CME Group Reports January 2023 Monthly Market Statistics

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Feb 02, 2023, 07:30 ET

Record SOFR options volume and open interest

CHICAGO, Feb. 2, 2023 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its January 2023 market statistics, showing an average daily volume (ADV) of 21.7 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

January 2023 ADV across asset classes includes:

Interest Rate ADV of 10.3 million contracts
Equity Index ADV of 6.7 million contracts
Options ADV of 4.8 million contracts
Energy ADV of 2.0 million contracts
Agricultural ADV of 1.2 million contracts
Foreign Exchange ADV of 807,000 contracts
Metals ADV of 625,000 contracts

Additional January 2023 product highlights compared to January 2022 include:

SOFR ADV increased 499%

Record monthly SOFR options ADV of 1,842,233 contracts, with record open interest (OI) of 33,962,281 contracts on January 31
SOFR futures ADV increased 256%, with record OI of 9,787,810 contracts on January 31

Metals ADV increased 9%

Record monthly Copper options ADV of 10,047 contracts, with record OI of 148,621 contracts on January 25
Micro Silver futures ADV increased 64%

Foreign Exchange ADV increased 4%

E-mini Euro FX futures ADV increased 31%

Micro Products ADV

Micro E-mini Equity Index futures and options ADV of 2.7 million contracts represented 40.6% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 4.4% of overall Energy ADV, Micro Ether futures accounted for 0.2% of overall Equity Index ADV and Micro Bitcoin futures accounted for 0.1% of overall Equity Index ADV

BrokerTec European Repo average daily notional value (ADNV) increased 16% to €332B

About CME Group

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. The S&P 500 Index is a product of S&P Dow Jones Indices LLC ("S&P DJI"). "S&P®", "S&P 500®", "SPY®", "SPX®", US 500 and The 500 are trademarks of Standard & Poor's Financial Services LLC; Dow Jones®, DJIA® and Dow Jones Industrial Average are service and/or trademarks of Dow Jones Trademark Holdings LLC. These trademarks have been licensed for use by Chicago Mercantile Exchange Inc. Futures contracts based on the S&P 500 Index are not sponsored, endorsed, marketed, or promoted by S&P DJI, and S&P DJI makes no representation regarding the advisability of investing in such products. All other trademarks are the property of their respective owners.

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SOURCE CME Group