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Cboe Global Markets, Inc. (Cboe: CBOE), a market operator and global trading solutions provider, today reported April 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 April 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 |
|||||||
|
April |
April |
% |
March |
% |
% |
|||
|
2021 |
2020 |
Chg |
2021 |
Chg |
2021 |
2020 |
Chg |
|
|
OPTIONS VOLUME (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
21 |
21 |
23 |
82 |
83 |
|||
|
Total Volume |
214,473 |
200,828 |
6.8% |
266,298 |
-19.5% |
987,996 |
866,171 |
14.1% |
|
Total ADV |
10,213 |
9,563 |
6.8% |
11,578 |
-11.8% |
12,049 |
10,436 |
15.5% |
|
FUTURES VOLUME (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
21 |
21 |
23 |
82 |
83 |
|||
|
Total Volume |
4,178 |
2,343 |
78.3% |
5,333 |
-21.7% |
19,790 |
22,857 |
-13.4% |
|
Total ADV |
199 |
112 |
78.3% |
232 |
-14.2% |
241 |
275 |
-12.4% |
|
|
Year-To-Date |
|||||||
|
Trading Days |
21 |
21 |
23 |
82 |
83 |
|||
|
Total Volume |
30,779 |
42,619 |
-27.8% |
47,101 |
-34.7% |
165,027 |
156,424 |
5.5% |
|
Total ADV |
1,466 |
2,029 |
-27.8% |
2,048 |
-28.4% |
2,013 |
1,885 |
6.8% |
|
|
Year-To-Date |
|||||||
|
Trading Days |
21 |
21 |
23 |
82 |
83 |
|||
|
Total Volume |
1,480 |
N/A |
2,061 |
-28.2% |
7,552 |
N/A |
||
|
Total ADV |
70 |
N/A |
90 |
-21.4% |
92 |
N/A |
||
|
CANADIAN EQUITIES MATCHED VOLUME (shares, thousands)2 |
Year-To-Date |
|||||||
|
Trading Days |
21 |
N/A |
23 |
83 |
N/A |
|||
|
Total Volume |
1,081,784 |
N/A |
1,472,785 |
-26.5% |
5,506,059 |
N/A |
||
|
Total ADV |
51,514 |
N/A |
64,034 |
-19.6% |
66,338 |
N/A |
||
|
EUROPEAN EQUITIES (€ millions) |
Year-To-Date |
|||||||
|
Trading Days |
20 |
20 |
23 |
83 |
84 |
|||
|
Total Notional Value |
€ 153,872 |
€ 123,459 |
24.6% |
€ 189,240 |
-18.7% |
€ 627,175 |
€ 705,349 |
-11.1% |
|
Total ADNV |
€ 7,694 |
€ 6,173 |
24.6% |
€ 8,228 |
-6.5% |
€ 7,556 |
€ 8,397 |
-10.0% |
|
EUROCCP (thousands)3 |
Year-To-Date |
|||||||
|
Cleared Trades |
96,909 |
N/A |
116,942 |
-17.1% |
395,132 |
N/A |
||
|
Net Settlements |
771 |
N/A |
912 |
-15.4% |
3,194 |
N/A |
||
|
GLOBAL FX ($ millions)4 |
Year-To-Date |
|||||||
|
Trading Days |
22 |
22 |
23 |
85 |
86 |
|||
|
Total Notional Value |
$681,941 |
$643,629 |
6.0% |
$884,637 |
-22.9% |
$3,017,620 |
$3,417,348 |
-11.7% |
|
Total ADNV |
30,997 |
29,256 |
6.0% |
38,462 |
-19.4% |
35,501 |
39,737 |
-10.7% |
|
1 |
ADV= average daily volume |
|
2Canadian Equities data reflects Cboe's acquisition of MATCHNow effective on August 4, 2020. |
ADNV= average daily notional value |
|
3EuroCCP data reflects Cboe's acquisition of EuroCCP effective on July 1, 2020. |
|
|
4Global FX metrics continue to include Spot and as of January 2021 include SEF products. |
|
April Trading Volume Highlights
Options
- Average daily volume (ADV) for index options of 1.75 million increased 12 percent compared to 1.57 million in April 2020.
- ADV in Cboe Volatility Index® (VIX®) options was 506,021 contracts, up 52 percent from April 2020.
- ADV in Mini S&P 500® Index (XSP) options was 23,118 contracts, up 34 percent from March 2021.
Futures
- ADV in VIX futures was 186,653 contracts, up 68 percent from April 2020.
- ADV in Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index (IBHY) futures was 1,244 contracts, up 15 percent from March 2021. April 2021 volume in IBHY futures represented more than
$3.8 billion in notional value. - ADV in Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond Index (IBIG) futures reached a new high of 770 contracts traded, up 31 percent from March 2021, representing more than
$2.3 billion in notional value.
North American Equities
- After successfully launching Early Trading Hours on Cboe EDGX Equities Exchange in March, Cboe's market share in the 4:00 to 7:00 a.m. ET session increased from 8.7 percent to 10.5 percent in April 2021.
European Equities
- Cboe Europe Equities market share was 17.9 percent in April 2021, up from 15.4 percent in April 2020 and the highest since July 2020.
- Cboe's market share in Swiss securities increased from 11.4 to 13.4 percent in April and its average daily notional value (ADNV) increased from €560 million to €609 million over March 2021.
- In April, Cboe LIS, Cboe Europe's block trading platform, matched its previous record high market share of 25 percent1 from February 2021.
Global FX
- Cboe SEF NDF trading saw its highest monthly ADV with
$209 million notional traded, up 5.7 percent from February 2021.
1Source: big xyt, an independent data and analytics firm.
