CME Group Witnesses Slight Growth in November Average Daily Volume

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. 

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%

• ​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