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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% |
|
|
1,269 |
1,367 |
-7.2% |
1,398 |
-9.2% |
1,715 |
1,803 |
-4.9% |
|
|
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% |
|
1 |
|
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.
