- Total volume across all Cboe exchanges up over January 2017
- VIX options at Cboe Options Exchange set new ADV record in January 2018
- Futures ADV at Cboe Futures Exchange up 50% from January 2017
Cboe Global Markets, Inc. (Cboe: CBOE | Nasdaq: CBOE), one of the world's largest exchange holding companies, today reported January monthly trading volume and average revenue per contract (RPC)/net revenue capture data at www.cboe.com/monthlyvolrpc.
The data sheet "Cboe Global Markets Monthly Volume & RPC/Net Revenue Capture Report" contains an overview of January statistics. Data sheets are available on an as reported and combined basis for 2017 and 2016.
For comparability and informational purposes, the table below presents trading volume on a combined basis, as of January 1 of each year, to reflect information pertaining to Bats Global Markets, Inc., which was acquired by Cboe Global Markets, Inc. on February 28, 2017.
|
MONTHLY TRADING VOLUME |
|||||
|
January |
January |
% |
December |
% |
|
|
2018 |
2017 |
Chg |
2017 |
Chg |
|
|
OPTIONS (contracts, thousands) |
|||||
|
Trading Days |
21 |
20 |
20 |
||
|
Total Volume |
189,841 |
130,435 |
45.5% |
136,425 |
39.2% |
|
Total ADV |
9,040 |
6,522 |
38.6% |
6,821 |
32.5% |
|
FUTURES (contracts, thousands) |
|||||
|
Trading Days |
21 |
20 |
20 |
||
|
Total Volume |
7,352 |
4,674 |
57.3% |
5,780 |
27.2% |
|
Total ADV |
350 |
234 |
49.8% |
289 |
21.1% |
|
U.S. EQUITIES (shares, millions) |
|||||
|
Trading Days |
21 |
20 |
20 |
||
|
Total Volume |
27,156 |
26,047 |
4.3% |
22,763 |
19.3% |
|
Total ADV |
1,293 |
1,302 |
-0.7% |
1,138 |
13.6% |
|
EUROPEAN EQUITIES (€ millions) |
|||||
|
Trading Days |
22 |
22 |
19 |
||
|
Total Notional Value |
€ 220,638 |
€ 200,937 |
9.8% |
€ 151,656 |
45.5% |
|
Total ADNV |
€ 10,029 |
€ 9,134 |
9.8% |
€ 7,982 |
25.6% |
|
GLOBAL FX ($ millions) |
|||||
|
Trading Days |
22 |
22 |
20 |
||
|
Total Notional Value |
$937,641 |
$650,110 |
44.2% |
$623,450 |
50.4% |
|
Total ADNV |
$42,620 |
$29,550 |
44.2% |
$31,173 |
36.7% |
ADV= average daily volume
ADNV= average daily notional value
Cboe FX Reports Record ADV of $42.6 Billion in January
Cboe FX reported record spot average daily volume (ADV) of $42.6 billion in January, surpassing its previous record of $38.2 billion ADV set in September 2014. Cboe FX's London matching engine reached record ADV of $9.1 billion in January, up 263 percent from January 2017. For more, read the press release.
Cboe Europe Equities Reports Record Volumes
The Cboe Periodic Auctions book reported a record month of volume, trading more than €6.5 billion during January. Cboe LIS, a European large-in-scale block trading platform powered by BIDS technology, reported another record month in January with more than €4.5 billion traded on the platform. For details, see the press release.
VIX Options Record Volume
Trading of options on the Cboe Volatility Index® (VIX®) at Cboe Options Exchange set new total monthly volume and average daily volume (ADV) records in January. The new all-time highs in total volume and average daily volume of 20.9 million and 996,179 contracts, respectively, surpassed the previous records of 20.8 million and 990,289 contracts from August 2015.
Cboe Global Markets Average Revenue Per Contract/Net Revenue Capture Updated This Week
The company plans to report its average revenue per contract and net revenue capture data for the three months ended December 31, 2017, in its quarterly earnings news release, which is expected to be issued on Friday, February 9, 2018. The 2017 data sheets available on the website will be updated to include this information.
