Cboe Global Markets Reports August 2021 Trading Volume
CHICAGO, Sept. 7, 2021 /PRNewswire/ -- Cboe Global Markets, Inc. (Cboe: CBOE), a leading provider of global market infrastructure and tradable products, today reported August monthly trading volume statistics across its global business lines.
The data sheet "Cboe Global Markets Monthly Volume & RPC/Net Revenue Capture Report" contains an overview of certain August trading statistics and market share by business segment, volume in select index products, and RPC/net capture, which is reported on a one-month lag, across business lines.
Trading Volume for Current Month | Year-To-Date | |||||||
Aug | Aug | % | Jul | % | Aug | Aug | % | |
2021 | 2020 | Chg | 2021 | Chg | 2021 | 2020 | Chg | |
Multiply-listed options ADV (contracts, k) | 9,458 | 8,203 | 15.3% | 9,848 | -4.0% | 9,912 | 8,136 | 21.8% |
Index options ADV (contracts, k) | 1,775 | 1,382 | 28.4% | 1,918 | -7.4% | 1,863 | 1,925 | -3.2% |
Futures ADV (contracts, k) | 186 | 177 | 4.9% | 224 | -17.0% | 227 | 217 | 4.7% |
U.S. Equities - On-Exchange ADV (matched shares, mn) | 1,269 | 1,367 | -7.2% | 1,398 | -9.2% | 1,715 | 1,803 | -4.9% |
U.S. Equities - Off-Exchange ADV (matched shares, mn)1 | 72 | N/A | 75 | -5.2% | 84 | N/A | ||
Canadian Equities ADV (matched shares, k)2 | 36,361 | 40,478 | -10.2% | 34,333 | 5.9% | 53,264 | 40,478 | 31.6% |
European Equities ADNV (€, mn) | 6,351 | 4,947 | 28.4% | 7,146 | -11.1% | 7,235 | 7,131 | 1.5% |
EuroCCP Total Cleared Trades (k)3 | 92,913 | 74,315 | 25.0% | 100,768 | -7.8% | 786,707 | 165,537 | NM |
EuroCCP Total Net Settlements (k) 3 | 812 | 606 | 34.0% | 828 | -2.0% | 6,431 | 1,282 | NM |
Australian Equities ADNV (AUD, mn)4 | 774 | N/A | 672 | 15.3% | 723 | N/A | ||
Japanese Equities ADNV (JPY, bn)4 | 81 | N/A | 75 | 7.3% | 78 | N/A | ||
Global FX ADNV ($, mn)5 | 29,326 | 28,702 | 2.2% | 33,051 | -11.3% | 33,831 | 35,440 | -4.5% |
1U.S. Equities Off-Exchange data reflects Cboe's acquisition of BIDS Trading effective on December 31, 2020. |
2Canadian Equities data reflects Cboe's acquisition of MATCHNow effective on August 4, 2020. |
3EuroCCP data reflects Cboe's acquisition of EuroCCP effective on July 1, 2020. |
4Data reflects Cboe's acquisition of Chi-X Asia Pacific effective on July 1, 2021; Australian Equities volumes exclude Trade Reporting and reflects a restatement |
5Global FX metrics continue to include Spot and as of January 2021 include SEF products. |
ADV= average daily volume |
ADNV= average daily notional value |
NM Not Meaningful |
August 2021 Trading Volume Highlights
- Cboe LIS, Cboe's European block trading platform powered by BIDS technology, achieved a 30.6 percent market share and average trade size of €835,857 in notional value in August to become the largest trading venue of its type (by market share), for the first time ever.
- A total of 1.3 million Russell 2000® Index (RUT) option contracts traded in August, with 60,120 contracts changing hands a day – the highest month on record since October 2018.
- Average daily notional value in Non-Deliverable Forwards (NDFs) transacted on Cboe SEF reached $413 million during August – the fifth consecutive record month.
- BIDS Trading reported a record of 100 Average Daily Prints >10% ADV per day during August.
About Cboe Global Markets, Inc.
Cboe Global Markets (Cboe: CBOE), a leading provider of market infrastructure and tradable products, delivers cutting-edge trading, clearing and investment solutions to market participants around the world. The company is committed to operating a trusted, inclusive global marketplace, providing leading products, technology and data solutions that enable participants to define a sustainable financial future. Cboe provides trading solutions and products in multiple asset classes, including equities, derivatives and FX, across North America, Europe and Asia Pacific. To learn more, visit www.cboe.com.
Media Contacts | Analyst Contact | |||||
Angela Tu | Tim Cave | Kenneth Hill, CFA | ||||
+1-646-856-8734 | +44 (0) 7593-506-719 | 1-312-786-7559 | ||||
CBOE-V
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Options involve risk and are not suitable for all market participants. Prior to buying or selling an option, a person should review the Characteristics and Risks of Standardized Options (ODD), which is required to be provided to all such persons. Copies of the ODD are available from your broker or from The Options Clearing Corporation, 125 S. Franklin Street, Suite 1200, Chicago, IL 60606.
Futures trading is not suitable for all investors and involves the risk of loss. That risk of loss can be substantial and can exceed the amount of money deposited for a futures position. You should, therefore, carefully consider whether futures trading is suitable for you in light of your circumstances and financial resources. You should put at risk only funds that you can afford to lose without affecting your lifestyle. For additional information regarding futures trading risks, see the Risk Disclosure Statement set forth in Appendix A to CFTC Regulation 1.55(c) and the Risk Disclosure Statement for Security Futures Contracts.
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SOURCE Cboe Global Markets, Inc.
