CME Group Reports November 2022 Monthly Market Statistics
- 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
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 for6% of overall Energy ADV, Micro Ether futures accounted for0.3% of overall Equity Index ADV and Micro Bitcoin futures accounted for0.2% of overall Equity Index ADV - BrokerTec European Repo average daily notional value (ADNV) increased
21% to€364B and U.S. Repo ADNV increased13% to$292B - EBS Spot FX ADNV increased
8% to$67.2B
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