- Interest Rate ADV grows 8% to second-highest monthly ADV
ever
- Record SOFR futures and options volume, OI
- Record Micro Copper futures volume
CHICAGO, March 2,
2023 /PRNewswire/ -- CME Group, the world's
leading derivatives marketplace, today reported its February 2023 market statistics, reaching an
average daily volume (ADV) of 28.2 million contracts
during the month. Market statistics are available in greater detail
at
https://cmegroupinc.gcs-web.com/monthly-volume.
February 2023 ADV across asset
classes includes:
- Interest Rate ADV of 16.2 million contracts
- Equity Index ADV of 6.9 million contracts
- Options ADV of 5.9 million contracts
- Energy ADV of 2.1 million contracts
- Agricultural ADV of 1.5 million contracts
- Foreign Exchange ADV of 847,000 contracts
- Metals ADV of 614,000 contracts
Additional February 2023 product
highlights compared to February 2022
include:
- Interest Rate ADV increased 8%
-
- Record monthly SOFR futures ADV of 3,766,067 contracts, with
record open interest (OI) of 10,711,400 contracts on February 28
- Record monthly SOFR options ADV of 2,422,892 contracts, with
record OI of 40,208,228 contracts on February 28
- Record Ultra U.S. Treasury Bond futures ADV of 425,165
contracts
- €STR futures ADV of 2,327 contracts
- 2-Year U.S. Treasury Note options ADV increased 877%
- 5-Year U.S. Treasury Note options ADV increased 36%
- 30 Day Fed Funds futures ADV increased 18%
- Metals ADV increased 6%
-
- Record monthly Micro Copper futures ADV of 5,855 contracts
- Copper options ADV increased 136%
- Silver options ADV increased 54%
- Options ADV increased 27%
-
- Interest Rate options ADV increased 52%
- Metals options ADV increased 11%
- Bitcoin futures ADV increased 22%
- Ether futures ADV increased 14%
- Micro Products ADV
-
- Micro E-mini Equity Index futures and options ADV of 2.6
million contracts represented 37.2% of overall Equity Index
ADV, Micro WTI Crude Oil futures accounted for 4.1% of overall
Energy ADV, Micro Ether futures accounted for 0.2% of overall
Equity Index ADV and Micro Bitcoin futures accounted
for 0.2% of overall Equity Index ADV
- BrokerTec European Repo average daily notional value (ADNV)
increased 7% to €360B and U.S. Repo ADNV increased 4% to
$292B
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