CME Group Reports Record Average Daily Volume Of 23.3 Million Contracts Traded In 2022, An Increase Of 19%

• Equity Index ADV grew 39% for the year and 26% in Q4
• Interest Rate ADV up 18% annually, driven by record SOFR volume and OI
• Highest-ever Q4 ADV

CME Group, the world's leading derivatives marketplace, today reported its full-year, Q4 and December 2022 market statistics, showing it reached a record average daily volume (ADV) of 23.3 million contracts during the year, an increase of 19% over 2021. ADV increased 6% in the fourth quarter to 21.8 million contracts, and ADV increased 7% in December to 19.2 million contracts. Annual, quarterly and monthly market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

Full-year 2022 highlights across asset classes include:

• Equity Index ADV increased 39%
  • Record Micro E-Mini Nasdaq 100 futures ADV of 1,453,985 contracts
  • Record Micro E-Mini S&P 500 futures ADV of 1,370,415 contracts
  • Record E-Mini Nasdaq 100 futures ADV of 704,765 contracts
  • Record E-Mini Russell 2000 futures ADV of 241,320 contracts
• Interest Rate ADV increased 18%
  • Record SOFR futures and options ADV of 2,200,714 contracts
  • Record 5-Year U.S. Treasury Note futures and options ADV of 1,542,997 contracts
• Foreign Exchange ADV increased 24%
  • E-Micro FX futures ADV increased 42%
  • Euro FX futures ADV increased 26%
• Cryptocurrency ADV increased 82%
  • Record Micro Ether futures ADV of 19,582 contracts
• ADV outside the United States increased 15% to 6.3 million contracts, including 30% growth in Latin America, 27% in Asia, and 10% in EMEA

Q4 2022 highlights across asset classes include:

• Record SOFR futures and options ADV of 2,985,320 contracts
• Equity Index ADV increased 26%
  • Record E-Mini S&P 500 options ADV of 1,230,268 contracts
  • Micro E-Mini S&P 500 futures ADV increased 52%
  • Micro E-Mini Nasdaq 100 futures ADV increased 25%
• Foreign Exchange ADV increased 25%
  • E-Mini Euro FX futures ADV increased 72%
  • Japanese Yen futures ADV increased 45%
• Metals ADV increased 7%
  • Copper options increased 116%
  • Silver options ADV increased 70%

December 2022 ADV across asset classes includes:

• Interest Rate ADV of 7.9 million contracts
• Equity Index ADV of 7.0 million contracts
• Options ADV of 3.8 million contracts
• Energy ADV of 1.8 million contracts
• Agricultural ADV of 1.1 million contracts
• Foreign Exchange ADV of 1.0 million contracts
• Metals ADV of 409,000 contracts

Additional December year-over-year product highlights include:

• Interest Rate ADV increased 12%
  • SOFR futures and options ADV increased 862%, with record OI of 34,832,123 contracts on December 15
  • 30-Day Fed Funds futures ADV increased 45%
  • 2-Year U.S. Treasury Note futures ADV increased 25%
  • Ultra 10-Year U.S. Treasury Note futures ADV increased 15%
• Metals ADV increased 22%
  • Aluminum futures ADV increased 73%
  • Silver futures ADV increased 24%
  • Copper futures ADV increased 21%
• Foreign Exchange ADV increased 20%
  • Japanese Yen futures ADV increased 56%
  • Euro FX futures ADV increased 25%
• Micro Products ADV
  • Micro E-mini futures and options had an ADV of 2.6 million contracts, representing 36.9% of overall Equity Index ADV, while Micro WTI Crude Oil futures accounted for 5.0% of overall Energy ADV, Micro Bitcoin futures and Micro Ether futures accounted for 0.1%, respectively, of overall Equity Index ADV
• BrokerTec European Repo average daily notional value (ADNV) increased 26% to €323B and U.S. Repo increased 4% to $268B
• EBS Spot FX ADNV increased 11% to $55B