CME Group Reports 11% ADV Growth in October 2022
CME Group reported an 11% increase in average daily volume (ADV) for October 2022, reaching 22.7 million contracts, the highest October volume on record. The significant growth was fueled by a 59% rise in Equity Index volumes, including record E-mini S&P 500 options contracts. Additionally, SOFR options ADV skyrocketed by 1,108%, marking a strong interest in interest rate products. Other highlights include substantial increases in Foreign Exchange ADV and Options ADV, contributing to a robust trading environment.
- Highest-ever October ADV at 22.7 million contracts
- Equity Index volume up 59%, with record E-mini S&P 500 options contracts
- SOFR options ADV increased 1,108% with record open interest
- Foreign Exchange ADV grew by 42%
- None.
- Highest-ever October ADV
- Equity Index volume up
59% , with record E-mini S&P 500 options contracts - Record SOFR options volume and OI
CHICAGO, Nov. 2, 2022 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its October 2022 market statistics, showing average daily volume (ADV) increased
October 2022 ADV across asset classes includes:
- Interest Rate ADV of 9.8 million contracts
- Equity Index ADV of 8.5 million contracts
- Options ADV of 4.5 million contracts
- Energy ADV of 1.8 million contracts
- Agricultural ADV of 1.2 million contracts
- Foreign Exchange ADV of 1 million contracts
- Metals ADV of 489,000 contracts
Additional October 2022 product highlights compared to October 2021 include:
- Equity Index ADV increased
59% - Record E-mini S&P 500 options ADV of 1,394,595 contracts
- Micro E-mini S&P 500 futures ADV increased
87% - E-mini S&P 500 futures ADV increased
66% - Micro E-mini Nasdaq-100 futures ADV increased
62% - E-mini Nasdaq-100 options ADV increased
56% - E-mini Russell 2000 futures ADV increased
47% - E-mini Nasdaq-100 futures ADV increased
43% - Micro E-mini Dow Jones futures ADV increased
20% - SOFR ADV increased 1,
108% - Record monthly SOFR options ADV of 900,220 contracts and record open interest (OI) of 17,758,014 contracts on October 31
- SOFR futures ADV increased
731% - Foreign Exchange ADV increased
42% - E-mini Euro FX futures ADV increased
95% - British Pound futures ADV increased
67% - Japanese Yen futures ADV increased
57% - Mexican Peso futures ADV increased
55% - Brazilian Real futures ADV increased
46% - New Zealand Dollar futures ADV increased
41% - Canadian Dollar futures ADV increased
37% - Options ADV increased
20% - Equity Index options ADV increased
61% - Metals options ADV increased
20% - Interest Rate options ADV increased
10% - Foreign Exchange options ADV increased
7% - Metals ADV increased
5% - Micro Silver futures ADV increased
67% - Silver options ADV increased
55% - Platinum futures ADV increased
39% - Copper options ADV increased
30% - Cryptocurrency ADV increased
6% - Ether futures ADV increased
15% - Bitcoin futures ADV increased
5% - Micro Products ADV
- Micro E-mini Equity Index futures and options ADV of 3.4 million contracts represented
40% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for6% of overall Energy ADV, Micro Ether futures accounted for0.2% of overall Equity Index ADV and Micro Bitcoin futures accounted for0.1% of overall Equity Index ADV - BrokerTec European Repo average daily notional value (ADNV) increased
24% to€376B and U.S. Repo ADNV increased4% to$284.6B - EBS Spot FX ADNV increased
15% to$67B
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.
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SOURCE CME Group
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