CME Group Reports 11% ADV Growth In October 2022

• Highest-ever October ADV
• Equity Index volume up 59%, with record E-mini S&P 500 options contracts
• Record SOFR options volume and OI

CME Group, the world's leading derivatives marketplace, today reported its October 2022 market statistics, showing average daily volume (ADV) increased 11% to 22.7 million contracts during the month, representing the company's highest October volume on record. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

October 2022 ADV across asset classes includes:

• Interest Rate ADV of 9.8 million contracts
• Equity Index ADV of 8.5 million contracts
• Options ADV of 4.5 million contracts
• Energy ADV of 1.8 million contracts
• Agricultural ADV of 1.2 million contracts
• Foreign Exchange ADV of 1 million contracts
• Metals ADV of 489,000 contracts

Additional October 2022 product highlights compared to October 2021 include:

• Equity Index ADV increased 59%
  • Record E-mini S&P 500 options ADV of 1,394,595 contracts
  • Micro E-mini S&P 500 futures ADV increased 87%
  • E-mini S&P 500 futures ADV increased 66%
  • Micro E-mini Nasdaq-100 futures ADV increased 62%
  • E-mini Nasdaq-100 options ADV increased 56%
  • E-mini Russell 2000 futures ADV increased 47%
  • E-mini Nasdaq-100 futures ADV increased 43%
  • Micro E-mini Dow Jones futures ADV increased 20%
• SOFR ADV increased 1,108%
  • Record monthly SOFR options ADV of 900,220 contracts and record open interest (OI) of 17,758,014 contracts on October 31
  • SOFR futures ADV increased 731%
• Foreign Exchange ADV increased 42%
  • E-mini Euro FX futures ADV increased 95%
  • British Pound futures ADV increased 67%
  • Japanese Yen futures ADV increased 57%
  • Mexican Peso futures ADV increased 55%
  • Brazilian Real futures ADV increased 46%
  • New Zealand Dollar futures ADV increased 41%
  • Canadian Dollar futures ADV increased 37%
• Options ADV increased 20%
  • Equity Index options ADV increased 61%
  • Metals options ADV increased 20%
  • Interest Rate options ADV increased 10%
  • Foreign Exchange options ADV increased 7%
• Metals ADV increased 5%
  • Micro Silver futures ADV increased 67%
  • Silver options ADV increased 55%
  • Platinum futures ADV increased 39%
  • Copper options ADV increased 30%
• Cryptocurrency ADV increased 6%
  • Ether futures ADV increased 15%
  • Bitcoin futures ADV increased 5%
• Micro Products ADV
  • Micro E-mini Equity Index futures and options ADV of 3.4 million contracts represented 40% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 6% of overall Energy ADV, Micro Ether futures accounted for 0.2% of overall Equity Index ADV and Micro Bitcoin futures accounted for 0.1% of overall Equity Index ADV
• BrokerTec European Repo average daily notional value (ADNV) increased 24% to €376B and U.S. Repo ADNV increased 4% to $284.6B
• EBS Spot FX ADNV increased 15% to $67B