CME Group Reports April 2022 Monthly Market Statistics

• Highest-ever April ADV
• Overall ADV increased 26% year-over-year
• Record SOFR options ADV and OI
• Equity Index ADV up 42%, led by growth in E-mini S&P 500 options

CME Group, the world's leading derivatives marketplace, today reported its April 2022 market statistics, showing average daily volume (ADV) increased 26% to 20.8 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

April 2022 ADV across asset classes includes:

• Interest Rate ADV of 9.6 million contracts
• Equity Index ADV of 6.6 million contracts
• Options ADV of 3.6 million contracts
• Energy ADV of 2 million contracts
• Agricultural ADV of 1.3 million contracts
• Foreign Exchange ADV of 811,000 contracts
• Metals ADV of 470,000 contracts

Additional April 2022 product highlights compared to April 2021 include:

• Equity Index ADV increased 42%
  • Record E-mini Nasdaq-100 options ADV of 47,289 contracts
  • E-mini S&P 500 options ADV increased 106%
  • Micro E-mini Dow Jones futures ADV increased 73%
  • Micro E-mini S&P 500 futures ADV increased 51%
  • Micro E-mini Nasdaq-100 futures ADV increased 50%
  • E-mini Nasdaq-100 futures ADV increased 28%
  • E-mini Russell 2000 futures ADV increased 23%
• Interest Rate ADV increased 36%
  • Record SOFR options ADV of 75,578 contracts, including a single-day trading volume record of 222,725 contracts on April 21 and record OI of 1,913,370 contracts on April 29
  • Record SOFR futures OI of 5,202,488 on April 29
  • SOFR futures daily volume surpassed Eurodollar futures for the first time ever on April 19, trading 1,371,506 contracts compared to 1,333,633 Eurodollar futures contracts
  • 30-Day Fed Fund futures ADV increased 227%
  • 2-Year U.S. Treasury Note futures ADV increased 139%
  • 5-Year U.S. Treasury Note futures ADV increased 54%
  • Ultra 10-Year U.S. Treasury Note futures ADV increased 34%
  • U.S. Treasury Bond options ADV increased 24%
• Options ADV increased 24%
  • Equity Index options ADV increased 105%
  • Foreign Exchange options ADV increased 69%
  • Energy options ADV increased 35%
  • Metals options ADV increased 29%
  • Interest Rate options ADV increased 5%
• Foreign Exchange ADV increased 21%
• Energy ADV increased 5%
  • Natural Gas options ADV increased 94%
  • Natural Gas futures ADV increased 37%
  • E-mini Crude Oil futures ADV increased 28%
• Ether futures ADV increased 74%
• Micro Products ADV
  • Micro E-mini Equity Index futures and options ADV of 2.8 million contracts represented 41.8% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 6.2% of overall Energy ADV, Micro Ether futures accounted for 0.3% of overall Equity Index ADV and Micro Bitcoin futures accounted for 0.2% of overall Equity Index ADV
• ADV outside the United States increased 16% to 5.5 million contracts, including 54% growth in Latin America, 34% in APAC and 8% in EMEA
• BrokerTec U.S. Treasury average daily notional value (ADNV) increased 41% to $143B, U.S. Repo ADNV increased 35% to $288B and European Repo ADNV increased 13% to €334B
• EBS Spot FX ADNV increased 8% to $66B