- Highest-ever November ADV
- Record SOFR options volume and OI
CHICAGO, Dec. 2, 2022
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today reported its November
2022 market statistics, showing average daily volume (ADV)
increased 1% to 23.5 million contracts during the month,
representing the company's highest November volume on record.
Market statistics are available in greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
November 2022 ADV across asset
classes includes:
- Interest Rate ADV of 11.8 million contracts
- Equity Index ADV of 6.9 million contracts
- Options ADV of 4.2 million contracts
- Energy ADV of 1.9 million contracts
- Agricultural ADV of 1.3 million contracts
- Foreign Exchange ADV of 928,000 contracts
- Metals ADV of 625,000 contracts
Additional November 2022 product
highlights compared to November 2021
include:
- Equity Index ADV increased 23%
-
- Micro E-mini S&P 500 futures ADV increased 50%
- E-mini Nasdaq-100 options ADV increased 42%
- E-mini S&P 500 options ADV increased 30%
- Micro E-mini Nasdaq-100 futures ADV increased 22%
- SOFR ADV increased 982%
-
- Record monthly SOFR options ADV of 963,067 contracts, with
record open interest (OI) of 21,857,850 contracts on November 30
- SOFR futures ADV increased 666%, with record OI of 8,967,624
contracts on November 30
- Foreign Exchange ADV increased 16%
-
- E-mini Euro FX futures ADV increased 71%
- Brazilian Real futures ADV increased 64%
- New Zealand Dollar futures ADV increased 25%
- Canadian Dollar options ADV increased 17%
- Cryptocurrency ADV increased 45%
-
- Bitcoin futures ADV increased 44%
- Ether futures ADV increased 38%
- Micro Products ADV
-
- Micro E-mini Equity Index futures and options ADV of 2.8
million contracts represented 41% of overall Equity Index ADV,
Micro WTI Crude Oil futures accounted for 6% of overall Energy ADV,
Micro Ether futures accounted for 0.3% of overall Equity Index ADV
and Micro Bitcoin futures accounted for 0.2% of
overall Equity Index ADV
- BrokerTec European Repo average daily notional value (ADNV)
increased 21% to €364B and U.S. Repo ADNV increased 13% to
$292B
- EBS Spot FX ADNV increased 8% to $67.2B
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.
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.
CME-G
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SOURCE CME Group