- Futures ADV up 42% over August 2018 and up 53% over July 2019
- Options ADV up 24% over August 2018 and up 26% over July 2019
- U.S. Equities ADV up 17% over both August 2018 and July 2019
- August ADV in SPX options, RUT options and VIX futures highest of 2019
Cboe Global Markets, Inc. (Cboe: CBOE), one of the world's largest exchange holding companies, today reported August monthly trading volume.
The data sheet "Cboe Global Markets Monthly Volume & RPC/Net Revenue Capture Report" contains an overview of August and year-to-date trading statistics and market share by business segment, volume in select index products, and RPC, which is reported on a one-month lag, across business lines.
|
MONTHLY TRADING VOLUME |
Year-To-Date |
|||||||
|
August |
August |
% |
July |
% |
August |
August |
% |
|
|
2019 |
2018 |
Chg |
2019 |
Chg |
2019 |
2018 |
Chg |
|
|
OPTIONS (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
22 |
23 |
22 |
168 |
169 |
|||
|
Total Volume |
186,061 |
156,687 |
18.7% |
148,264 |
25.5% |
1,222,599 |
1,299,672 |
-5.9% |
|
Total ADV |
8,457 |
6,812 |
24.1% |
6,739 |
25.5% |
7,277 |
7,690 |
-5.4% |
|
FUTURES (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
22 |
23 |
22 |
168 |
169 |
|||
|
Total Volume |
7,937 |
5,826 |
36.2% |
5,189 |
53.0% |
43,452 |
49,409 |
-12.1% |
|
Total ADV |
361 |
253 |
42.4% |
236 |
53.0% |
259 |
292 |
-11.5% |
|
U.S. EQUITIES (shares, millions) |
Year-To-Date |
|||||||
|
Trading Days |
22 |
23 |
22 |
168 |
169 |
|||
|
Total Volume |
28,000 |
25,022 |
11.9% |
23,883 |
17.2% |
194,031 |
221,139 |
-12.3% |
|
Total ADV |
1,273 |
1,088 |
17.0% |
1,086 |
17.2% |
1,155 |
1,309 |
-11.7% |
|
EUROPEAN EQUITIES (€ millions) |
Year-To-Date |
|||||||
|
Trading Days |
22 |
23 |
23 |
171 |
172 |
|||
|
Total Notional Value |
€ 146,949 |
€ 205,558 |
-28.5% |
€ 154,543 |
-4.9% |
€ 1,402,691 |
€ 1,771,607 |
-20.8% |
|
Total ADNV |
€ 6,679 |
€ 8,937 |
-25.3% |
€ 6,719 |
-0.6% |
€ 8,203 |
€ 10,300 |
-20.4% |
|
GLOBAL FX ($ millions) |
Year-To-Date |
|||||||
|
Trading Days |
22 |
23 |
23 |
173 |
174 |
|||
|
Total Notional Value |
$728,031 |
$802,052 |
-9.2% |
$632,509 |
15.1% |
$5,774,651 |
$6,688,881 |
-13.7% |
|
Total ADNV |
$33,092 |
$34,872 |
-5.1% |
$27,500 |
20.3% |
$33,379 |
$38,442 |
-13.2% |
|
ADV= average daily volume |
||||||||
|
ADNV= average daily notional value |
||||||||
August 2019 Volume Highlights
At Cboe Options Exchange, the average daily volume (ADV) of S&P 500 Index (SPX) options trading in August set a new monthly high for 2019 with approximately 1.5 million contracts. Trading in Cboe Volatility Index (VIX) options reached its second highest ADV for the year with 681,000 contracts. Russell 2000 Index (RUT) options reached its highest ADV for the year in August with 44, 800 contracts traded across BZX, C2 and Cboe Options Exchanges.
VIX futures traded at Cboe Futures Exchange (CFE) this August also had the highest monthly ADV for the year with 360,500 contracts. Further, VIX futures traded during global trading hours (GTH) reached an ADV of 54,700 contracts, the highest monthly ADV in 2019, accounting for 15 percent of total VIX futures ADV.
