CME Group Reports April 2022 Monthly Market Statistics

Rhea-AI Summary

CME Group announced a record April 2022 average daily volume (ADV) of 20.8 million contracts, reflecting a 26% year-over-year increase. Key highlights include a 42% rise in Equity Index ADV, driven by E-mini S&P 500 options, and a significant uptick in Interest Rate ADV with record SOFR options and futures. Overall, ADV outside the U.S. increased 16% to 5.5 million contracts. The metrics indicate robust trading activity across various asset classes, showcasing CME Group's strong market position.

Positive

• Record April ADV of 20.8 million contracts, up 26% year-over-year.
• Equity Index ADV rose 42%, led by E-mini S&P 500 options.
• Significant growth in Interest Rate ADV, including record SOFR options ADV of 75,578 contracts.
• ADV outside the U.S. increased 16%, highlighting global engagement.

Negative

• None.

• Highest-ever April ADV
• Overall ADV increased 26% year-over-year
• Record SOFR options ADV and OI
• Equity Index ADV up 42%, led by growth in E-mini S&P 500 options

CHICAGO, May 3, 2022 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its April 2022 market statistics, showing average daily volume (ADV) increased 26% to 20.8 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

April 2022 ADV across asset classes includes:

• Interest Rate ADV of 9.6 million contracts
• Equity Index ADV of 6.6 million contracts
• Options ADV of 3.6 million contracts
• Energy ADV of 2 million contracts
• Agricultural ADV of 1.3 million contracts
• Foreign Exchange ADV of 811,000 contracts
• Metals ADV of 470,000 contracts

Additional April 2022 product highlights compared to April 2021 include:

• Equity Index ADV increased 42%
• Record E-mini Nasdaq-100 options ADV of 47,289 contracts
• E-mini S&P 500 options ADV increased 106%
• Micro E-mini Dow Jones futures ADV increased 73%
• Micro E-mini S&P 500 futures ADV increased 51%
• Micro E-mini Nasdaq-100 futures ADV increased 50%
• E-mini Nasdaq-100 futures ADV increased 28%
• E-mini Russell 2000 futures ADV increased 23%
• Interest Rate ADV increased 36%
• Record SOFR options ADV of 75,578 contracts, including a single-day trading volume record of 222,725 contracts on April 21 and record OI of 1,913,370 contracts on April 29
• Record SOFR futures OI of 5,202,488 on April 29
• SOFR futures daily volume surpassed Eurodollar futures for the first time ever on April 19, trading 1,371,506 contracts compared to 1,333,633 Eurodollar futures contracts
• 30-Day Fed Fund futures ADV increased 227%
• 2-Year U.S. Treasury Note futures ADV increased 139%
• 5-Year U.S. Treasury Note futures ADV increased 54%
• Ultra 10-Year U.S. Treasury Note futures ADV increased 34%
• U.S. Treasury Bond options ADV increased 24%
• Options ADV increased 24%
• Equity Index options ADV increased 105%
• Foreign Exchange options ADV increased 69%
• Energy options ADV increased 35%
• Metals options ADV increased 29%
• Interest Rate options ADV increased 5%
• Foreign Exchange ADV increased 21%
• Energy ADV increased 5%
• Natural Gas options ADV increased 94%
• Natural Gas futures ADV increased 37%
• E-mini Crude Oil futures ADV increased 28%
• Ether futures ADV increased 74%
• Micro Products ADV
• Micro E-mini Equity Index futures and options ADV of 2.8 million contracts represented 41.8% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 6.2% 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
• ADV outside the United States increased 16% to 5.5 million contracts, including 54% growth in Latin America, 34% in APAC and 8% in EMEA
• BrokerTec U.S. Treasury average daily notional value (ADNV) increased 41% to $143B, U.S. Repo ADNV increased 35% to $288B and European Repo ADNV increased 13% to €334B
• EBS Spot FX ADNV increased 8% to $66B

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

FAQ

What was CME Group's average daily volume in April 2022?

CME Group's average daily volume in April 2022 was 20.8 million contracts, which is a 26% increase year-over-year.

How much did the Equity Index ADV increase in April 2022?

The Equity Index ADV increased by 42% in April 2022, led by growth in E-mini S&P 500 options.

What significant records did CME Group set in April 2022?

In April 2022, CME Group set records for SOFR options ADV of 75,578 contracts and a record open interest of 1,913,370 contracts.

How much did ADV outside the U.S. grow in April 2022?

The ADV outside the U.S. grew by 16% to 5.5 million contracts in April 2022.