CME January 2022 Volumes Released, Strong Gains in Equities

Wednesday, 02/02/2022 | 16:32 GMT by Matti Williamson
  • The equity Index ADV increased by 56%.
  • Micro ETH volumes peaked on 24 January.
CME

CME Group released the monthly statistics for January 2022. The Average Daily Volume (ADV) has increased by 28% to 24.6 million contracts.

According to the official figures, the equity Index ADV increased by 56%. The micro E-mini futures contributed to the volume increase. The micro E-mini Nasdaq100 futures reached ADV of 1,773,105 contracts.

E-mini S&P 500 futures reached ADV of 1,462,837 contracts, E-mini Dow Jones Industrial Average futures ADV of 270,420 contracts and Micro E-mini Russell 2000 futures ADV of 233,529 contracts.

The volatility in US indices have increased since the beginning of the year. When the market is volatile the volumes tend to increase. The Fed is expecting to hike rates in March 2022, which may maintain the current volatility.

ADV in Other Markets

Higher ADV was also noted in other markets.

30-Day Fed Fund futures ADV increased 282%
5-Year U.S. Treasury Note options ADV increased 180%
Eurodollar options ADV increased 74%
Ultra 10-Year U.S. Treasury Note futures ADV increased 28%
Options ADV increased 39%

Equity Index options ADV increased 99%
Interest Rate options ADV increased 39%
Foreign Exchange options ADV increased 29%
Record SOFR options OI of 204,279 contracts on January 31, and record ADV of 11,347 contracts

In the options markets CME provided the following data:

Equity Index options ADV increased 99%
Interest Rate options ADV increased 39%
Foreign Exchange options ADV increased 29%

Equity Index options ADV increased 99%
Interest Rate options ADV increased 39%
Foreign Exchange options ADV increased 29%

However, a decline was noted in metals.

A recently launched product, micro Ethereum (ETH) has gained a lot of attention. On 24 January micro ETH futures reached a volume of 51,450.

If compared to micro BTC futures' volume on 24 January, ETH volumes were significantly higher. As Solana (SOL) is seen as an alternative to Ethereum due to the high gas fees, perhaps in the near future SOL futures will be introduced.

CME Group released the monthly statistics for January 2022. The Average Daily Volume (ADV) has increased by 28% to 24.6 million contracts.

According to the official figures, the equity Index ADV increased by 56%. The micro E-mini futures contributed to the volume increase. The micro E-mini Nasdaq100 futures reached ADV of 1,773,105 contracts.

E-mini S&P 500 futures reached ADV of 1,462,837 contracts, E-mini Dow Jones Industrial Average futures ADV of 270,420 contracts and Micro E-mini Russell 2000 futures ADV of 233,529 contracts.

The volatility in US indices have increased since the beginning of the year. When the market is volatile the volumes tend to increase. The Fed is expecting to hike rates in March 2022, which may maintain the current volatility.

ADV in Other Markets

Higher ADV was also noted in other markets.

30-Day Fed Fund futures ADV increased 282%
5-Year U.S. Treasury Note options ADV increased 180%
Eurodollar options ADV increased 74%
Ultra 10-Year U.S. Treasury Note futures ADV increased 28%
Options ADV increased 39%

Equity Index options ADV increased 99%
Interest Rate options ADV increased 39%
Foreign Exchange options ADV increased 29%
Record SOFR options OI of 204,279 contracts on January 31, and record ADV of 11,347 contracts

In the options markets CME provided the following data:

Equity Index options ADV increased 99%
Interest Rate options ADV increased 39%
Foreign Exchange options ADV increased 29%

Equity Index options ADV increased 99%
Interest Rate options ADV increased 39%
Foreign Exchange options ADV increased 29%

However, a decline was noted in metals.

A recently launched product, micro Ethereum (ETH) has gained a lot of attention. On 24 January micro ETH futures reached a volume of 51,450.

If compared to micro BTC futures' volume on 24 January, ETH volumes were significantly higher. As Solana (SOL) is seen as an alternative to Ethereum due to the high gas fees, perhaps in the near future SOL futures will be introduced.

About the Author: Matti Williamson
Matti Williamson
  • 210 Articles
  • 4 Followers
About the Author: Matti Williamson
  • 210 Articles
  • 4 Followers

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