Cboe Global Markets, Inc. (Cboe: CBOE), a leading provider of global market infrastructure and tradable products, today reported October 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 October and year-to-date 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 |
|||||||
|
Oct |
Oct |
% |
Sep |
% |
Oct |
Oct |
% |
|
|
2021 |
2020 |
Chg |
2021 |
Chg |
2021 |
2020 |
Chg |
|
|
Multiply-listed options ADV (contracts, k) |
10,289 |
7,820 |
31.6% |
10,092 |
2.0% |
9,968 |
8,148 |
22.3% |
|
Index options ADV (contracts, k) |
2,047 |
1,598 |
28.1% |
2,228 |
-8.1% |
1,918 |
1,858 |
3.2% |
|
Futures ADV (contracts, k) |
210 |
151 |
39.6% |
259 |
-18.9% |
229 |
208 |
9.9% |
|
|
1,395 |
1,443 |
-3.3% |
1,436 |
-2.8% |
1,655 |
1,739 |
-4.8% |
|
|
76 |
N/A |
72 |
5.7% |
82 |
N/A |
||
|
Canadian Equities ADV (matched shares, k)2 |
44,292 |
37,796 |
17.2% |
42,801 |
3.5% |
51,345 |
39,227 |
30.9% |
|
European Equities ADNV (€, mn) |
8,574 |
5,819 |
47.3% |
8,180 |
4.8% |
7,465 |
6,868 |
8.7% |
|
EuroCCP Total Cleared Trades (k)3 |
109,318 |
93,486 |
16.9% |
112,404 |
-2.7% |
1,008,429 |
348,780 |
NM |
|
EuroCCP Total Net Settlements (k) 3 |
834 |
671 |
24.3% |
844 |
-1.1% |
8,109 |
2,624 |
NM |
|
Australian Equities ADNV (AUD, mn)4 |
821 |
N/A |
887 |
-7.5% |
788 |
N/A |
||
|
Japanese Equities ADNV (JPY, bn)4 |
109 |
N/A |
107 |
1.9% |
94 |
N/A |
||
|
Global FX ADNV ($, mn)5 |
35,071 |
30,944 |
13.3% |
34,870 |
0.6% |
34,058 |
34,627 |
-1.6% |
|
1 |
|
2Canadian Equities data reflects Cboe's acquisition of MATCHNow effective on August 4, 2020. |
|
3EuroCCP data reflects Cboe's acquisition of EuroCCP effective on July 1, 2020. |
|
4Data reflects Cboe's acquisition of Chi-X Asia Pacific effective on July 1, 2021; Australian Equities volumes exclude Trade Reporting. |
|
5Global FX metrics continue to include Spot and as of January 2021 include SEF products. |
|
ADV= average daily volume |
|
ADNV= average daily notional value |
|
NM= Not Meaningful |
October 2021 Trading Volume Highlights
- Cboe LIS, Cboe's European block trading platform powered by BIDS technology, was the region's largest platform of its type during October, with a market share of 30.2 percent (source: big XYT).
- MSCI® EAFE® Index (MXEA) options set a new daily volume record with 6,474 contracts traded on October 8, and a new monthly ADV record with 1,966 contracts traded per day during the month.
- Cboe SEF set a seventh consecutive monthly ADNV record in Non-Deliverable Forwards (NDFs) with approximately
$902 million traded in October – up 58 percent from the previous monthly record set in September, and nearly 5x the ADNV traded in October 2020.
