• 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

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.

CME Group Monthly Market Statistics
◾️ Highest-Ever June Volume
◾️ Overall ADV up 30% to 24M contracts
◾️ Equity Index ADV up 80%
◾️ Options ADV up 28%
◾️Foreign Exchange ADV up 25%
◾️ Interest Rate ADV up 24%

— CME Group (@CMEGroup) July 5, 2022

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

Source: CME Group