CME Group Reports November 2022 Monthly Market Statistics

• Highest-ever November ADV
• Record SOFR options volume and OI

CME Group, the world's leading derivatives marketplace, today reported its November 2022 market statistics, showing average daily volume (ADV) increased 1% to 23.5 million contracts during the month, representing the company's highest November volume on record. Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

November 2022 ADV across asset classes includes:

• Interest Rate ADV of 11.8 million contracts
• Equity Index ADV of 6.9 million contracts
• Options ADV of 4.2 million contracts
• Energy ADV of 1.9 million contracts
• Agricultural ADV of 1.3 million contracts
• Foreign Exchange ADV of 928,000 contracts
• Metals ADV of 625,000 contracts

Additional November 2022 product highlights compared to November 2021 include:

• Equity Index ADV increased 23%
  • Micro E-mini S&P 500 futures ADV increased 50%
  • E-mini Nasdaq-100 options ADV increased 42%
  • E-mini S&P 500 options ADV increased 30%
  • Micro E-mini Nasdaq-100 futures ADV increased 22%
• SOFR ADV increased 982%
  • Record monthly SOFR options ADV of 963,067 contracts, with record open interest (OI) of 21,857,850 contracts on November 30
  • SOFR futures ADV increased 666%, with record OI of 8,967,624 contracts on November 30
• Foreign Exchange ADV increased 16%
  • E-mini Euro FX futures ADV increased 71%
  • Brazilian Real futures ADV increased 64%
  • New Zealand Dollar futures ADV increased 25%
  • Canadian Dollar options ADV increased 17%
• Cryptocurrency ADV increased 45%
  • Bitcoin futures ADV increased 44%
  • Ether futures ADV increased 38%
• Micro Products ADV
  • Micro E-mini Equity Index futures and options ADV of 2.8 million contracts represented 41% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 6% 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
• BrokerTec European Repo average daily notional value (ADNV) increased 21% to €364B and U.S. Repo ADNV increased 13% to $292B
• EBS Spot FX ADNV increased 8% to $67.2B