CME Group Reports January 2022 Monthly Market Statistics

Rhea-AI Summary

CME Group reported significant growth in January 2022, with an average daily volume (ADV) of 24.6 million contracts, marking a 28% increase year-over-year. Key highlights include:

• Interest Rate ADV: 10.8 million contracts (+33%)
• Equity Index ADV: 8.7 million contracts (+56%)
• Options ADV: 4.6 million contracts (+39%)
• Energy ADV: 2.4 million contracts (+7%)

International trading also grew by 27%, indicating robust global interest.

Positive

• Average daily volume (ADV) increased 28% to 24.6 million contracts in January 2022.
• Record Micro E-mini Equity Index futures ADV of 3,739,891 contracts.
• Interest Rate ADV increased 33% with record SOFR futures open interest of 3,040,896 contracts.
• Equity Index options ADV surged 99%, indicating strong demand.
• International ADV increased 27%, showcasing global market interest.

Negative

• None.

CHICAGO, Feb. 2, 2022 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its January 2022 market statistics, showing average daily volume (ADV) increased 28% to 24.6 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

January 2022 ADV across asset classes includes:

• Interest Rate ADV of 10.8 million contracts
• Equity Index ADV of 8.7 million contracts
• Options ADV of 4.6 million contracts
• Energy ADV of 2.4 million contracts
• Agricultural ADV of 1.3 million contracts
• Foreign Exchange ADV of 779,000 contracts
• Metals ADV of 575,000 contracts

Additional January product highlights compared to January 2021 include:

• Equity Index ADV increased 56%, driven by record Micro E-mini Equity Index futures ADV of 3,739,891 contracts
• Record Micro E-mini Nasdaq-100 futures ADV of 1,773,105 contracts
• Record Micro E-mini S&P 500 futures ADV of 1,462,837 contracts
• Record Micro E-mini Dow Jones Industrial Average futures ADV of 270,420 contracts
• Record Micro E-mini Russell 2000 futures ADV of 233,529 contracts
• Record E-mini Nasdaq-100 futures ADV of 818,812 contracts
• E-mini S&P 500 options increased 104% to 1.3M contracts
• Interest Rate ADV increased 33%
• Record SOFR futures open interest (OI) of 3,040,896 contracts on January 31, and record ADV of 731,126 contracts, an increase of 253% and 645%, respectively, year-over-year
• Record SOFR options OI of 204,279 contracts on January 31, and record ADV of 11,347 contracts
• 30-Day Fed Fund futures ADV increased 282%
• 5-Year U.S. Treasury Note options ADV increased 180%
• Eurodollar options ADV increased 74%
• Ultra 10-Year U.S. Treasury Note futures ADV increased 28%
• Options ADV increased 39%
• Equity Index options ADV increased 99%
• Interest Rate options ADV increased 39%
• Foreign Exchange options ADV increased 29%
• Energy ADV increased 7%
• E-mini Crude Oil futures ADV increased 53%
• Micro Products ADV
• Micro E-mini Equity Index futures and options had an ADV of 3.8 million contracts, representing 43% of overall Equity Index ADV, while Micro WTI Crude Oil futures accounted for 2.8% of overall Energy ADV and Micro Bitcoin futures accounted for 0.2% overall of Equity Index ADV
• Micro Ether futures ADV grew to 21,598 contracts following their December 2021 launch
• ADV outside the United States increased 27% to 6.5 million contracts, including 29% growth in EMEA, 23% in Asia and 23% in Latin America
• BrokerTec U.S. Repo average daily notional value (ADNV) increased 29% to $269B, U.S. Treasury ADNV increased 10% to $141B and European Repo ADNV increased 6% to €286B
• Record single-day trading volume for the EBS eFix Matching Service of $25.3B notional on January 31

As the world's leading and most diverse 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