CHICAGO, Nov. 3, 2021 /PRNewswire/ -- Cboe Global Markets, Inc. (Cboe: CBOE), a leading provider of global market infrastructure and tradable products, today reported October 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 October and year-to-date 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 | |||||||
Oct | Oct | % | Sep | % | Oct | Oct | % | |
2021 | 2020 | Chg | 2021 | Chg | 2021 | 2020 | Chg | |
Multiply-listed options ADV (contracts, k) | 10,289 | 7,820 | 31.6% | 10,092 | 2.0% | 9,968 | 8,148 | 22.3% |
Index options ADV (contracts, k) | 2,047 | 1,598 | 28.1% | 2,228 | -8.1% | 1,918 | 1,858 | 3.2% |
Futures ADV (contracts, k) | 210 | 151 | 39.6% | 259 | -18.9% | 229 | 208 | 9.9% |
U.S. Equities - On-Exchange ADV (matched shares, mn) | 1,395 | 1,443 | -3.3% | 1,436 | -2.8% | 1,655 | 1,739 | -4.8% |
U.S. Equities - Off-Exchange ADV (matched shares, mn)1 | 76 | N/A | 72 | 5.7% | 82 | N/A | ||
Canadian Equities ADV (matched shares, k)2 | 44,292 | 37,796 | 17.2% | 42,801 | 3.5% | 51,345 | 39,227 | 30.9% |
European Equities ADNV (€, mn) | 8,574 | 5,819 | 47.3% | 8,180 | 4.8% | 7,465 | 6,868 | 8.7% |
EuroCCP Total Cleared Trades (k)3 | 109,318 | 93,486 | 16.9% | 112,404 | -2.7% | 1,008,429 | 348,780 | NM |
EuroCCP Total Net Settlements (k) 3 | 834 | 671 | 24.3% | 844 | -1.1% | 8,109 | 2,624 | NM |
Australian Equities ADNV (AUD, mn)4 | 821 | N/A | 887 | -7.5% | 788 | N/A | ||
Japanese Equities ADNV (JPY, bn)4 | 109 | N/A | 107 | 1.9% | 94 | N/A | ||
Global FX ADNV ($, mn)5 | 35,071 | 30,944 | 13.3% | 34,870 | 0.6% | 34,058 | 34,627 | -1.6% |
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. |
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 |
October 2021 Trading Volume Highlights
- Cboe LIS, Cboe's European block trading platform powered by BIDS technology, was the region's largest platform of its type during October, with a market share of 30.2 percent (source: big XYT).
- MSCI EAFE Index (MXEA) options set a new daily volume record with 6,474 contracts traded on October 8, and a new monthly ADV record with 1,966 contracts traded per day during the month.
- Cboe SEF set a seventh consecutive monthly ADNV record in Non-Deliverable Forwards (NDFs) with approximately $902 million traded in October - up 58 percent from the previous monthly record set in September, and nearly 5x the ADNV traded in October 2020.
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 | |||
atu@cboe.com | tcave@cboe.com | khill@cboe.com | |||
CBOE-V
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