-
Equity Index ADV grew 39% for the year and 26% in
Q4
- Interest
Rate ADV up 18% annually, driven by record SOFR volume and
OI
-
Highest-ever Q4 ADV
CHICAGO, Jan. 4, 2023
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its full-year, Q4 and December 2022 market statistics, showing it
reached a record average daily volume (ADV) of 23.3 million
contracts during the year, an increase of 19% over 2021. ADV
increased 6% in the fourth quarter to 21.8 million contracts, and
ADV increased 7% in December to 19.2 million contracts. Annual,
quarterly and monthly market statistics are available in greater
detail at https://cmegroupinc.gcs-web.com/monthly-volume.
Full-year 2022 highlights across asset classes include:
- Equity Index ADV increased 39%
-
- Record Micro E-Mini Nasdaq 100 futures ADV of 1,453,985
contracts
- Record Micro E-Mini S&P 500 futures ADV of 1,370,415
contracts
- Record E-Mini Nasdaq 100 futures ADV of 704,765 contracts
- Record E-Mini Russell 2000 futures ADV of 241,320
contracts
- Interest Rate ADV increased 18%
-
- Record SOFR futures and options ADV of 2,200,714 contracts
- Record 5-Year U.S. Treasury Note futures and options ADV of
1,542,997 contracts
- Foreign Exchange ADV increased 24%
-
- E-Micro FX futures ADV increased 42%
- Euro FX futures ADV increased 26%
- Cryptocurrency ADV increased 82%
-
- Record Micro Ether futures ADV of 19,582 contracts
- ADV outside the United States
increased 15% to 6.3 million contracts, including 30% growth in
Latin America, 27% in Asia, and 10% in EMEA
Q4 2022 highlights across asset classes include:
- Record SOFR futures and options ADV of 2,985,320 contracts
- Equity Index ADV increased 26%
-
- Record E-Mini S&P 500 options ADV of 1,230,268
contracts
- Micro E-Mini S&P 500 futures ADV increased 52%
- Micro E-Mini Nasdaq 100 futures ADV increased 25%
- Foreign Exchange ADV increased 25%
-
- E-Mini Euro FX futures ADV increased 72%
- Japanese Yen futures ADV increased 45%
- Metals ADV increased 7%
-
- Copper options increased 116%
- Silver options ADV increased 70%
December 2022 ADV across asset
classes includes:
- Interest Rate ADV of 7.9 million contracts
- Equity Index ADV of 7.0 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 1.0 million contracts
- Metals ADV of 409,000 contracts
Additional December year-over-year product highlights
include:
- Interest Rate ADV increased 12%
-
- SOFR futures and options ADV increased 862%, with record OI of
34,832,123 contracts on December
15
- 30-Day Fed Funds futures ADV increased 45%
- 2-Year U.S. Treasury Note futures ADV increased 25%
- Ultra 10-Year U.S. Treasury Note futures ADV increased 15%
- Metals ADV increased 22%
-
- Aluminum futures ADV increased 73%
- Silver futures ADV increased 24%
- Copper futures ADV increased 21%
- Foreign Exchange ADV increased 20%
-
- Japanese Yen futures ADV increased 56%
- Euro FX futures ADV increased 25%
- Micro Products ADV
-
- Micro E-mini futures and options had an ADV of 2.6 million
contracts, representing 36.9% of overall Equity Index ADV, while
Micro WTI Crude Oil futures accounted for 5.0% of overall Energy
ADV, Micro Bitcoin futures and Micro Ether futures
accounted for 0.1%, respectively, of overall Equity Index ADV
- BrokerTec European Repo average daily notional value (ADNV)
increased 26% to €323B and U.S. Repo increased 4% to $268B
- EBS Spot FX ADNV increased 11% to $55B
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