- Record SOFR options volume and open interest
CHICAGO, Feb. 2, 2023
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its January
2023 market statistics, showing an average daily volume
(ADV) of 21.7 million contracts during the month. Market statistics
are available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
January 2023 ADV across asset classes
includes:
- Interest Rate ADV of 10.3 million contracts
- Equity Index ADV of 6.7 million contracts
- Options ADV of 4.8 million contracts
- Energy ADV of 2.0 million contracts
- Agricultural ADV of 1.2 million contracts
- Foreign Exchange ADV of 807,000 contracts
- Metals ADV of 625,000 contracts
Additional January 2023 product highlights compared to
January 2022 include:
- SOFR ADV increased 499%
-
- Record monthly SOFR options ADV of 1,842,233 contracts, with
record open interest (OI) of 33,962,281 contracts on January 31
- SOFR futures ADV increased 256%, with record OI of 9,787,810
contracts on January 31
- Metals ADV increased 9%
-
- Record monthly Copper options ADV of 10,047 contracts, with
record OI of 148,621 contracts on January
25
- Micro Silver futures ADV increased 64%
- Foreign Exchange ADV increased 4%
-
- E-mini Euro FX futures ADV increased 31%
- Micro Products ADV
-
- Micro E-mini Equity Index futures and options ADV of 2.7
million contracts represented 40.6% of overall Equity Index ADV,
Micro WTI Crude Oil futures accounted for 4.4% 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 16% to €332B
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. The S&P 500 Index is a
product of S&P Dow Jones Indices LLC ("S&P DJI").
"S&P®", "S&P 500®", "SPY®", "SPX®", US 500 and The 500 are
trademarks of Standard & Poor's Financial Services LLC; Dow
Jones®, DJIA® and Dow Jones Industrial Average are service and/or
trademarks of Dow Jones Trademark Holdings LLC. These trademarks
have been licensed for use by Chicago Mercantile Exchange Inc.
Futures contracts based on the S&P 500 Index are not sponsored,
endorsed, marketed, or promoted by S&P DJI, and S&P DJI
makes no representation regarding the advisability of investing in
such products. All other trademarks are the property of their
respective owners.
CME-G
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SOURCE CME Group