CHICAGO, Feb. 2, 2022 /PRNewswire/ -- CME Group, the
world's leading derivatives marketplace, today reported its
January 2022 market statistics,
showing average daily volume (ADV) increased 28% to 24.6 million
contracts during the month. Market statistics are available in
greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
January 2022 ADV across asset
classes includes:
- Interest Rate ADV of 10.8 million contracts
- Equity Index ADV of 8.7 million contracts
- Options ADV of 4.6 million contracts
- Energy ADV of 2.4 million contracts
- Agricultural ADV of 1.3 million contracts
- Foreign Exchange ADV of 779,000 contracts
- Metals ADV of 575,000 contracts
Additional January product highlights compared to January 2021 include:
- Equity Index ADV increased 56%, driven by record Micro E-mini
Equity Index futures ADV of 3,739,891 contracts
-
- Record Micro E-mini Nasdaq-100 futures ADV of 1,773,105
contracts
- Record Micro E-mini S&P 500 futures ADV of 1,462,837
contracts
- Record Micro E-mini Dow Jones Industrial Average futures ADV of
270,420 contracts
- Record Micro E-mini Russell 2000 futures ADV of 233,529
contracts
- Record E-mini Nasdaq-100 futures ADV of 818,812 contracts
- E-mini S&P 500 options increased 104% to 1.3M contracts
- Interest Rate ADV increased 33%
-
- Record SOFR futures open interest (OI) of 3,040,896 contracts
on January 31, and record ADV of
731,126 contracts, an increase of 253% and 645%, respectively,
year-over-year
- Record SOFR options OI of 204,279 contracts on January 31, and record ADV of 11,347
contracts
- 30-Day Fed Fund futures ADV increased 282%
- 5-Year U.S. Treasury Note options ADV increased 180%
- Eurodollar options ADV increased 74%
- Ultra 10-Year U.S. Treasury Note futures ADV increased 28%
- Options ADV increased 39%
-
- Equity Index options ADV increased 99%
- Interest Rate options ADV increased 39%
- Foreign Exchange options ADV increased 29%
- Energy ADV increased 7%
-
- E-mini Crude Oil futures ADV increased 53%
- Micro Products ADV
-
- Micro E-mini Equity Index futures and options had an ADV of 3.8
million contracts, representing 43% of overall Equity Index ADV,
while Micro WTI Crude Oil futures accounted for 2.8% of overall
Energy ADV and Micro Bitcoin futures accounted for 0.2% overall of
Equity Index ADV
- Micro Ether futures ADV grew to 21,598 contracts following
their December 2021 launch
- ADV outside the United States
increased 27% to 6.5 million contracts, including 29% growth in
EMEA, 23% in Asia and 23% in
Latin America
- BrokerTec U.S. Repo average daily notional value (ADNV)
increased 29% to $269B, U.S. Treasury
ADNV increased 10% to $141B and
European Repo ADNV increased 6% to €286B
- Record single-day trading volume for the EBS eFix Matching
Service of $25.3B notional on
January 31
As the world's leading and most diverse 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