Cboe Global Markets, Inc. (Cboe: CBOE), the world's leading derivatives and securities exchange network, 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 (ADV) by Month |
Year-To-Date |
|||||||
|
May |
May |
% Chg |
April 2023 |
% |
May 2023 |
May 2022 |
% |
|
|
Multiply-listed options (contracts, k) |
10,517 |
10,691 |
-1.6 % |
9,810 |
7.2 % |
10,715 |
10,764 |
-0.5 % |
|
Index options (contracts, k) |
3,613 |
2,853 |
26.6 % |
3,507 |
3.0 % |
3,583 |
2,485 |
44.2 % |
|
Futures (contracts, k) |
207 |
248 |
-16.5 % |
186 |
11.0 % |
218 |
245 |
-11.1 % |
|
|
1,383 |
1,851 |
-25.3 % |
1,354 |
2.1 % |
1,449 |
1,802 |
-19.6 % |
|
|
83 |
104 |
-19.8 % |
75 |
11.3 % |
85 |
104 |
-17.9 % |
|
Canadian Equities1 (matched shares, k) |
118,255 |
38,013 |
211.1 % |
135,428 |
-12.7 % |
141,114 |
39,565 |
256.7 % |
|
European Equities (€, mn) |
8,727 |
11,187 |
-22.0 % |
10,413 |
-16.2 % |
10,642 |
12,206 |
-12.8 % |
|
Cboe Clear Europe Cleared Trades2 (k) |
96,663 |
129,531 |
-25.4 % |
87,863 |
10.0 % |
543,944 |
697,505 |
-22.0 % |
|
Cboe Clear Europe Net Settlements2 (k) |
843 |
892 |
-5.5 % |
716 |
17.7 % |
4,220 |
4,464 |
-5.5 % |
|
Australian Equities (AUD, mn) |
655 |
836 |
-21.6 % |
708 |
-7.4 % |
725 |
860 |
-15.7 % |
|
Japanese Equities (JPY, bn) |
226 |
111 |
103.4 % |
166 |
36.4 % |
188 |
149 |
26.2 % |
|
Global FX ($, mn) |
41,807 |
40,457 |
3.3 % |
40,599 |
3.0 % |
43,501 |
40,820 |
6.6 % |
|
1 Canadian Equities data includes MATCHNow and NEO (now operating as Cboe Canada) from June 2022 onwards. Before June 2022 it included MATCHNow only. |
|
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. |
May 2023 Trading Volume Highlights
- Cboe's proprietary product index suite reported a combined ADV of 3.6 million contracts, the second-highest on record.
- Cboe Volatility Index® (VIX®) options and S&P 500 Index (SPX) options in May had the second-highest monthly volumes for the year, with ADV of 770k contracts and 2.7 million contracts, respectively.
European Equities
- Cboe BIDS Europe, Cboe's European block trading platform, had a 36.6% share of the LIS (large-in-scale) market, a record high (Source: big xyt).
- Cboe Clear Europe, Cboe's pan-European clearing house, cleared a record 1.3 million trades on Euronext Milan under the preferred clearing model, beating the previous high of 0.5 million trades cleared in April 2023.
