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Cboe Global Markets Reports Trading Volume For May 2022

Date 03/06/2022

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
2022

May
2021

%

Chg

Apr

2022

%
Chg

May

2022

May

2021

%
Chg

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%

U.S. Equities - On-Exchange (matched shares, mn)

1,851

1,558

18.8%

1,629

13.7%

1,802

1,923

-6.3%

U.S. Equities - Off-Exchange (matched shares, mn)

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 

May 2022 Trading Volume Highlights
U.S. Options
  • 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.
European Equities and Derivatives
  • 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).