Cboe Global Markets, Inc. (Cboe: CBOE), the world's leading derivatives and securities exchange network, today reported August 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 August 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.
|
Average Daily Trading Volume (ADV) by Month |
Year-To-Date |
|||||||
|
Aug 2024 |
Aug 2023 |
% Chg |
Jul |
% |
Aug 2024 |
Aug 2023 |
% |
|
|
Multiply-listed options (contracts, k) |
10,344 |
11,007 |
-6.0 % |
11,145 |
-7.2 % |
10,603 |
10,888 |
-2.6 % |
|
Index options (contracts, k) |
4,403 |
3,825 |
15.1 % |
4,140 |
6.4 % |
4,110 |
3,641 |
12.9 % |
|
Futures (contracts, k) |
318 |
240 |
32.2 % |
267 |
18.8 % |
252 |
218 |
15.5 % |
|
U.S. Equities - On-Exchange (matched shares, mn) |
1,258 |
1,346 |
-6.5 % |
1,280 |
-1.7 % |
1,385 |
1,414 |
-2.0 % |
|
U.S. Equities - Off-Exchange (matched shares, mn)1 |
78 |
75 |
3.1 % |
76 |
2.0 % |
78 |
82 |
-4.5 % |
|
Canadian Equities (matched shares, k) |
137,798 |
118,919 |
15.9 % |
122,608 |
12.4 % |
143,784 |
132,900 |
8.2 % |
|
European Equities (€, mn) |
8,472 |
7,242 |
17.0 % |
9,229 |
-8.2 % |
9,513 |
9,652 |
-1.4 % |
|
Cboe Clear Europe Cleared Trades2 (k) |
98,844 |
85,010 |
16.3 % |
105,831 |
-6.6 % |
798,020 |
803,496 |
-0.7 % |
|
Cboe Clear Europe Net Settlements2 (k) |
982 |
858 |
14.5 % |
1,022 |
-3.9 % |
7,293 |
6,719 |
8.5 % |
|
Australian Equities (AUD, mn) |
860 |
661 |
30.2 % |
771 |
11.6 % |
777 |
699 |
11.2 % |
|
Japanese Equities (JPY, bn) |
334 |
176 |
89.3 % |
323 |
3.4 % |
319 |
170 |
87.5 % |
|
Global FX ($, mn) |
51,330 |
42,139 |
21.8 % |
45,586 |
12.6 % |
46,971 |
43,664 |
7.6 % |
|
1 U.S. Equities – Off-Exchange ATS Block metrics restated to incorporate a tier of sell-side activity from July 2023 and forward, previously excluded from reporting. |
|
2 Cboe Clear Europe figures are totals (not ADV) for the months and years-to-date. As of April 2023, data has been restated to reflect both On-Book and Off-Book cleared trades. |
August 2024 Trading Volume Highlights
Global Derivatives
- On August 5th, 4.5 million S&P 500 Index (SPX) options contracts were traded, the second-highest single-day volume on record.
- Total volume in August in Cboe Volatility Index (VIX) options was 26.1 million contracts, with an ADV of 1.2 million contracts, the second-best monthly volume behind February 2018.
Global FX
- Global FX set new monthly volume records in August, including:
- Spot Full Amount average daily notional value (ADNV) record of $15.3 billion
- Cboe SEF (Swap Execution Facility) Non-Deliverable Forwards ADNV of $1.5 billion
