CME Group Reports January 2022 Monthly Market Statistics

• Overall ADV increased 28% year-over-year
• Equity Index ADV grew 56%, driven by record Micro E-mini Equity futures
• Record SOFR futures and options ADV and OI

CME Group, the world's leading derivatives marketplace, today reported its January 2022 market statistics, showing average daily volume (ADV) increased 28% to 24.6 million contracts during the month. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

January 2022 ADV across asset classes includes:

• Interest Rate ADV of 10.8 million contracts
• Equity Index ADV of 8.7 million contracts
• Options ADV of 4.6 million contracts
• Energy ADV of 2.4 million contracts
• Agricultural ADV of 1.3 million contracts
• Foreign Exchange ADV of 779,000 contracts
• Metals ADV of 575,000 contracts

Additional January product highlights compared to January 2021 include:

• Equity Index ADV increased 56%, driven by record Micro E-mini Equity Index futures ADV of 3,739,891 contracts
  • Record Micro E-mini Nasdaq-100 futures ADV of 1,773,105 contracts
  • Record Micro E-mini S&P 500 futures ADV of 1,462,837 contracts
  • Record Micro E-mini Dow Jones Industrial Average futures ADV of 270,420 contracts
  • Record Micro E-mini Russell 2000 futures ADV of 233,529 contracts
  • Record E-mini Nasdaq-100 futures ADV of 818,812 contracts
  • E-mini S&P 500 options increased 104% to 1.3M contracts
• Interest Rate ADV increased 33%
  • Record SOFR futures open interest (OI) of 3,040,896 contracts on January 31, and record ADV of 731,126 contracts, an increase of 253% and 645%, respectively, year-over-year
  • Record SOFR options OI of 204,279 contracts on January 31, and record ADV of 11,347 contracts
  • 30-Day Fed Fund futures ADV increased 282%
  • 5-Year U.S. Treasury Note options ADV increased 180%
  • Eurodollar options ADV increased 74%
  • Ultra 10-Year U.S. Treasury Note futures ADV increased 28%
• Options ADV increased 39%
  • Equity Index options ADV increased 99%
  • Interest Rate options ADV increased 39%
  • Foreign Exchange options ADV increased 29%
• Energy ADV increased 7%
  • E-mini Crude Oil futures ADV increased 53%
• Micro Products ADV
  • Micro E-mini Equity Index futures and options had an ADV of 3.8 million contracts, representing 43% of overall Equity Index ADV, while Micro WTI Crude Oil futures accounted for 2.8% of overall Energy ADV and Micro Bitcoin futures accounted for 0.2% overall of Equity Index ADV
  • Micro Ether futures ADV grew to 21,598 contracts following their December 2021 launch
• ADV outside the United States increased 27% to 6.5 million contracts, including 29% growth in EMEA, 23% in Asia and 23% in Latin America
• BrokerTec U.S. Repo average daily notional value (ADNV) increased 29% to $269B, U.S. Treasury ADNV increased 10% to $141B and European Repo ADNV increased 6% to €286B
• Record single-day trading volume for the EBS eFix Matching Service of $25.3B notional on January 31