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- Cboe VIX futures and SPX options set new monthly total volume record
- Record ADNV traded of €348 million for Cboe LIS in October, up 27.7% over previous record month
- Year-to-date ADV across options, futures, U.S. and European equities and global FX up over 2017
Cboe Global Markets, Inc. (Cboe: CBOE), one of the world's largest exchange holding companies, today reported October 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 October 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 |
|||||||
|
October |
October |
% |
September |
% |
October |
October |
% |
|
|
2018 |
2017 |
Chg |
2018 |
Chg |
2018 |
2017 |
Chg |
|
|
OPTIONS (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
23 |
22 |
19 |
211 |
210 |
|||
|
Total Volume |
215,145 |
151,167 |
42.3% |
133,223 |
61.5% |
1,648,041 |
1,444,517 |
14.1% |
|
Total ADV |
9,354 |
6,871 |
36.1% |
7,012 |
33.4% |
7,811 |
6,879 |
13.5% |
|
FUTURES (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
23 |
22 |
19 |
211 |
210 |
|||
|
Total Volume |
9,716 |
5,867 |
65.6% |
4,576 |
112.3% |
63,701 |
61,872 |
3.0% |
|
Total ADV |
422 |
267 |
58.4% |
241 |
75.4% |
302 |
295 |
2.5% |
|
U.S. EQUITIES (shares, millions) |
Year-To-Date |
|||||||
|
Trading Days |
23 |
22 |
19 |
211 |
210 |
|||
|
Total Volume |
35,954 |
25,381 |
41.7% |
21,792 |
65.0% |
278,885 |
263,172 |
6.0% |
|
Total ADV |
1,563 |
1,154 |
35.5% |
1,147 |
36.3% |
1,322 |
1,253 |
5.5% |
|
EUROPEAN EQUITIES (€ millions) |
Year-To-Date |
|||||||
|
Trading Days |
23 |
22 |
20 |
215 |
215 |
|||
|
Total Notional Value |
€ 275,753 |
€ 194,201 |
42.0% |
€ 204,421 |
34.9% |
€ 2,251,780 |
€ 2,046,023 |
10.1% |
|
Total ADNV |
€ 11,989 |
€ 8,827 |
35.8% |
€ 10,221 |
17.3% |
€ 10,473 |
€ 9,516 |
10.1% |
|
GLOBAL FX ($ millions) |
Year-To-Date |
|||||||
|
Trading Days |
23 |
22 |
20 |
217 |
217 |
|||
|
Total Notional Value |
$841,215 |
$704,782 |
19.4% |
$715,538 |
17.6% |
$8,245,634 |
$6,280,069 |
31.3% |
|
Total ADNV |
$36,575 |
$32,036 |
14.2% |
$35,777 |
2.2% |
$37,998 |
$28,940 |
31.3% |
|
ADV= average daily volume |
|
ADNV= average daily notional value |
VIX Futures Record Volume
At Cboe Futures Exchange (CFE), VIX futures had record monthly volume of 9.66 million contracts, surpassing the previous high of 9.16 million contracts set in August 2017 and 9.04 million contracts in February 2018. CFE's total volume also reached an all-time monthly high of 9.72 million contracts in October, topping the previous monthly record of 9.18 million contracts set in February 2018.
SPX Options Record Volume
Cboe S&P 500 options (SPXSM) traded record monthly volume of 41.40 million contracts in October, surpassing the prior total monthly record of 34.64 million contracts set in February 2018. SPX Weeklys options trading also set a record monthly high with average daily volume (ADV) of 1.12 million contracts, up from February 2018's 1.03 million contracts.
Cboe LIS Record Volume
Cboe LIS, Cboe's European block trading platform, set a new monthly record in October with average daily notional value (ADNV) traded of €348 million, up to 27.7% from its previous record month in July 2018. For more information, see the press release.
