CME Group publishes second quarter and June 2022 market statistics

  • Highest June ADV on record, with Q2 volume up 25% year over year
  • Q2 Equity Index ADV rose 57%, including record volume in Micro E-Mini S&P 500 futures
  • Register futures contracts and options SOFR ADV, OI

CHICAGO, July 5, 2022 /PRNewswire/ — CME Group, the world’s leading derivatives marketplace, today announced its second quarter and June 2022 market statistics, showing average daily volume (ADV) increased 25% to 23.1 million contracts during the second quarter, the third highest quarterly volume ever for the company. June ADV increased 30% to 24 million contracts, the highest June volume ever for the company. Market statistics are available in more detail at https://cmegroupinc.gcs-web.com/monthly-volume.

Q2 2022 highlights across all asset classes versus Q2 2021 include:

  • Stock index ADV increased by 57%
    • Record quarterly ADV on Micro E-mini S&P 500 futures contracts of 1,388,251 contracts
    • E-mini Nasdaq-100 ADV options quarterly record of 58,731 contracts
    • E-mini S&P 500 ADV options rose 96%
    • Dow Jones Micro E-mini Futures ADV Up 84%
    • Micro E-mini Nasdaq-100 futures ADV increased by 80%
    • Options E-mini Russell 2000 ADV increased by 52%
    • E-mini Nasdaq-100 futures ADV increased by 41%
    • ADV of E-mini Russell 2000 futures increased by 35%
    • ADV of Dow Jones E-mini futures rose 28%
    • ADV of Micro E-mini Russell 2000 futures contracts increased by 12%
  • ADV interest rate increased by 24%
    • Record quarterly SOFR futures ADV of 1,629,384 contracts
    • SOFR ADV options quarterly record of 222,777 contracts
    • 27 trading days where daily SOFR futures volume exceeded Eurodollar futures, with SOFR futures ADV in Q2 equal to 99% of SOFR futures ADV eurodollar during the same period
    • 30-Day Fed Fund Futures ADV Up 228%
    • 2-Year U.S. Treasury Futures ADV Increased 76%
    • ADV of 5-year US Treasury options increased by 61%
    • 5-Year U.S. Treasury Futures ADV Up 30%
  • Currency ADV increased by 24%
    • Record Quarterly ADV on Brazilian Real Futures Contracts of 17,042 Contracts
    • VAD of Japanese yen options increased by 119%
    • Japanese Yen Futures ADV Increased by 49%
    • ARV of Canadian dollar options increased by 33%
  • ADV options increased by 23%
    • Stock index option STR increased by 92%
    • ADV forex options increased by 27%
    • ADV energy options increased by 12%
    • ADV of metal options increased by 11%
    • ADV interest rate options increased by 9%
  • Cryptocurrency ADV increased by 89%
    • Record Quarterly Micro Ether Futures ADV of 21,311 Contracts
    • Record quarterly Ether futures ADV of 6,588 contracts
    • Bitcoin futures ADV increased by 12%
    • Micro Bitcoin Futures ADV increased by 3%
  • ADV outside United States increased by 21% to 6.3 million contracts in Q2, including a growth of 40% in Latin America36% in Asia and 15% in EMEA

June 2022 ADV in asset classes includes:

Additional June 2022 strengths of the product compared to June 2021 to understand:

  • Stock index ADV increased by 80%
    • Micro E-mini Nasdaq-100 futures ADV increased by 131%
    • E-mini Nasdaq-100 ADV options rose 129%
    • Micro E-mini S&P 500 futures ADV increased by 122%
    • E-mini S&P 500 ADV options rose 106%
    • Dow Jones Micro E-mini Futures ADV Up 98%
    • E-mini S&P 500 futures ADV increased by 55%
    • ADV of E-mini Nasdaq-100 futures rose 53%
    • Nikkei 225 futures ADV rose 53%
    • ADV of E-mini Russell 2000 futures increased by 46%
    • Options E-mini Russell 2000 ADV increased by 45%
    • ADV of E-mini Dow Jones futures contracts rose 33%
    • ADV of Micro E-mini Russell 2000 futures increased by 35%
  • ADV options increased by 28%
    • ADV stock index options are up 101%
    • ADV interest rate increased by 17%
    • ADV FX options increased by 7%
    • VAD energy options increased by 2%
  • Exchange currency increased by 25%
    • ADV Japanese yen options are up 92%
    • ADV of Japanese yen futures rose 66%
    • Sterling futures ADV increased by 21%
    • FX Euro Futures ADV increased by 17%
    • E-Mini Euro FX Futures ADV increased by 10%
  • ADV interest rate increased by 24%
    • Record monthly SOFR futures ADV of 1,985,508 contracts, with record open interest (OI) of 6,371,384 contracts on June 30th
    • Record monthly ADV of SOFR options of 411,779, with a record OI of 7,241,361 contracts on June 30th
    • 17 trading days in which daily SOFR futures volume exceeded Eurodollar futures, with SOFR futures ADV in June equal to 117% of US dollar futures ADV eurodollar during the same period
    • 2-Year Eris SOFR Swap Futures ADV Increased by 544%
    • 30-Day Fed Fund Futures ADV Up 238%
    • 2-Year U.S. Treasury Bill Futures ADV Surged 85%
    • ADV of options on 5-year US Treasury bills increased by 29%
    • 5-year U.S. Treasuries futures rose 27%
  • Cryptocurrency ADV increased by 74%
    • Ether ADV futures monthly record of 8,988 contracts
    • Bitcoin futures ADV increased by 54%
  • ADV outside United States increased by 28% to 6.9 million, of which 43% in Asia35% growth in Latin Americaand 24% in EMEA
  • Micro E-mini futures and options accounted for 40% of overall stock index ADV, Micro WTI crude oil futures accounted for 6% of overall energy ADV, Micro Bitcoin futures accounted for 0.2% and Micro Ether futures accounted for 0.2% of the stock index’s overall ADV, respectively
  • The average daily notional value of BrokerTec European Repo (ADNV) increased by 23% to 358 billion euros, the American ADNV Repo increased by 17% to $262 billionand the U.S. Treasury’s ADNV rose 16% to $128 billion
  • EBS Spot FX ADNV increased by 7% for $65.4 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.

CME-G

SOURCE CME Group

Comments are closed.