CME Group Reports Q2 and June 2022 Market Statistics

 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 .

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

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