CME Group Reports November 2022 Monthly Market Statistics

Rhea-AI Summary

CME Group reported a record November 2022 with an average daily volume (ADV) of 23.5 million contracts, a 1% increase year-over-year. Highlights include a significant rise in SOFR options volume, reaching a record of 963,067 contracts and an open interest (OI) of 21,857,850 contracts by November 30. Other notable performances included a 23% increase in Equity Index ADV, 982% increase in SOFR ADV, and a 16% increase in Foreign Exchange ADV. These statistics reflect the company's strong market position and growth across various asset classes.

Positive

• Record November ADV of 23.5 million contracts, up 1%
• SOFR options ADV reached 963,067 contracts with OI of 21,857,850 contracts on Nov 30
• Equity Index ADV rose 23% year-over-year
• SOFR ADV surged by 982%
• Foreign Exchange ADV increased 16%

Negative

• None.

• 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

FAQ

What was CME's average daily volume in November 2022?

CME Group's average daily volume in November 2022 was 23.5 million contracts.

How much did SOFR options volume increase in November 2022?

SOFR options volume increased to 963,067 contracts in November 2022.

What was the increase percentage for Equity Index ADV in November 2022?

Equity Index ADV increased by 23% compared to November 2021.

Which product saw the highest ADV increase in November 2022?

The SOFR products saw the highest ADV increase of 982%.

What is the stock symbol for CME Group?

The stock symbol for CME Group is CME.