CME Group publishes market statistics for the first quarter and March 2022

  • Overall Q1 ADV increased 19% and March ADV increased 12% year-over-year
  • Record Stock Index Futures and Options in Q1 ADV
  • Record SOFR futures and options in the first quarter ADV and OI

CHICAGO, April 4, 2022 /PRNewswire/ — CME Group, the world’s leading derivatives market, today reported its first quarter and March 2022 market statistics, showing that the average daily volume (ADV) increased by 19% to 26 million contracts during the first quarter. March ADV rose 12% to 24.4 million contracts during the month. Market statistics are available in more detail at https://cmegroupinc.gcs-web.com/monthly-volume.

Q1 2022 highlights across all asset classes compared to Q1 2021 include:

  • Equity Index ADV increased by 30%, including:
    • Record Micro E-mini Nasdaq-100 ADV futures contract of 1,603,701 contracts
    • Record Micro E-mini S&P 500 ADV futures contract of 1,366,489 contracts
    • Record E-mini S&P 500 ADV options of 1,134,112 contracts
    • Record Nasdaq-100 ADV futures contract of 733,796 contracts
    • Record E-mini Russell 2000 ADV futures contract of 266,524 contracts
    • Record Micro E-mini Dow Jones ADV futures contract of 234,155 contracts
    • Record E-mini Nasdaq-100 ADV options of 39,710 contracts
  • The ADV interest rate increased by 21%, including:
    • Record SOFR ADV futures contracts of 1,199,590 contracts, with a record open interest (OI) of 4,447,896 contracts on March 30
    • Record SOFR options ADV of 38,995 contracts, with a record OI of 1,351,249 contracts on March 30
    • ADV 5-Year U.S. Treasury Options Record 287,147 Contracts
    • 30-Day Fed Fund Futures ADV Up 313%
  • VAD of energy and currencies increased by 6%
  • Micro Ether ADV futures have risen to 19,000 since their December 2021 launch
  • ADV options increased by 32%
    • ADV of stock index options increased by 81%
    • ADV interest rate options increased by 23%
    • ADV FX options increased by 22%
    • ADV of energy options increased by 13%
    • ADV metals options gained 10%
    • Agricultural ADV options increased by 8%
  • ADV outside United States increased by 18% to 7.3 million contracts in the first quarter, including a growth of 28% in Latin America22% in Asia and 17% in EMEA

March 2022 ADV in asset classes includes:

Additional March 2022 strengths of the product compared to March 2021 include:

  • ADV interest rate increased by 22%
    • Record ADV on SOFR futures contracts of 1,600,102 contracts
    • 30-Day Fed Fund Futures ADV Up 314%
    • 70% increase in the ARV of options on 5-year US Treasury bills
    • 2-Year U.S. Treasuries Futures ADV Up 53%
    • Eurodollar ADV options rose 29%
    • 10-year US Treasury options rose 16%
  • Agricultural ADV increased by 9%
    • Chicago SRW Wheat Options VAD Rise 136%
    • VAD corn options increased by 62%
  • Exchange currency increased by 10%
  • Energy ADV increased by 8%
    • Micro WTI crude oil futures hit a record ADV of 226,304 contracts, having traded more than 16.8 million contracts in total since their July 12 launch
  • Metal ADV increased by 5%
    • ADV of gold options increased by 60%
    • Micro Gold Futures ADV increased by 57%
    • ADV of copper options increased by 24%
    • Platinum futures ADV increased by 16%
  • Stock index ADV increased by 2%
    • E-mini S&P 500 ADV options rose 69%
    • Nikkei 225 futures ADV increased by 20%
  • Ether futures ADV increased by 425%
  • ADV options increased by 37%
    • The STR of stock index options increased by 62%
    • ADV of metal options increased by 51%
    • ADV of agricultural options increased by 41%
    • ADV interest rate increased by 29%
    • ADV energy options increased by 34%
    • ADV forex options increased by 21%
  • ADV outside United States increased by 10% to 7 million, including a growth of 31% in Latin America11% in Asia and 8% in EMEA
  • Micro E-mini futures and options accounted for 41% of the entire ADV equity index, Micro WTI crude oil futures accounted for 9% of the entire energy ADV and Micro Bitcoin futures accounted for 0.2% of the entire ADV stock index
  • Micro Ether futures had an ADV of 16,000 contracts
  • BrokerTec US Repo ADNV increased by 20% to $287 billionEuropean Repo ADNV increased by 14% to 340 billion euros and US Treasury ADNV increased by 11% to $148 billion

As the world’s leading derivatives market, CME Group (www.cmegroup.com) enables its clients to trade futures, options, cash and over-the-counter markets, optimize portfolios and analyze data, which enables market players around the world to effectively manage risks and seize opportunities. CME Group exchanges offer the widest range of global benchmark products across all major asset classes based on interest rates, equity indices, currencies, energy, agricultural commodities and metals . The company offers futures and futures options through the CME Globex® platform, fixed income through BrokerTec, and foreign exchange trading through 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 services and/or registered trademarks of Dow Jones Trademark Holdings LLC, Standard & Poor’s Financial Services LLC and S&P/Dow Jones Indices LLC, as applicable, and have been licensed licensed for use by Chicago Mercantile Exchange Inc. All other marks are the property of their respective owners.

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SOURCE CME Group

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