---
title: CME Reports Highest June Average Daily Volume
description: Second quarter volume was up 25% year-over-year.
---

[Articles Marketmedia](https://articles.marketsmedia.com)

# [CME Reports Highest June Average Daily Volume](https://articles.marketsmedia.com/cme-reports-highest-june-average-daily-volume)

 Written by [Shanny Basar](https://articles.marketsmedia.com/author/shanny-basar) | Jul 6, 2022 9:25:54 AM

- Highest-ever June ADV, with Q2 volume up 25% year-over-year
- Q2 Equity Index ADV grew 57%, including record Micro E-Mini S&P 500 futures volume
- Record SOFR futures and options ADV, OI

CME Group, the world's leading derivatives marketplace, today reported its Q2 and June 2022 market statistics, showing average daily volume (ADV) increased 25% to 23.1 million contracts during the second quarter, the company's third-highest quarterly volume ever. June ADV increased 30% to 24 million contracts, representing the company's highest June volume on record. Market statistics are available in greater detail at [https://cmegroupinc.gcs-web.com/monthly-volume](https://c212.net/c/link/?t=0&l=en&o=3584614-1&h=581202678&u=https%3A%2F%2Fcmegroupinc.gcs-web.com%2Fmonthly-volume&a=https%3A%2F%2Fcmegroupinc.gcs-web.com%2Fmonthly-volume).

https://twitter.com/CMEGroup/status/1544320688839921666

Q2 2022 highlights across asset classes compared to Q2 2021 include:

- Equity Index ADV increased 57% 
    - Record quarterly Micro E-mini S&P 500 futures ADV of 1,388,251 contracts
    - Record quarterly E-mini Nasdaq-100 options ADV of 58,731 contracts
    - E-mini S&P 500 options ADV increased 96%
    - Micro E-mini Dow Jones futures ADV increased 84%
    - Micro E-mini Nasdaq-100 futures ADV increased 80%
    - E-mini Russell 2000 options ADV increased 52%
    - E-mini Nasdaq-100 futures ADV increased 41%
    - E-mini Russell 2000 futures ADV increased 35%
    - E-mini Dow Jones futures ADV increased 28%
    - Micro E-mini Russell 2000 futures ADV increased 12%
- Interest Rate ADV increased 24% 
    - Record quarterly SOFR futures ADV of 1,629,384 contracts
    - Record quarterly SOFR options ADV of 222,777 contracts
    - 27 trading days when SOFR futures daily volume surpassed Eurodollar futures, with SOFR futures ADV in Q2 equivalent to 99% of Eurodollar futures ADV in the same period
    - 30-Day Fed Fund futures ADV increased 228%
    - 2-Year U.S. Treasury Note futures ADV increased 76%
    - 5-Year U.S. Treasury Note options ADV increased 61%
    - 5-Year U.S. Treasury Note futures ADV increased 30%
- Foreign Exchange ADV increased 24% 
    - Record quarterly Brazilian Real futures ADV of 17,042 contracts
    - Japanese Yen options ADV increased 119%
    - Japanese Yen futures ADV increased 49%
    - Canadian Dollar options ADV increased 33%
- Options ADV increased 23% 
    - Equity Index options ADV increased 92%
    - Foreign Exchange options ADV increased 27%
    - Energy options ADV increased 12%
    - Metals options ADV increased 11%
    - Interest Rate options ADV increased 9%
- Cryptocurrency ADV increased 89% 
    - Record quarterly Micro Ether futures ADV of 21,311 contracts
    - Record quarterly Ether futures ADV of 6,588 contracts
    - Bitcoin futures ADV increased 12%
    - Micro Bitcoin futures ADV increased 3%
- ADV outside the United States increased 21% to 6.3 million contracts in Q2, including 40% growth in Latin America, 36% in Asia and 15% in EMEA

June 2022 ADV across asset classes includes:

- [Interest Rate ](https://c212.net/c/link/?t=0&l=en&o=3584614-1&h=194460055&u=https%3A%2F%2Fc212.net%2Fc%2Flink%2F%3Ft%3D0%26l%3Den%26o%3D2658998-1%26h%3D635986678%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Finterest-rates%252F%26a%3DInterest%2BRate%2Bvolume&a=Interest+Rate+)ADV of 10.6 million contracts
- [Equity Index ](https://c212.net/c/link/?t=0&l=en&o=3584614-1&h=1947824241&u=https%3A%2F%2Fc212.net%2Fc%2Flink%2F%3Ft%3D0%26l%3Den%26o%3D2658998-1%26h%3D1548968438%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Fequity-index%252F%26a%3DEquity%2BIndex%2Bvolume&a=Equity+Index+)ADV of 8.2 million contracts
- [Options](https://c212.net/c/link/?t=0&l=en&o=3584614-1&h=7113881&u=https%3A%2F%2Fwww.cmegroup.com%2Ftrading%2Foptions.html%3Fredirect%3D%2Foptions&a=Options) ADV of 4.2 million contracts
- [Energy ](https://c212.net/c/link/?t=0&l=en&o=3584614-1&h=1379380823&u=https%3A%2F%2Fc212.net%2Fc%2Flink%2F%3Ft%3D0%26l%3Den%26o%3D2658998-1%26h%3D3338745176%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Fenergy%252F%26a%3DEnergy%2Bvolume&a=Energy+)ADV of 2 million contracts
- [Agricultural ](https://c212.net/c/link/?t=0&l=en&o=3584614-1&h=451623945&u=https%3A%2F%2Fc212.net%2Fc%2Flink%2F%3Ft%3D0%26l%3Den%26o%3D2658998-1%26h%3D2179071186%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Fagricultural%252F%26a%3DAgricultural%2Bvolume&a=Agricultural+)ADV of 1.5 million contracts
- [Foreign Exchange ](https://c212.net/c/link/?t=0&l=en&o=3584614-1&h=3319453662&u=https%3A%2F%2Fc212.net%2Fc%2Flink%2F%3Ft%3D0%26l%3Den%26o%3D2658998-1%26h%3D734701264%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Ffx%252F%26a%3DForeign%2BExchange%2Bvolume&a=Foreign+Exchange+)ADV of 1.2 million contracts
- [Metals ](https://c212.net/c/link/?t=0&l=en&o=3584614-1&h=2531266304&u=https%3A%2F%2Fc212.net%2Fc%2Flink%2F%3Ft%3D0%26l%3Den%26o%3D2658998-1%26h%3D1802770329%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Fmetals%252F%26a%3DMetals%2Bvolume&a=Metals+)ADV of 483,000 contracts

Additional June 2022 product highlights compared to June 2021 include:

- Equity Index ADV increased 80% 
    - Micro E-mini Nasdaq-100 futures ADV increased 131%
    - E-mini Nasdaq-100 options ADV increased 129%
    - Micro E-mini S&P 500 futures ADV increased 122%
    - E-mini S&P 500 options ADV increased 106%
    - Micro E-mini Dow Jones futures ADV increased 98%
    - E-mini S&P 500 futures ADV increased 55%
    - E-mini Nasdaq-100 futures ADV increased 53%
    - Nikkei 225 futures ADV increased 53%
    - E-mini Russell 2000 futures ADV increased 46%
    - E-mini Russell 2000 options ADV increased 45%
    - E-mini Dow Jones futures ADV increased 33%
    - Micro E-mini Russell 2000 futures ADV increased 35%
- Options ADV increased 28% 
    - Equity Index options ADV increased 101%
    - Interest Rate ADV increased 17%
    - Foreign Exchange options ADV increased 7%
    - Energy options ADV increased 2%
- Foreign Exchange ADV increased 25% 
    - Japanese Yen options ADV increased 92%
    - Japanese Yen futures ADV increased 66%
    - British Pound futures ADV increased 21%
    - Euro FX futures ADV increased 17%
    - E-Mini Euro FX futures ADV increased 10%
- Interest Rate ADV increased 24% 
    - Record monthly SOFR futures ADV of 1,985,508 contracts, with record open interest (OI) of 6,371,384 contracts on June 30
    - Record monthly SOFR options ADV of 411,779, with record OI of 7,241,361 contracts on June 30
    - 17 trading days when SOFR futures daily volume surpassed Eurodollar futures, with SOFR futures ADV in June equivalent to 117% of Eurodollar futures ADV in the same period
    - 2-Year Eris SOFR Swap futures ADV increased 544%
    - 30-Day Fed Fund futures ADV increased 238%
    - 2-Year U.S. Treasury Note futures ADV increased 85%
    - 5-Year U.S. Treasury Note options ADV increased 29%
    - 5-Year U.S. Treasury Note futures ADV increased 27%
- Cryptocurrency ADV increased 74% 
    - Record monthly Ether futures ADV of 8,988 contracts
    - Bitcoin futures ADV increased 54%
- ADV outside the United States increased 28% to 6.9 million, including 43% in Asia, 35% growth in Latin America, and 24% in EMEA
- Micro E-mini futures and options represented 40% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 6% of overall Energy ADV, Micro Bitcoin futures accounted for 0.2% and Micro Ether futures accounted for 0.2% of overall Equity Index ADV, respectively
- BrokerTec European Repo average daily notional value (ADNV) increased 23% to €358B, U.S. Repo ADNV increased 17% to $262B, and U.S. Treasury ADNV increased 16% to $128B
- EBS Spot FX ADNV increased 7% to $65.4B

Source: CME Group

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