CME Group Reports February 2022 Monthly Market Statistics
- Overall ADV increased 19% year-over-year
- Equity Index ADV grew 46%, driven by growth of Micro E-mini contracts
- SOFR futures and options reach new records for ADV and OI
CHICAGO, March 2, 2022 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its February 2022 market statistics, showing average daily volume (ADV) increased 19% to 29 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.
February 2022 ADV across asset classes includes:
- Interest Rate ADV of 14.9 million contracts
- Equity Index ADV of 8.1 million contracts
- Options ADV of 4.6 million contracts
- Energy ADV of 2.8 million contracts
- Agricultural ADV of 1.9 million contracts
- Foreign Exchange ADV of 876,000 contracts
- Metals ADV of 576,000 contracts
Additional February product highlights compared to February 2021 include:
- Equity Index ADV increased 46%
- Micro E-mini Equity Index futures increased 58%
- Agricultural ADV increased 18%
- Chicago Wheat options ADV increased 107%
- Soybean options ADV increased 73% and futures ADV increased 25%
- Interest Rate ADV increased 13%
- Record SOFR futures ADV of 1,207,882 million contracts, with record open interest (OI) of 3,794,407 contracts on February 28, an increase of 833% and 398%, respectively, year-over-year
- Record SOFR options ADV of 56,896 contracts, with record OI of 993,606 contracts on February 28
- Record Ultra 10-Year U.S. Treasury Note futures ADV of 628,731 contracts
- Record Ultra U.S. Treasury Bond futures ADV of 413,812 contracts
- 30-Day Fed Fund futures ADV increased 340%
- Options ADV increased 20%
- Equity Index options ADV increased 82%
- Agricultural options ADV increased 41%
- Foreign Exchange options ADV increased 17%
- Foreign Exchange ADV increased 8%
- Energy ADV increased 5%
- Record Micro WTI Crude Oil futures ADV of 104,504 contracts
- E-mini Crude Oil futures ADV increased 113%
- Micro Products ADV
- Micro E-mini Equity Index futures and options had an ADV of 3.6 million contracts, representing 44.3% of overall Equity Index ADV, while Micro WTI Crude Oil futures accounted for 3.7% of overall Energy ADV and Micro Bitcoin futures accounted for 0.3% overall of Equity Index ADV
- Micro Ether futures ADV of 20,000 contracts following their December 2021 launch
- ADV outside the United States increased 22% to 8.3 million contracts, including 33% growth in Asia, 31% in Latin America and 18% in EMEA
- BrokerTec European Repo average daily notional value (ADNV) reached a record €336B, U.S. Repo ADNV reached $281B and U.S. Treasury ADNV reached $154B
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. 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.
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SOURCE CME Group
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