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CME reached a Record Average Daily Volume of 23.3 contracts traded in 2022 with their highest recorded Q4
January 4, 2023 - CME Group, derivatives marketplace, announced their full-year, Q4 and December 2022 market statistics.
Core highlights were reaching a record average daily volume (ADV) of 23.3 million contracts during the year, an increase of 19% over 2021. ADV increased 6% in the fourth quarter to 21.8 million contracts, and ADV increased 7% in December to 19.2 million contracts.
A summary, full-year 2022 list of highlights across asset classes provided below:
Equity Index ADV increased 39%
- Micro E-Mini Nasdaq 100 futures ADV of 1,453,985 contracts
- Micro E-Mini S&P 500 futures ADV of 1,370,415 contracts
- E-Mini Nasdaq 100 futures ADV of 704,765 contracts
- E-Mini Russell 2000 futures ADV of 241,320 contracts
Interest Rate ADV increased 18%
- SOFR futures and options ADV of 2,200,714 contracts
- 5-Year U.S. Treasury Note futures and options ADV of 1,542,997 contracts
Foreign Exchange ADV increased 24%
- E-Micro FX futures ADV increased 42%
- Euro FX futures ADV increased 26%
Cryptocurrency ADV increased 82%
- Record Micro Ether futures ADV of 19,582 contracts
- ADV outside the United States increased 15% to 6.3 million contracts, including 30% growth in Latin America, 27% in Asia, and 10% in EMEA
Q4 2022 highlights across asset classes include:
SOFR futures and options ADV of 2,985,320 contracts
Equity Index ADV increased 26%
- E-Mini S&P 500 options ADV of 1,230,268 contracts
- Micro E-Mini S&P 500 futures ADV increased 52%
- Micro E-Mini Nasdaq 100 futures ADV increased 25%
Foreign Exchange ADV increased 25%
- E-Mini Euro FX futures ADV increased 72%
- Japanese Yen futures ADV increased 45%
Metals ADV increased 7%
- Copper options increased 116%
- Silver options ADV increased 70%
December 2022 ADV across asset classes includes
- Interest Rate ADV of 7.9 million contracts
- Equity Index ADV of 7.0 million contracts
- Options ADV of 3.8 million contracts
- Energy ADV of 1.8 million contracts
- Agricultural ADV of 1.1 million contracts
- Foreign Exchange ADV of 1.0 million contracts
- Metals ADV of 409,000 contracts
Additional December year-over-year product highlights include:
Interest Rate ADV increased 12%
- SOFR futures and options ADV increased 862%, with record OI of 34,832,123 contracts on December 15
- 30-Day Fed Funds futures ADV increased 45%
- 2-Year U.S. Treasury Note futures ADV increased 25%
- Ultra 10-Year U.S. Treasury Note futures ADV increased 15%
Metals ADV increased 22%
- Aluminum futures ADV increased 73%
- Silver futures ADV increased 24%
- Copper futures ADV increased 21%
Foreign Exchange ADV increased 20%
- Japanese Yen futures ADV increased 56%
- Euro FX futures ADV increased 25%
Micro Products ADV
- Micro E-mini futures and options had an ADV of 2.6 million contracts, representing 36.9% of overall Equity Index ADV, while Micro WTI Crude Oil futures accounted for 5.0% of overall Energy ADV, Micro Bitcoin futures and Micro Ether futures accounted for 0.1%, respectively, of overall Equity Index ADV
- BrokerTec European Repo average daily notional value (ADNV) increased 26% to €323B and U.S. Repo increased 4% to $268B
- EBS Spot FX ADNV increased 11% to $55B
