CME Group Reports 20% ADV Growth In July 2022

• 40% growth in Equity Index ADV, driven by micro and E-mini contracts
• Record SOFR options and futures OI on July 29

CME Group, the world's leading derivatives marketplace, today reported its July 2022 market statistics, showing average daily volume (ADV) increased 20% to 20.4 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

July 2022 ADV across asset classes includes:

     • Interest Rate ADV of 9 million contracts
     • Equity Index ADV of 6.7 million contracts
     • Options ADV of 3.6 million contracts
     • Energy ADV of 1.9 million contracts
     • Agricultural ADV of 1.3 million contracts
     • Foreign Exchange ADV of 959,000 contracts
     • Metals ADV of 553,000 contracts

Additional July 2022 product highlights compared to July 2021 include:

      • Equity Index ADV increased 40%
        ° Micro E-mini S&P 500 futures ADV increased 81%
        ° Micro E-mini Nasdaq-100 futures ADV increased 61%
        ° E-mini S&P 500 options ADV increased 49%
        ° E-mini Nasdaq-100 options ADV increased 44%
        ° Micro E-mini Dow Jones futures ADV increased 34%
        ° E-mini Nasdaq-100 futures ADV increased 22%

     • Foreign Exchange ADV increased 30%
        ° E-mini Euro FX futures ADV increased 81%
        ° Canadian Dollar futures ADV increased 17%

     • Interest Rate ADV increased 16%
        ° Record SOFR options open interest (OI) of 8,735,423 contracts on July 29
        ° Record SOFR futures OI of 7,298,956 contracts on July 29
        ° 20 trading days when SOFR futures daily volume surpassed Eurodollar futures, with SOFR futures ADV in July equivalent to 139% of Eurodollar futures ADV in the same period
        ° 30-Day Fed Fund futures ADV increased 360%
        ° 5-Year U.S. Treasury Note options ADV increased 74%
        ° 2-Year U.S. Treasury Note futures ADV increased 64%
        ° 10-Year U.S. Treasury Note options ADV increased 22%
        ° 5-Year U.S. Treasury Note futures ADV increased 23%

     • Options ADV increased 15%
        ° Equity Index options ADV increased 45%
        ° Metals options ADV increased 42%
        ° Agricultural options ADV increased 42%
        ° Foreign Exchange options ADV increased 7%

     • Agricultural ADV increased 14%
        ° Chicago SRW Wheat options ADV increased 51%
        ° Corn options ADV increased 54%
        ° Soybean Oil options ADV increased 45%
        ° Soybean Meal options ADV increased 45%
        ° Soybean Meal futures ADV increased 26%

     • Metals ADV increased 3%
        ° Gold options ADV increased 58%
        ° Copper options ADV increased 38%
        ° Cryptocurrency ADV increased 120%
        ° Ether futures ADV increased 137%
        ° Bitcoin futures ADV increased 72%

     • Micro Products ADV
        ° Micro E-mini Equity Index futures and options ADV of 2.9 million contracts represented 43% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 7% of overall Energy ADV, Micro Ether futures accounted for 0.4% of overall Equity Index ADV and Micro Bitcoin futures accounted for 0.2% of overall Equity Index ADV

     • ADV outside the United States increased 15% to 5.6 million contracts, including 31% growth in APAC, 20% in Latin America and 9% in EMEA
     • BrokerTec U.S. Repo average daily notional value (ADNV) increased 18% to $261B, European Repo ADNV increased 16% to €344.5B, and U.S. Treasury ADNV increased 15% to $121.6B
     • EBS Spot FX ADNV increased 12% to $64.5B