This work presents an interferometric study of the massive-binary fraction in the Orion Trapezium cluster with the recently comissioned GRAVITY instrument. We observed a total of 16 stars of mainly OB spectral type. We find three previously unknown companions for θ1 Ori B, θ2 Ori B, and θ2 Ori C. We determined a separation for the previously suspected companion of NU Ori. We confirm four companions for θ1 Ori A, θ1 Ori C, θ1 Ori D, and θ2 Ori A, all with substantially improved astrometry and photometric mass estimates. We refined the orbit of the eccentric high-mass binary θ1 Ori C and we are able to derive a new orbit for θ1 Ori D. We find a system mass of 21.7 M⊙ and a period of 53 days. Together with other previously detected companions seen in spectroscopy or direct imaging, eleven of the 16 high-mass stars are multiple systems. We obtain a total number of 22 companions with separations up to 600 AU. The companion fraction of the early B and O stars in our sample is about two, significantly higher than in earlier studies of mostly OB associations. The separation distribution hints toward a bimodality. Such a bimodality has been previously found in A stars, but rarely in OB binaries, which up to this point have been assumed to be mostly compact with a tail of wider companions. We also do not find a substantial population of equal-mass binaries. The observed distribution of mass ratios declines steeply with mass, and like the direct star counts, indicates that our companions follow a standard power law initial mass function. Again, this is in contrast to earlier findings of flat mass ratio distributions in OB associations. We excluded collision as a dominant formation mechanism but find no clear preference for core accretion or competitive accretion.