- Total options ADV up 27 percent from October 2019
- Total U.S. equities ADV up 29 percent from October 2019
- ADV in VIX options and Mini-SPX options both up 35 percent from September 2020
- Cboe EDGX Equities Exchange market share in October 2020 reaches new all-time high
Cboe Global Markets, Inc. (Cboe: CBOE), a market operator and global trading solutions provider, today reported October monthly trading volume.
The data sheet "Cboe Global Markets Monthly Volume & RPC/Net Revenue Capture Report" contains an overview of October 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. In addition, a supplemental data sheet that provides electronic trading statistics for Cboe Options Exchange is available on the website.
Monthly Trading Volume |
Year-To-Date |
|||||||
October |
October |
% |
September |
% |
October |
October |
% |
|
2020 |
2019 |
Chg |
2020 |
Chg |
2020 |
2019 |
Chg |
|
OPTIONS VOLUME (contracts, thousands) |
Year-To-Date |
|||||||
Trading Days |
22 |
23 |
21 |
211 |
211 |
|||
Total Volume |
207,194 |
170,944 |
21.2% |
214,107 |
-3.2% |
2,111,399 |
1,553,277 |
35.9% |
Total ADV |
9,418 |
7,432 |
26.7% |
10,196 |
-7.6% |
10,007 |
7,362 |
35.9% |
FUTURES (contracts, thousands) |
Year-To-Date |
|||||||
Trading Days |
22 |
23 |
21 |
211 |
211 |
|||
Total Volume |
3,312 |
5,441 |
-9.1% |
4,116 |
-9.5% |
43,880 |
53,625 |
-8.2% |
Total ADV |
151 |
237 |
-6.4% |
196 |
-23.2% |
208 |
254 |
-18.2% |
U.S EQUITIES MATCHED VOLUME (shares, millions) |
Year-To-Date |
|||||||
Trading Days |
22 |
23 |
21 |
211 |
211 |
|||
Total Volume |
31,754 |
25,684 |
23.6% |
32,230 |
-1.5% |
366,916 |
243,859 |
50.5% |
Total ADV |
1,443 |
1,117 |
29.3% |
1,535 |
-6.0% |
1,739 |
1,156 |
50.5% |
CANADIAN EQUITIES MATCHED VOLUME (shares, thousands)* |
Year-To-Date |
|||||||
Trading Days |
21 |
N/A |
21 |
62 |
N/A |
|||
Total Volume |
793,721 |
N/A |
828,786 |
-4.2% |
2,432,065 |
N/A |
||
Total ADV |
37,796 |
N/A |
39,466 |
-4.2% |
39,227 |
N/A |
||
EUROPEAN EQUITIES (€ millions) |
Year-To-Date |
|||||||
Trading Days |
22 |
23 |
22 |
215 |
215 |
|||
Total Notional Value |
€ 128,026 |
€ 168,940 |
-24.2% |
€ 129,273 |
-1.0% |
€ 1,476,718 |
€ 1,717,623 |
-14.0% |
Total ADNV |
€ 5,819 |
€ 7,345 |
-20.8% |
€ 5,876 |
-1.0% |
€ 6,868 |
€ 7,989 |
-14.0% |
GLOBAL FX ($ millions) |
Year-To-Date |
|||||||
Trading Days |
22 |
23 |
22 |
217 |
217 |
|||
Total Notional Value |
$680,770 |
$728,357 |
-6.5% |
$702,094 |
-3.0% |
$7,513,991 |
$7,140,712 |
5.2% |
Total ADNV |
$30,944 |
$31,668 |
-2.3% |
$31,913 |
-3.0% |
$34,627 |
$32,907 |
5.2% |
*Canadian Equities data reflects Cboe's acquisition of MATCHNow effective on the first business day of the month, Tuesday, August 4, 2020. |
ADV= average daily volume |
ADNV= average daily notional value |
October 2020 Volume Highlights
- Each of Cboe Global Markets' four options exchanges saw an increase in ADV compared to a year ago: Cboe Options up 13 percent, Cboe C2 up 19 percent, Cboe BZX up 52 percent and Cboe EDGX up 67 percent over October 2019.
- Cboe C2 Options Exchange set a new monthly volume record with a total of 22.3 million contracts traded, surpassing the previous record of 21.5 million contracts set in September 2020.
- ADV in Cboe Volatility Index (VIX) options was 492,200 contracts, up 35 percent from September 2020, and up 21 percent from October 2019.
- ADV in Mini-SPX options (XSP) reached 29,868 contracts, up 35 percent from September 2020.
- Total volume in Mini VIX futures (VXM) has surpassed more than 1.5 million contracts since launch on August 9.
- ADV in Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index (IBHY) futures on Cboe Futures Exchange (CFE) was 547 contracts, up 7 percent from September 2020, and up 428 percent from October 2019.
- Cboe® iBoxx® iShares® Investment Grade Corporate Bond Index (IBIG) futures traded on CFE reached a new ADV high of 144 contracts, up 56 percent from September 2020.
- U.S. Equities ADV year-to-date through October is up 51 percent compared to the same period last year.
- Cboe EDGX Equities Exchange market share reached a new all-time high in October, capturing 7.8 percent of the market.
- Global FX total ADNV year-to-date through October is up 5 percent compared to the same period last year.