- Highest-ever May ADV of 25M
contracts
- Double-digit volume increases in interest rates, energy,
agricultural and metals, as well as many individual
products
- SOFR futures and options continue ADV growth
CHICAGO, June 2, 2023
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its May
2023 market statistics, showing average daily volume (ADV)
increased 3% to 25 million contracts during the month, the highest
May ADV in company history. Market statistics are available in
greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
May 2023 ADV across asset classes
includes:
- Interest Rate ADV of 13.9 million contracts
- Equity Index ADV of 6.0 million contracts
- Options ADV of 4.9 million contracts
- Energy ADV of 2.0 million contracts
- Agricultural ADV of 1.5 million contracts
- Foreign Exchange ADV of 825,000 contracts
- Metals ADV of 650,000 contracts
Additional May 2023 product
highlights compared to May 2022
include:
- Interest Rate ADV increased 20%
-
- Record U.S. Treasury futures open interest of 17,856,235
contracts on May 23
- SOFR futures ADV increased 126% to 3.4 million contracts
- SOFR options ADV increased 935% to 1.8 million contracts
- 30 Day Fed Funds futures ADV increased 112% to 544,000
contracts
- Options ADV increased 29%
-
- Interest Rate options ADV increased to 50% to 2.9 million
contracts
- Agricultural options ADV increased 24% to 342,000
contracts
- Energy options ADV increased 33% to 282,000 contracts
- Metals options ADV increased 39% to 85,000 contracts
- Energy ADV increased 12%
-
- Natural Gas options ADV increased 32% to 136,000 contracts
- Agricultural ADV increased 38%
-
- Record Soybean Oil options ADV of 22,633 contracts
- Soybean Oil futures ADV increased 78% to 150,000 contracts
- KC HRW Wheat futures ADV increased 108% to 68,000
contracts
- Metals ADV increased 30%
-
- Aluminum futures ADV increased 120% to 4,500 contracts
- Micro Products ADV
-
- Micro E-mini Equity Index futures and options ADV of 2.1
million contracts represented 34% of overall Equity Index ADV,
Micro WTI Crude Oil futures accounted for 5.2% 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 U.S. Repo average daily notional value (ADNV)
increased 8% 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