Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Cboe Global Markets Reports Trading Volume For August 2024

Date 05/09/2024

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
 2024

 
 Chg

Aug

2024

Aug

2023

 
 Chg

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