts
Options ADV of 4.6 million contracts
Energy ADV of 2.4 million contracts
Agricultural ADV of 1.3 million contracts
Foreign Exchange ADV of 779,000 contracts
Metals ADV of 575,000 contracts

Additional January product highlights compared to January 2021 include:

Equity Index ADV increased 56%, driven by record Micro E-mini Equity Index futures ADV of 3,739,891 contracts

Record Micro E-mini Nasdaq-100 futures ADV of 1,773,105 contracts
Record Micro E-mini S&P 500 futures ADV of 1,462,837 contracts
Record Micro E-mini Dow Jones Industrial Average futures ADV of 270,420 contracts
Record Micro E-mini Russell 2000 futures ADV of 233,529 contracts
Record E-mini Nasdaq-100 futures ADV of 818,812 contracts
E-mini S&P 500 options increased 104% to 1.3M contracts

Interest Rate ADV increased 33%

Record SOFR futures open interest (OI) of 3,040,896 contracts on January 31, and record ADV of 731,126 contracts, an increase of 253% and 645%, respectively, year-over-year
Record SOFR options OI of 204,279 contracts on January 31, and record ADV of 11,347 contracts
30-Day Fed Fund futures ADV increased 282%
5-Year U.S. Treasury Note options ADV increased 180%
Eurodollar options ADV increased 74%
Ultra 10-Year U.S. Treasury Note futures ADV increased 28%

Options ADV increased 39%

Equity Index options ADV increased 99%
Interest Rate options ADV increased 39%
Foreign Exchange options ADV increased 29%

Energy ADV increased 7%

E-mini Crude Oil futures ADV increased 53%

Micro Products ADV

Micro E-mini Equity Index futures and options had an ADV of 3.8 million contracts, representing 43% of overall Equity Index ADV, while Micro WTI Crude Oil futures accounted for 2.8% of overall Energy ADV and Micro Bitcoin futures accounted for 0.2% overall of Equity Index ADV
Micro Ether futures ADV grew to 21,598 contracts following their December 2021 launch

ADV outside the United States increased 27% to 6.5 million contracts, including 29% growth in EMEA, 23% in Asia and 23% in Latin America
BrokerTec U.S. Repo average daily notional value (ADNV) increased 29% to $269B, U.S. Treasury ADNV increased 10% to $141B and European Repo ADNV increased 6% to €286B
Record single-day trading volume for the EBS eFix Matching Service of $25.3B notional on January 31

As the world's leading and most diverse 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.

CME-G

View original content:https://www.prnewswire.com/news-releases/cme-group-reports-january-2022-monthly-market-statistics-301473742.html

SOURCE CME Group

Enhanced Investments, Inc.
329 South Oyster Bay Road #2085
Plainview, NY 11803
team@eninvs.com

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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.