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 1% to 23.5 million contracts during the month, representing the company's highest November volume on record. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.
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%
SOFR ADV increased 982%
Foreign Exchange ADV increased 16%
Cryptocurrency ADV increased 45%
Micro Products ADV
BrokerTec European Repo average daily notional value (ADNV) increased 21% to €364B and U.S. Repo ADNV increased 13% to $292B
EBS Spot FX ADNV increased 8% to $67.2B
About CME Group
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.
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SOURCE CME Group