- Highest-ever May ADV
- 18% increase in ADV year-over-year
- 49% growth in Equity Index ADV, driven by record Micro
E-mini S&P 500 futures volume
- Record SOFR options ADV and OI, and record SOFR futures
OI
CHICAGO, June 2, 2022
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its May
2022 market statistics, showing average daily volume (ADV)
increased 18% to 24.3 million contracts during the month. Market
statistics are available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
May 2022 ADV across asset classes
includes:
- Interest Rate ADV of 11.6 million contracts
- Equity Index ADV of 8.4 million contracts
- Options ADV of 3.8 million contracts
- Energy ADV of 1.8 million contracts
- Agricultural ADV of 1.1 million contracts
- Foreign Exchange ADV of 874,000 contracts
- Metals ADV of 499,000 contracts
Additional May 2022 product
highlights compared to May 2021
include:
- Interest Rate ADV increased 14%
-
- Record SOFR options ADV of 173,964 contracts, including a
single-day trading volume record of 397,212 contracts on
May 25 and record open interest (OI)
of 4,102,865 contracts on May 31
- Record SOFR futures OI of 5,785,591 on May 31
- 8 trading days when SOFR futures daily volume surpassed
Eurodollar futures, with SOFR futures ADV in May equivalent to
99.7% of Eurodollar futures ADV in the same period
- 30-Day Fed Fund futures ADV increased 221%
- 5-Year U.S. Treasury Note futures ADV increased 18%
- 2-Year U.S. Treasury Note futures ADV increased 42%
- U.S. Treasury Bond options ADV increased 23%
- Equity Index ADV increased 49%
-
- Record Micro E-mini S&P 500 futures ADV of 1,566,786
contracts
- Record E-mini Nasdaq-100 options ADV of
20,580 contracts
- E-mini S&P 500 options ADV increased 75%
- Micro E-mini Dow Jones futures ADV increased 79%
- Micro E-mini Nasdaq-100 futures ADV increased 69%
- E-mini Russell 2000 options ADV increased 50%
- E-mini Nasdaq-100 futures ADV increased 42%
- E-mini Russell 2000 futures ADV increased 34%
- Micro E-mini Russell 2000 futures ADV increased 22%
- Foreign Exchange ADV increased 25%
-
- o E-mini Euro FX futures ADV increased 25%
- Options ADV increased 17%
-
- Equity Index options ADV increased 73%
- Foreign Exchange options ADV increased 15%
- Metals options ADV increased 9%
- Energy options ADV increased 7%
- Interest Rate options ADV increased 4%
- Record Micro Ether futures ADV of 26,011 contracts and record
Ether futures ADV of 6,484 contracts
- Micro Products ADV
-
- Micro E-mini Equity Index futures and options ADV of 3.7
million contracts represented 44.6% of overall Equity Index
ADV, Micro WTI Crude Oil futures accounted for 6% of overall
Energy ADV, Micro Ether futures accounted for 0.3% of overall
Equity Index ADV and Micro Bitcoin futures accounted for
0.3% of overall Equity Index ADV
- ADV outside the United
States increased 17% to 6.8 million contracts,
including 33% growth in Latin
America, 30% in APAC and 13% in EMEA
- BrokerTec U.S. Repo average daily notional value (ADNV)
increased 35% to $271B, U.S. Treasury
increased 25% to $131B and European
Repo ADNV increased 8% to €344B
- EBS Spot FX ADNV increased 3% to $64.5B
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