- Options ADV up 18 percent over May 2019
- U.S. Equities ADV up 66 percent over May 2019
- Cboe EDGX Options Exchange monthly ADV of more than one million contracts a new all-time high
Cboe Global Markets, Inc. (Cboe: CBOE), one of the world's largest exchange holding companies, today reported May monthly trading volume.
The data sheet "Cboe Global Markets Monthly Volume & RPC/Net Revenue Capture Report" contains an overview of May 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 |
|||||||
|
May |
May |
% |
April |
% |
May |
May |
% |
|
|
2020 |
2019 |
Chg |
2020 |
Chg |
2020 |
2019 |
Chg |
|
|
OPTIONS (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
20 |
22 |
21 |
103 |
104 |
|||
|
Total Volume |
191,428 |
178,540 |
7.2% |
200,828 |
-4.7% |
1,057,599 |
746,285 |
41.7% |
|
Total ADV |
9,571 |
8,115 |
17.9% |
9,563 |
0.1% |
10,268 |
7,176 |
43.1% |
|
FUTURES (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
20 |
22 |
21 |
103 |
104 |
|||
|
Total Volume |
2,675 |
7,514 |
-64.4% |
2,343 |
14.2% |
25,532 |
26,194 |
-2.5% |
|
Total ADV |
134 |
342 |
-60.8% |
112 |
19.9% |
248 |
252 |
-1.6% |
|
U.S. EQUITIES (shares, millions) |
Year-To-Date |
|||||||
|
Trading Days |
20 |
22 |
21 |
103 |
104 |
|||
|
Total Volume |
37,944 |
25,199 |
50.6% |
42,619 |
-11.0% |
194,368 |
120,109 |
61.8% |
|
Total ADV |
1,897 |
1,145 |
65.6% |
2,029 |
-6.5% |
1,887 |
1,155 |
63.4% |
|
EUROPEAN EQUITIES (€ millions) |
Year-To-Date |
|||||||
|
Trading Days |
21 |
23 |
20 |
105 |
106 |
|||
|
Total Notional Value |
€ 118,132 |
€ 186,892 |
-36.8% |
€ 123,459 |
-4.3% |
€ 823,481 |
€ 943,799 |
-12.7% |
|
Total ADNV |
€ 5,625 |
€ 8,126 |
-30.8% |
€ 6,173 |
-8.9% |
€ 7,843 |
€ 8,904 |
-11.9% |
|
GLOBAL FX ($ millions) |
Year-To-Date |
|||||||
|
Trading Days |
21 |
23 |
22 |
107 |
108 |
|||
|
Total Notional Value |
$658,664 |
$760,188 |
-13.4% |
$643,629 |
2.3% |
$4,076,013 |
$3,752,471 |
8.6% |
|
Total ADNV |
$31,365 |
$33,052 |
-5.1% |
$29,256 |
7.2% |
$38,094 |
$34,745 |
9.6% |
ADV= average daily volume
ADNV= average daily notional value
May 2020 Volume Highlights
- Cboe C2 and BZX Options Exchanges posted gains in ADV over May 2019: C2 up 30 percent and Cboe BZX up 44 percent.
- Cboe EDGX Options Exchange set a new all-time monthly ADV record with more than 1.2 million contracts traded, up 98 percent over May 2019.
- Cboe EDGX Equities Exchange market share reached a 52-week high for the second month in a row, capturing 6.4 percent of the market.
- Cboe's new retail priority offering on Cboe EDGX Exchange hit a monthly ADV high of 87.7 million shares traded, up 83.5 percent over April 2020.
- Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index (IBHY) futures traded on Cboe Futures Exchange, LLC (CFE) saw record ADV of 1,240 contracts traded.
