Cboe Global Markets, Inc. (Cboe: CBOE), a leading provider of global market infrastructure and tradable products, today reported May 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 May 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 by Month |
Year-To-Date |
|||||||
May |
May |
% Chg |
Apr 2022 |
% |
May 2022 |
May 2021 |
% |
|
Multiply-listed options (contracts, k) |
10,691 |
9,004 |
18.7% |
10,178 |
5.0% |
10,764 |
9,955 |
8.1% |
Index options (contracts, k) |
2,853 |
1,999 |
42.7% |
2,317 |
23.1% |
2,485 |
1,889 |
31.5% |
Futures (contracts, k) |
248 |
266 |
-7.0% |
217 |
14.4% |
245 |
246 |
-0.4% |
|
1,851 |
1,558 |
18.8% |
1,629 |
13.7% |
1,802 |
1,923 |
-6.3% |
|
104 |
81 |
27.8% |
91 |
14.6% |
104 |
90 |
15.7% |
Canadian Equities (matched shares, k) |
38,013 |
49,301 |
-22.9% |
36,332 |
4.6% |
39,565 |
63,030 |
-37.2% |
European Equities (€, mn) |
11,187 |
7,216 |
55.0% |
11,279 |
-0.8% |
12,206 |
7,488 |
63.0% |
EuroCCP Cleared Trades (k) |
128,981 |
102,684 |
25.6% |
111,014 |
16.2% |
694,432 |
497,816 |
39.5% |
EuroCCP Net Settlements (k) |
892 |
772 |
15.5% |
771 |
15.7% |
4,464 |
3,967 |
12.5% |
Australian Equities1 (AUD, mn) |
836 |
N/A |
N/A |
822 |
1.7% |
860 |
N/A |
N/A |
Japanese Equities1 (JPY, bn) |
111 |
N/A |
N/A |
148 |
-25.1% |
149 |
N/A |
N/A |
Global FX ADNV ($, mn) |
40,457 |
32,801 |
23.3% |
37,656 |
7.4% |
40,820 |
34,966 |
16.7% |
1Australian Equities and Japanese Equities data reflects Cboe's acquisition of Cboe Asia Pacific (formerly Chi-X Asia Pacific) effective on July 1, 2021. |
ADV= Average Daily Volume |
ADNV= Average Daily Notional Value |
NM=Not Meaningful |
- S&P 500 Index (SPX) option volume saw a record month with a total 45.5 million contracts traded in May, ahead of the previous record of 43.4 million contracts in March 2020. ADV in May was also a record with 2.2 million contracts.
- ADV in SPX options during global trading hours reached a new high of 34,000 contracts in May, up from 24,000 contracts in April.
- ADV in Cboe Volatility Index (VIX) options was approximately 600,000 contracts in May, an increase of 33 percent from April.
- Nanos options saw some of its busiest trading days in May, setting a new single-day volume record on May 27 with 3,999 contracts traded. Total volume has surpassed 62,000 contracts since Nanos launched on March 14, 2022.
- Over 2 million SPX Weeklys Thursday options traded and nearly 4 million SPX Weeklys Tuesday options traded in May.
- Cboe Europe Equities had an overall market share of 23.2 percent in May, the highest month since August 2018.
- Cboe BIDS Europe, Cboe's European block trading platform, had a 34 percent share of the LIS (large-in-scale) market in May, making it the largest platform of its type in
Europe (Source: big xyt).