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CME Group Reports 22% ADV Growth in August 2022
Highest-ever August for Equity Index ADVRecord SOFR futures and options OICHICAGO, Sept. 2, 2022 /PRNewswire/ -- CME Group, the world's leading derivatives
About this update from Cme Group Inc.
[{"type":"text","content":"Highest-ever August for Equity Index ADVRecord SOFR futures and options OICHICAGO, Sept. 2, 2022 /PRNewswire/ -- 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.\nAugust 2022 ADV across asset classes includes:\nInterest Rate ADV of 10.6 million contractsEquity Index ADV of 6.3 million contractsOptions ADV of 3.4 million contractsEnergy ADV of 1.8 million contractsAgricultural ADV of 1.2 million contractsForeign Exchange ADV of 866,000 contractsMetals ADV of 427,000 contractsAdditional August 2022 product highlights compared to August 2021 include:\nEquity 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 31Record SOFR futures OI of 7,705,166 contracts on August 3023 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 period15 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 period30-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 ADVMicro 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 fo...