CME Group Reports 26% YoY Increase in ADV of April 2022

CME Group, the world's leading derivatives marketplace, recently reported its April 2022 market statistics, showing average daily volume (ADV) increased 26% to 20.8 million contracts during the month.

April 2022 ADV across asset classes includes:

• Interest Rate ADV of 9.6 million contracts

• Equity Index ADV of 6.6 million contracts

• Options ADV of 3.6 million contracts

• Energy ADV of 2 million contracts

• Agricultural ADV of 1.3 million contracts

• Foreign Exchange ADV of 811,000 contracts

• Metals ADV of 470,000 contracts

Additional April 2022 product highlights compared to April 2021 include:

1. Equity Index ADV increased 42%

• Record E-mini Nasdaq-100 options ADV of 47,289 contracts

• E-mini S&P 500 options ADV increased 106%

• Micro E-mini Dow Jones futures ADV increased 73%

• Micro E-mini S&P 500 futures ADV increased 51%

• Micro E-mini Nasdaq-100 futures ADV increased 50%

• E-mini Nasdaq-100 futures ADV increased 28%

• E-mini Russell 2000 futures ADV increased 23%

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2. Interest Rate ADV increased 36%

• Record SOFR options ADV of 75,578 contracts, including a single-day trading volume record of 222,725 contracts on April 21 and record OI of 1,913,370 contracts on April 29

• Record SOFR futures OI of 5,202,488 on April 29

• SOFR futures daily volume surpassed Eurodollar futures for the first time ever on April 19, trading 1,371,506 contracts compared to 1,333,633 Eurodollar futures contracts

• 30-Day Fed Fund futures ADV increased 227%

• 2-Year U.S. Treasury Note futures ADV increased 139%

• 5-Year U.S. Treasury Note futures ADV increased 54%

• Ultra 10-Year U.S. Treasury Note futures ADV increased 34%

• U.S. Treasury Bond options ADV increased 24%

3. Options ADV increased 24%

• Equity Index options ADV increased 105%

• Foreign Exchange options ADV increased 69%

• Energy options ADV increased 35%

• Metals options ADV increased 29%

• Interest Rate options ADV increased 5%

4. Foreign Exchange ADV increased 21%

5. Energy ADV increased 5%

• Natural Gas options ADV increased 94%

• Natural Gas futures ADV increased 37%

• ​E-mini Crude Oil futures ADV increased 28%

6. ADV outside the United States increased 16% to 5.5 million contracts, including 54% growth in Latin America, 34% in APAC and 8% in EMEA

7. BrokerTec U.S. Treasury average daily notional value (ADNV) increased 41% to $143B, U.S. Repo ADNV increased 35% to $288B and European Repo ADNV increased 13% to €334B