Cboe Global Markets, Inc. (Cboe: CBOE), one of the world's largest exchange holding companies, today reported November 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 November statistics. Data sheets are available on an as reported and combined basis for 2017.
For comparability and informational purposes, the table below presents trading volume on a combined basis, as of January 1, 2017, to reflect information pertaining to Bats Global Markets, Inc., which was acquired by Cboe Global Markets, Inc. on February 28, 2017.
MONTHLY TRADING VOLUME |
Year-To-Date |
|||||||
November |
November |
% |
October |
% |
November |
November |
% |
|
2018 |
2017 |
Chg |
2018 |
Chg |
2018 |
2017 |
Chg |
|
OPTIONS (contracts, thousands) |
Year-To-Date |
|||||||
Trading Days |
21 |
21 |
23 |
232 |
231 |
|||
Total Volume |
162,138 |
155,262 |
4.4% |
215,145 |
-24.6% |
1,810,179 |
1,599,779 |
13.2% |
Total ADV |
7,721 |
7,393 |
4.4% |
9,354 |
-17.5% |
7,802 |
6,925 |
12.7% |
FUTURES (contracts, thousands) |
Year-To-Date |
|||||||
Trading Days |
21 |
21 |
23 |
232 |
231 |
|||
Total Volume |
5,696 |
6,339 |
-10.1% |
9,716 |
-41.4% |
69,397 |
68,212 |
1.7% |
Total ADV |
271 |
302 |
-10.1% |
422 |
-35.8% |
299 |
295 |
1.3% |
U.S. EQUITIES (shares, millions) |
Year-To-Date |
|||||||
Trading Days |
21 |
21 |
23 |
232 |
231 |
|||
Total Volume |
28,313 |
26,017 |
8.8% |
35,954 |
-21.3% |
307,198 |
289,189 |
6.2% |
Total ADV |
1,348 |
1,239 |
8.8% |
1,563 |
-13.8% |
1,324 |
1,252 |
5.8% |
EUROPEAN EQUITIES (€ millions) |
Year-To-Date |
|||||||
Trading Days |
22 |
22 |
23 |
237 |
237 |
|||
Total Notional Value |
€ 226,959 |
€ 213,014 |
6.5% |
€ 275,753 |
-17.7% |
€ 2,478,739 |
€ 2,259,037 |
9.7% |
Total ADNV |
€ 10,316 |
€ 9,682 |
6.5% |
€ 11,989 |
-14.0% |
€ 10,459 |
€ 9,532 |
9.7% |
GLOBAL FX ($ millions) |
Year-To-Date |
|||||||
Trading Days |
22 |
22 |
23 |
239 |
239 |
|||
Total Notional Value |
$766,930 |
$747,365 |
2.6% |
$841,215 |
-8.8% |
$9,012,564 |
$7,027,434 |
28.2% |
Total ADNV |
34,860 |
33,971 |
2.6% |
36,575 |
-4.7% |
37,709 |
29,403 |
28.2% |
ADV= average daily volume |
ADNV= average daily notional value |