CME Group reports monthly market statistics for January 2022

CHICAGO, February 2, 2022 /PRNewswire/ — CME Group, the world’s leading derivatives marketplace, today announced its January 2022 market statistics, showing that average daily volume (ADV) increased by 28% to 24.6 million contracts during the month. Market statistics are available in more detail at https://cmegroupinc.gcs-web.com/monthly-volume.

January 2022 ADV in asset classes includes:

Additional January Product Highlights vs. 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 ADV futures contract of 1,773,105 contracts
    • Record Micro E-mini S&P 500 ADV futures contract 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 ADV futures contract of 233,529 contracts
    • Record E-mini Nasdaq-100 ADV futures contract of 818,812 contracts
    • E-mini S&P 500 options rose 104% to 1.3M contracts
  • ADV interest rate increased by 33%
    • Record open interest (OI) on SOFR futures contracts of 3,040,896 contracts on January 31and record ADV of 731,126 contracts, an increase of 253% and 645%, respectively, year over year
    • SOFR OI options record of 204,279 contracts on January 31and ADV record of 11,347 contracts
    • 30-Day Fed Fund Futures ADV Up 282%
    • Options on 5-year US Treasuries rose 180%
    • Eurodollar ADV options increased by 74%
    • 10-Year U.S. Treasury Futures ADV Increased 28%
  • ADV options increased by 39%
    • ETV of stock index options increased by 99%
    • ADV interest rate options increased by 39%
    • ADV forex options increased by 29%
  • ADV Energy increased by 7%
    • E-mini crude oil futures are up 53%
  • ADV micro-products
    • Futures and options on the Micro E-mini Equity index had an ADV of 3.8 million contracts, representing 43% of the overall ADV of the Equity index, while futures on Micro WTI crude oil accounted for 2.8% of the overall energy ADV and Micro Bitcoin futures accounted for 0.2% of the whole. ADV Equity Index
    • Micro Ether ADV futures fell to 21,598 contracts after their December 2021 launch
  • ADV outside United States increased by 27% to 6.5 million contracts, including growth of 29% in EMEA, 23% in Asia and 23% in Latin America
  • The average daily notional value (ADNV) of BrokerTec US Repo increased by 29% to reach $269 billionthe U.S. Treasury’s ADNV rose 10% to $141 billion and European Repo ADNV increased by 6% to 286 billion euros
  • Record single-day transaction volume for EBS eFix matching service $25.3 billion notional on January 31

As the world’s leading and most diversified derivatives marketplace, CME Group (www.cmegroup.com) enables clients to trade futures, options, cash and over-the-counter markets, optimize portfolios and analyze data, enabling market participants around the world to effectively manage risk 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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