CME Group Reports February 2023 Monthly Market Statistics
Record SOFR futures and options volume, OI
- Record SOFR futures and options volume, OI
CHICAGO, March 2, 2023 /PRNewswire/ -- CME Group , the world's leading derivatives marketplace, today reported its February 2023 market statistics, reaching an average daily volume (ADV) of 28.2 million contracts during the month. - Market statistics are available in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume .
- February 2023 ADV across asset classes includes:
Additional February 2023 product highlights compared to February 2022 include:
Record monthly SOFR futures ADV of 3,766,067 contracts, with record open interest (OI) of 10,711,400 contracts on February 28
Record monthly SOFR options ADV of 2,422,892 contracts, with record OI of 40,208,228 contracts on February 28
Micro E-mini Equity Index futures and options ADV of 2.6 million contracts represented 37.2% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 4.1% of overall Energy ADV, Micro Ether futures accounted for 0.2% 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 7% to €360B and U.S. Repo ADNV increased 4% to $292B