- Highest-ever October ADV
- Equity Index volume up 59%, with record E-mini S&P
500 options contracts
- Record SOFR options volume and OI
CHICAGO, Nov. 2, 2022
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its October
2022 market statistics, showing average daily volume (ADV)
increased 11% to 22.7 million contracts during the month,
representing the company's highest October volume on record. Market
statistics are available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
October 2022 ADV across asset
classes includes:
- Interest Rate ADV of 9.8 million contracts
- Equity Index ADV of 8.5 million contracts
- Options ADV of 4.5 million contracts
- Energy ADV of 1.8 million contracts
- Agricultural ADV of 1.2 million contracts
- Foreign Exchange ADV of 1 million contracts
- Metals ADV of 489,000 contracts
Additional October 2022 product
highlights compared to October 2021
include:
- Equity Index ADV increased 59%
-
- Record E-mini S&P 500 options ADV of 1,394,595
contracts
- Micro E-mini S&P 500 futures ADV increased 87%
- E-mini S&P 500 futures ADV increased 66%
- Micro E-mini Nasdaq-100 futures ADV increased 62%
- E-mini Nasdaq-100 options ADV increased 56%
- E-mini Russell 2000 futures ADV increased 47%
- E-mini Nasdaq-100 futures ADV increased 43%
- Micro E-mini Dow Jones futures ADV increased 20%
- SOFR ADV increased 1,108%
-
- Record monthly SOFR options ADV of 900,220 contracts and record
open interest (OI) of 17,758,014 contracts on October 31
- SOFR futures ADV increased 731%
- Foreign Exchange ADV increased 42%
-
- E-mini Euro FX futures ADV increased 95%
- British Pound futures ADV increased 67%
- Japanese Yen futures ADV increased 57%
- Mexican Peso futures ADV increased 55%
- Brazilian Real futures ADV increased 46%
- New Zealand Dollar futures ADV increased 41%
- Canadian Dollar futures ADV increased 37%
- Options ADV increased 20%
-
- Equity Index options ADV increased 61%
- Metals options ADV increased 20%
- Interest Rate options ADV increased 10%
- Foreign Exchange options ADV increased 7%
- Metals ADV increased 5%
-
- Micro Silver futures ADV increased 67%
- Silver options ADV increased 55%
- Platinum futures ADV increased 39%
- Copper options ADV increased 30%
- Cryptocurrency ADV increased 6%
-
- Ether futures ADV increased 15%
- Bitcoin futures ADV increased 5%
- Micro Products ADV
-
- Micro E-mini Equity Index futures and options ADV of 3.4
million contracts represented 40% of overall Equity Index ADV,
Micro WTI Crude Oil futures accounted for 6% of overall Energy
ADV, Micro Ether futures accounted for 0.2% of overall Equity Index
ADV and Micro Bitcoin futures accounted for
0.1% of overall Equity Index ADV
- BrokerTec European Repo average daily notional value (ADNV)
increased 24% to €376B and U.S. Repo ADNV increased 4% to
$284.6B
- EBS Spot FX ADNV increased 15% to $67B
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