CME Group Reports 22% ADV Growth In August 2022

• Highest-ever August for Equity Index ADV
• Record SOFR futures and options OI

CME Group, the world's leading derivatives marketplace, today reported its August 2022 market statistics, showing average daily volume (ADV) increased 22% to 21.2 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

August 2022 ADV across asset classes includes:

• Interest Rate ADV of 10.6 million contracts
• Equity Index ADV of 6.3 million contracts
• Options ADV of 3.4 million contracts
• Energy ADV of 1.8 million contracts
• Agricultural ADV of 1.2 million contracts
• Foreign Exchange ADV of 866,000 contracts
• Metals ADV of 427,000 contracts

Additional August 2022 product highlights compared to August 2021 include:

• Equity Index ADV increased 51%
  • Micro E-mini S&P 500 futures ADV increased 85%
  • Micro E-mini Nasdaq-100 futures ADV increased 71%
  • E-mini S&P 500 options ADV increased 67%
  • E-mini Nasdaq-100 options ADV increased 39%
  • E-mini Nasdaq-100 futures ADV increased 28%
• Foreign Exchange ADV increased 39%
  • E-mini Euro FX futures ADV increased 112%
  • Japanese Yen futures ADV increased 79%
• Interest Rate ADV increased 20%
  • Record monthly SOFR options ADV of 518,296 contracts and record open interest (OI) of 11,272,710 contracts on August 31
  • Record SOFR futures OI of 7,705,166 contracts on August 30
  • 23 trading days when SOFR futures daily volume surpassed Eurodollar futures, with SOFR futures ADV in August equivalent to 164% of Eurodollar futures ADV in the same period
  • 15 trading days when SOFR options daily volume surpassed Eurodollar options, with SOFR options ADV in August equivalent to 120% of Eurodollar options ADV in the same period
  • 30-Day Fed Fund futures ADV increased 363%
  • 5-Year U.S. Treasury Note options ADV increased 81%
  • 2-Year U.S. Treasury Note futures ADV increased 48%
• Options ADV increased 18%
  • Equity Index options ADV increased 63%
  • Interest Rate options ADV increased 10%
  • Agricultural options ADV increased 8%
  • Metals options ADV increased 6%
• Cryptocurrency ADV increased 98%
  • Bitcoin futures ADV increased 50%
  • Ether futures ADV increased 43%
• Micro Products ADV
  • Micro E-mini Equity Index futures and options ADV of 2.6 million contracts represented 41% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 7% of overall Energy ADV, Micro Ether futures accounted for 0.3% of overall Equity Index ADV and Micro Bitcoin futures accounted for 0.1% of overall Equity Index ADV
• ADV outside the United States increased 20% to 5.6 million contracts, including 37% growth in APAC, 26% in Latin America and 14% in EMEA
• BrokerTec U.S. Treasury average daily notional value (ADNV) increased 23% to $111.4B, European Repo ADNV increased 21% to €343.7B and U.S. Repo ADNV increased 18% to $268B