CME Group Reports ADV up 19% YoY in February 2022

CME Group, the world's leading derivatives marketplace, recently reported its February 2022 market statistics, showing average daily volume (ADV) increased 19% to 29 million contracts during the month.

February 2022 ADV across asset classes includes:

• Interest Rate ADV of 14.9 million contracts

• Equity Index ADV of 8.1 million contracts

• Options ADV of 4.6 million contracts

• Energy ADV of 2.8 million contracts

• Agricultural ADV of 1.9 million contracts

• Foreign Exchange ADV of 876,000 contracts

• Metals ADV of 576,000 contracts

Additional February product highlights compared to February 2021 include:

1. Equity Index ADV increased 46%

• Micro E-mini Equity Index futures increased 58%

2. Agricultural ADV increased 18%

• Chicago Wheat options ADV increased 107%

• Soybean options ADV increased 73% and futures ADV increased 25%

3. Interest Rate ADV increased 13%

• Record SOFR futures ADV of 1,207,882 million contracts, with record open interest (OI) of 3,794,407 contracts on February 28, an increase of 833% and 398%, respectively, year-over-year

• Record SOFR options ADV of 56,896 contracts, with record OI of 993,606 contracts on February 28

• Record Ultra 10-Year U.S. Treasury Note futures ADV of 628,731 contracts

• Record Ultra U.S. Treasury Bond futures ADV of 413,812 contracts

• 30-Day Fed Fund futures ADV increased 340%

4. Options ADV increased 20%

• Equity Index options ADV increased 82%

• Agricultural options ADV increased 41%

• Foreign Exchange options ADV increased 17%

5. Foreign Exchange ADV increased 8%

6. Energy ADV increased 5%

• ​Record Micro WTI Crude Oil futures ADV of 104,504 contracts

• ​E-mini Crude Oil futures ADV increased 113%