- 40% growth in Equity Index ADV, driven by micro and
E-mini contracts
- Record SOFR options and futures OI on July 29
CHICAGO, August 2,
2022 /PRNewswire/ -- CME Group, the world's leading
derivatives marketplace, today reported its July 2022 market statistics, showing average
daily volume (ADV) increased 20% to 20.4 million contracts during
the month. Market statistics are available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
July 2022 ADV across asset classes
includes:
• Interest Rate ADV of 9 million
contracts
• Equity Index ADV of 6.7 million contracts
• Options ADV of 3.6 million contracts
• Energy ADV of 1.9 million contracts
• Agricultural ADV of 1.3 million contracts
• Foreign Exchange ADV of 959,000 contracts
• Metals ADV of 553,000 contracts
Additional July 2022 product
highlights compared to July 2021
include:
• Equity Index ADV increased 40%
° Micro E-mini S&P 500 futures ADV
increased 81%
° Micro E-mini Nasdaq-100 futures ADV
increased 61%
° E-mini S&P 500 options ADV
increased 49%
° E-mini Nasdaq-100 options ADV
increased 44%
° Micro E-mini Dow Jones futures ADV
increased 34%
° E-mini Nasdaq-100 futures ADV
increased 22%
• Foreign Exchange ADV increased 30%
° E-mini Euro FX futures ADV increased
81%
° Canadian Dollar futures ADV increased
17%
• Interest Rate ADV increased 16%
° Record SOFR options open interest
(OI) of 8,735,423 contracts on July
29
° Record SOFR futures OI of 7,298,956
contracts on July 29
° 20 trading days when SOFR futures
daily volume surpassed Eurodollar futures, with SOFR futures ADV in
July equivalent to 139% of Eurodollar futures ADV in the same
period
° 30-Day Fed Fund futures ADV increased
360%
° 5-Year U.S. Treasury Note options ADV
increased 74%
° 2-Year U.S. Treasury Note futures ADV
increased 64%
° 10-Year U.S. Treasury Note options
ADV increased 22%
° 5-Year U.S. Treasury Note futures ADV
increased 23%
• Options ADV increased 15%
° Equity Index options ADV increased
45%
° Metals options ADV increased 42%
° Agricultural options ADV increased
42%
° Foreign Exchange options ADV
increased 7%
• Agricultural ADV increased 14%
° Chicago SRW Wheat options ADV
increased 51%
° Corn options ADV increased 54%
° Soybean Oil options ADV increased
45%
° Soybean Meal options ADV increased
45%
° Soybean Meal futures ADV increased
26%
• Metals ADV increased 3%
° Gold options ADV increased 58%
° Copper options ADV increased 38%
° Cryptocurrency ADV increased 120%
° Ether futures ADV increased 137%
° Bitcoin futures ADV increased 72%
• Micro Products ADV
° Micro E-mini Equity Index futures and
options ADV of 2.9 million contracts represented 43% of
overall Equity Index ADV, Micro WTI Crude Oil futures accounted for
7% of overall Energy ADV, Micro Ether futures accounted for
0.4% of overall Equity Index ADV and Micro Bitcoin futures
accounted for 0.2% of overall Equity Index ADV
• ADV outside the United States increased 15% to
5.6 million contracts, including 31% growth in APAC, 20% in
Latin America and 9% in EMEA
• BrokerTec U.S. Repo average daily notional
value (ADNV) increased 18% to $261B,
European Repo ADNV increased 16% to €344.5B, and U.S. Treasury ADNV
increased 15% to $121.6B
• EBS Spot FX ADNV increased 12% 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