- 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.
CME-G
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SOURCE CME Group