CME Group sees 56% YoY Equity Index ADV surge in January 2022

CME Group has published its monthly trading figures for January 2022. The US derivatives exchanges operator registered a jump in the average daily volume (ADV), climbing 28% compared to the same period last year and reaching 24.6 million.

The numbers were also up 36.6% on monthly basis.

Equity Index ADV surged 56% YoY in January to 8.7 million contracts. The increase was driven by record Micro E-mini Equity Index futures ADV of 3,739,891 contracts. CME also noted that the micro E-mini Nasdaq-100 futures ADV reached 1,773,105 contracts.

According to the monthly metrics, Micro E-mini S&P 500 futures ADV reached 1,462,837 contracts and E-mini Dow Jones Industrial Average futures ADV – 270,420 contracts. E-mini S&P 500 options surged 104% on yearly basis to 1.3 million contracts.

CME Group

During last month, Interest Rate ADV rose 33% with record SOFR futures open interest (OI) of 3,040,896 contracts, registered on 31 January. The Group also saw record ADV of 731,126 contracts, an increase of 253% and 645%, respectively, year-over-year

CME Group also reported Options ADV increase of 39% and Energy ADV of 7% YoY.

Regarding its Micro Products ADV, the Group said:

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

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