CME Group Reports Q2 and June 2022 Market Statistics

Rhea-AI Summary

CME Group reported a significant rise in trading volumes for Q2 2022, with an average daily volume (ADV) of 23.1 million contracts, up 25% year-over-year. The highest June ADV of 24 million contracts was achieved, marking a 30% increase. Key highlights include a 57% increase in Equity Index ADV, with record Micro E-Mini S&P 500 futures volume. SOFR futures also saw record volumes. Foreign Exchange ADV increased by 24%, and cryptocurrency ADV surged 89%. Overall, ADV outside the U.S. grew 21%, indicating strong international demand.

Positive

• Q2 ADV up 25% to 23.1 million contracts.
• Record June ADV at 24 million contracts, 30% increase.
• Equity Index ADV rose 57%, including record Micro E-Mini S&P 500 futures volume.
• SOFR futures ADV reached record levels, with 1,629,384 contracts.
• Cryptocurrency ADV surged 89%, with record Micro Ether futures volumes.

Negative

• None.

• Highest-ever June ADV, with Q2 volume up 25% year-over-year
• Q2 Equity Index ADV grew 57%, including record Micro E-Mini S&P 500 futures volume
• Record SOFR futures and options ADV, OI

CHICAGO, July 5, 2022 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its Q2 and June 2022 market statistics, showing average daily volume (ADV) increased 25% to 23.1 million contracts during the second quarter, the company's third-highest quarterly volume ever. June ADV increased 30% to 24 million contracts, representing the company's highest June volume on record. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

Q2 2022 highlights across asset classes compared to Q2 2021 include:

• Equity Index ADV increased 57%
• Record quarterly Micro E-mini S&P 500 futures ADV of 1,388,251 contracts
• Record quarterly E-mini Nasdaq-100 options ADV of 58,731 contracts
• E-mini S&P 500 options ADV increased 96%
• Micro E-mini Dow Jones futures ADV increased 84%
• Micro E-mini Nasdaq-100 futures ADV increased 80%
• E-mini Russell 2000 options ADV increased 52%
• E-mini Nasdaq-100 futures ADV increased 41%
• E-mini Russell 2000 futures ADV increased 35%
• E-mini Dow Jones futures ADV increased 28%
• Micro E-mini Russell 2000 futures ADV increased 12%
• Interest Rate ADV increased 24%
• Record quarterly SOFR futures ADV of 1,629,384 contracts
• Record quarterly SOFR options ADV of 222,777 contracts
• 27 trading days when SOFR futures daily volume surpassed Eurodollar futures, with SOFR futures ADV in Q2 equivalent to 99% of Eurodollar futures ADV in the same period
• 30-Day Fed Fund futures ADV increased 228%
• 2-Year U.S. Treasury Note futures ADV increased 76%
• 5-Year U.S. Treasury Note options ADV increased 61%
• 5-Year U.S. Treasury Note futures ADV increased 30%
• Foreign Exchange ADV increased 24%
• Record quarterly Brazilian Real futures ADV of 17,042 contracts
• Japanese Yen options ADV increased 119%
• Japanese Yen futures ADV increased 49%
• Canadian Dollar options ADV increased 33%
• Options ADV increased 23%
• Equity Index options ADV increased 92%
• Foreign Exchange options ADV increased 27%
• Energy options ADV increased 12%
• Metals options ADV increased 11%
• Interest Rate options ADV increased 9%
• Cryptocurrency ADV increased 89%
• Record quarterly Micro Ether futures ADV of 21,311 contracts
• Record quarterly Ether futures ADV of 6,588 contracts
• Bitcoin futures ADV increased 12%
• Micro Bitcoin futures ADV increased 3%
• ADV outside the United States increased 21% to 6.3 million contracts in Q2, including 40% growth in Latin America, 36% in Asia and 15% in EMEA

June 2022 ADV across asset classes includes:

• Interest Rate ADV of 10.6 million contracts
• Equity Index ADV of 8.2 million contracts
• Options ADV of 4.2 million contracts
• Energy ADV of 2 million contracts
• Agricultural ADV of 1.5 million contracts
• Foreign Exchange ADV of 1.2 million contracts
• Metals ADV of 483,000 contracts

Additional June 2022 product highlights compared to June 2021 include:

• Equity Index ADV increased 80%
• Micro E-mini Nasdaq-100 futures ADV increased 131%
• E-mini Nasdaq-100 options ADV increased 129%
• Micro E-mini S&P 500 futures ADV increased 122%
• E-mini S&P 500 options ADV increased 106%
• Micro E-mini Dow Jones futures ADV increased 98%
• E-mini S&P 500 futures ADV increased 55%
• E-mini Nasdaq-100 futures ADV increased 53%
• Nikkei 225 futures ADV increased 53%
• E-mini Russell 2000 futures ADV increased 46%
• E-mini Russell 2000 options ADV increased 45%
• E-mini Dow Jones futures ADV increased 33%
• Micro E-mini Russell 2000 futures ADV increased 35%
• Options ADV increased 28%
• Equity Index options ADV increased 101%
• Interest Rate ADV increased 17%
• Foreign Exchange options ADV increased 7%
• Energy options ADV increased 2%
• Foreign Exchange ADV increased 25%
• Japanese Yen options ADV increased 92%
• Japanese Yen futures ADV increased 66%
• British Pound futures ADV increased 21%
• Euro FX futures ADV increased 17%
• E-Mini Euro FX futures ADV increased 10%
• Interest Rate ADV increased 24%
• Record monthly SOFR futures ADV of 1,985,508 contracts, with record open interest (OI) of 6,371,384 contracts on June 30
• Record monthly SOFR options ADV of 411,779, with record OI of 7,241,361 contracts on June 30
• 17 trading days when SOFR futures daily volume surpassed Eurodollar futures, with SOFR futures ADV in June equivalent to 117% of Eurodollar futures ADV in the same period
• 2-Year Eris SOFR Swap futures ADV increased 544%
• 30-Day Fed Fund futures ADV increased 238%
• 2-Year U.S. Treasury Note futures ADV increased 85%
• 5-Year U.S. Treasury Note options ADV increased 29%
• 5-Year U.S. Treasury Note futures ADV increased 27%
• Cryptocurrency ADV increased 74%
• Record monthly Ether futures ADV of 8,988 contracts
• Bitcoin futures ADV increased 54%
• ADV outside the United States increased 28% to 6.9 million, including 43% in Asia, 35% growth in Latin America, and 24% in EMEA
• Micro E-mini futures and options represented 40% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 6% of overall Energy ADV, Micro Bitcoin futures accounted for 0.2% and Micro Ether futures accounted for 0.2% of overall Equity Index ADV, respectively
• BrokerTec European Repo average daily notional value (ADNV) increased 23% to €358B, U.S. Repo ADNV increased 17% to $262B, and U.S. Treasury ADNV increased 16% to $128B
• EBS Spot FX ADNV increased 7% to $65.4B

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 were CME Group's trading volumes for Q2 2022?

CME Group reported an average daily volume (ADV) of 23.1 million contracts for Q2 2022, up 25% from the previous year.

How did CME Group's equity index ADV change in Q2 2022?

The equity index ADV increased by 57% in Q2 2022.

What records did CME Group achieve in June 2022?

CME Group achieved a record June ADV of 24 million contracts, marking a 30% increase year-over-year.

How did CME Group's SOFR futures perform in Q2 2022?

CME Group reported record SOFR futures ADV of 1,629,384 contracts in Q2 2022.

What was the growth rate of cryptocurrency trading volumes at CME Group?

Cryptocurrency ADV increased by 89% in Q2 2022.