- Options ADV up 15 percent over May 2020
- Futures ADV up 99 percent over May 2020, with trading in IBIG futures reaching a new all-time high
- Global FX ADNV up 5 percent over May 2020, with Cboe SEF NDF trading setting a new monthly record
- European Equities ADNV up 28 percent over May 2020
- U.S. Equities ADV up 6 percent over April 2021
Cboe Global Markets, Inc. (Cboe: CBOE), a market operator and global trading solutions provider, today reported May 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 May 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 |
|||||||
|
May |
May |
% |
April |
% |
% |
|||
|
2021 |
2020 |
Chg |
2021 |
Chg |
2021 |
2020 |
Chg |
|
|
OPTIONS VOLUME (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
20 |
20 |
21 |
102 |
103 |
|||
|
Total Volume |
220,065 |
191,428 |
15.0% |
214,473 |
2.6% |
1,208,060 |
1,057,599 |
14.2% |
|
Total ADV |
11,003 |
9,571 |
15.0% |
10,213 |
7.7% |
11,844 |
10,268 |
15.3% |
|
FUTURES VOLUME (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
20 |
20 |
21 |
102 |
103 |
|||
|
Total Volume |
5,328 |
2,675 |
99.2% |
4,178 |
27.5% |
25,118 |
25,532 |
-1.6% |
|
Total ADV |
266 |
134 |
99.2% |
199 |
33.9% |
246 |
248 |
-0.7% |
|
|
Year-To-Date |
|||||||
|
Trading Days |
20 |
20 |
21 |
102 |
103 |
|||
|
Total Volume |
31,166 |
37,944 |
-17.9% |
30,779 |
1.3% |
196,193 |
194,368 |
0.9% |
|
Total ADV |
1,558 |
1,897 |
-17.9% |
1,466 |
6.3% |
1,923 |
1,887 |
1.9% |
|
|
Year-To-Date |
|||||||
|
Trading Days |
20 |
20 |
21 |
102 |
103 |
|||
|
Total Volume |
1,626 |
N/A |
1,480 |
9.9% |
9,178 |
N/A |
||
|
Total ADV |
81 |
N/A |
70 |
15.4% |
90 |
N/A |
||
|
CANADIAN EQUITIES MATCHED VOLUME (shares, thousands)2 |
Year-To-Date |
|||||||
|
Trading Days |
20 |
N/A |
21 |
103 |
N/A |
|||
|
Total Volume |
986,015 |
N/A |
1,081,784 |
-8.9% |
6,492,074 |
N/A |
||
|
Total ADV |
49,301 |
N/A |
51,514 |
-4.3% |
63,030 |
N/A |
||
|
EUROPEAN EQUITIES (€ millions) |
Year-To-Date |
|||||||
|
Trading Days |
21 |
21 |
20 |
104 |
105 |
|||
|
Total Notional Value |
€ 151,546 |
€ 118,132 |
28.3% |
€ 153,872 |
-1.5% |
€ 778,721 |
€ 823,481 |
-5.4% |
|
Total ADNV |
€ 7,216 |
€ 5,625 |
28.3% |
€ 7,694 |
-6.2% |
€ 7,488 |
€ 7,843 |
-4.5% |
|
EUROCCP (thousands)3 |
Year-To-Date |
|||||||
|
Cleared Trades |
102,684 |
N/A |
96,909 |
6.0% |
497,816 |
N/A |
||
|
Net Settlements |
772 |
N/A |
771 |
0.1% |
3,967 |
N/A |
||
|
GLOBAL FX ($ millions)4 |
Year-To-Date |
|||||||
|
Trading Days |
21 |
21 |
22 |
106 |
107 |
|||
|
Total Notional Value |
$688,812 |
$658,664 |
4.6% |
$681,941 |
1.0% |
$3,706,431 |
$4,076,013 |
-9.1% |
|
Total ADNV |
32,801 |
31,365 |
4.6% |
30,997 |
5.8% |
34,966 |
38,094 |
-8.2% |
|
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. |
|
May Trading Volume Highlights
Options
- Average daily volume (ADV) in index options was 2 million contracts, up 14 percent from April 2021 and up 33 percent from May 2020.
- ADV in multiply-listed options was 9 million contracts, up 6 percent from April 2021 and up 12 percent from May 2020.
- ADV in S&P 500® Index (SPX) options was 1.32 million contracts, up 13 percent from April 2021 and up 22 percent from May 2020.
- ADV in Cboe Volatility Index® (VIX®) options was 613,595 contracts, up 21 percent from April 2021 and up 74 percent from May 2020.
Futures
- ADV in VIX futures (VX) was 245,727 contracts, up 32 percent from April 2021 and up 86 percent from May 2020.
- ADV in Mini VIX futures (VXM) was 18,224 contracts, up 78 percent from April 2021.
- ADV in Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond Index (IBIG) futures reached a new high of 1,122 contracts traded, up 46 percent from April 2021, representing more than
$3.3 billion in notional value.
European Equities
- Cboe's market share in Swiss securities increased from 13.4 percent to 14.5 percent in May over April 2021.
- Cboe LIS, Cboe Europe's block trading platform, had a market share of 25.8 percent1 during May – its highest on record.
Global FX
- Cboe SEF NDF trading saw its highest monthly ADV with
$271 million notional traded, up 30 percent from its prior record set in April 2021 and up 29% from May 2020.
