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Cboe Global Markets, Inc. (Cboe: CBOE), a leading provider of global market infrastructure and tradable products, today reported January 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 January 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 |
|||||||
|
Jan |
Jan |
% Chg |
Dec 2021 |
% |
Jan 2022 |
Jan 2021 |
% |
|
|
Multiply-listed options (contracts, k) |
11,573 |
11,585 |
-0.1% |
9,888 |
17.1% |
11,573 |
11,585 |
-0.1% |
|
Index options (contracts, k) |
2,553 |
1,989 |
28.3% |
2,282 |
11.9% |
2,553 |
1,989 |
28.3% |
|
Futures (contracts, k) |
303 |
272 |
11.5% |
240 |
26.2% |
303 |
272 |
11.5% |
|
|
1,794 |
2,282 |
-21.4% |
1,441 |
24.5% |
1,794 |
2,282 |
-21.4% |
|
|
105 |
112 |
-5.9% |
78 |
34.0% |
105 |
112 |
-5.9% |
|
Canadian Equities (matched shares, k) |
42,651 |
63,637 |
-33.0% |
34,588 |
23.3% |
42,651 |
63,637 |
-33.0% |
|
European Equities (€, mn) |
11,737 |
6,671 |
75.9% |
7,602 |
54.4% |
11,737 |
6,671 |
75.9% |
|
EuroCCP Cleared Trades (k) |
132,328 |
88,241 |
50.0% |
105,787 |
25.1% |
132,328 |
88,241 |
NM |
|
EuroCCP Net Settlements (k) |
889 |
740 |
20.1% |
908 |
-2.1% |
889 |
740 |
NM |
|
Australian Equities1 (AUD, mn) |
844 |
N/A |
656 |
28.7% |
844 |
N/A |
||
|
Japanese Equities1 (JPY, bn) |
158 |
N/A |
114 |
38.3% |
158 |
N/A |
||
|
Global FX ADNV ($, mn) |
37,320 |
35,207 |
6.0% |
30,268 |
23.3% |
37,320 |
35,207 |
6.0% |
|
1Australian Equities and Japanese Equities data reflects Cboe's acquisition of Chi-X Asia Pacific effective on July 1, 2021. |
|
ADV = Average Daily Volume |
|
ADNV = Average Daily Notional Value |
|
NM = Not Meaningful |
January 2022 Trading Volume Highlights
Options
- Total options volume on Cboe's four options exchanges combined was 282.5 million contracts in January, the second-highest monthly volume on record. ADV for the month was 14.1 million contracts.
- Total combined volume at Cboe's four options exchanges set a new single-day volume record on January 21, with 21.0 million contracts traded.
- Total volume in S&P 500 Index (SPX) options was 36.5 million contracts in January, the highest monthly volume since March 2020. SPX options ADV for the month was 1.8 million contracts.
Futures
- For futures, January 2022 was the highest-volume month since March 2020, and included:
- Total futures volume reaching 6.1 million contracts, with an ADV of 303,000 contracts.
- Cboe Volatility Index® (VIX) futures total volume of 5.7 million contracts in January, with an ADV of 285,000 contracts.
North American Equities
- Total market share for Cboe's four
U.S. equities exchanges increased to 14.5 percent in January, up from 13.3 percent in December 2021. - Cboe's four
U.S. equities exchanges accounted for approximately 17.5 percent of totalU.S. ETP trading volume during January, up from 16.5 percent in December 2021.
EU Derivatives
- Cboe Europe Derivatives traded 1,980 contracts in January, a record monthly figure, exceeding the number in all of 2021 (since launch on September 6, 2021).
EU Equities
- Cboe Europe Equities had an overall market share of 22 percent during January, its highest level since February 2019.
- Cboe LIS, Cboe Europe's block trading platform, reported record average daily notional value (ADNV) traded of €608 million, beating the previous record of €572 million ADNV traded in March 2020.
- Cboe Periodic Auctions reported record ADNV traded of €1.9 billion in January, beating the previous record of €1.7 billion ADNV traded in March 2020.
Cboe Global Markets Average Revenue Per Contract/Net Revenue Capture Updated This Week
The company plans to report its average revenue per contract and net revenue capture data for the three months ended December 31, 2021, in its quarterly earnings news release, which is expected to be issued on Friday, February 4, 2022. The 2021 data sheets available on the website will be updated to include this information.
