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Cboe Global Markets, Inc. (Cboe: CBOE), a leading provider of global market infrastructure and tradable products, today reported November 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 November 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 |
|||||||
|
Nov |
Nov |
% Chg |
Oct 2022 |
% |
Nov 2022 |
Nov 2021 |
% |
|
|
Multiply-listed options (contracts, k) |
11,657 |
11,436 |
1.9 % |
11,286 |
3.3 % |
10,799 |
10,102 |
6.9 % |
|
Index options (contracts, k) |
3,266 |
2,167 |
50.7 % |
3,590 |
-9.0 % |
2,813 |
1,941 |
44.9 % |
|
Futures (contracts, k) |
183 |
237 |
-22.9 % |
206 |
-11.0 % |
221 |
229 |
-3.8 % |
|
|
1,508 |
1,472 |
2.5 % |
1,545 |
-2.4 % |
1,639 |
1,638 |
0.0 % |
|
|
89 |
98 |
-9.7 % |
84 |
5.7 % |
92 |
83 |
10.6 % |
|
Canadian Equities1 (matched shares, k) |
136,248 |
45,042 |
202.5 % |
128,411 |
6.1 % |
86,482 |
50,742 |
70.4 % |
|
European Equities (€, mn) |
10,689 |
10,054 |
6.3 % |
10,730 |
-0.4 % |
11,034 |
7,707 |
43.2 % |
|
Cboe Clear Europe Cleared Trades2 (k) |
121,563 |
129,969 |
-6.5 % |
123,905 |
-1.9 % |
1,397,806 |
1,138,398 |
22.8 % |
|
Cboe Clear Europe Net Settlements2 (k) |
859 |
923 |
-7.0 % |
811 |
6.0 % |
9,520 |
9,032 |
5.4 % |
|
Australian Equities3 (AUD, mn) |
741 |
807 |
-8.1 % |
746 |
-0.6 % |
794 |
N/A |
|
|
Japanese Equities3 (JPY, bn) |
111 |
111 |
-0.5 % |
178 |
-37.7 % |
151 |
N/A |
|
|
Global FX ($, mn) |
42,844 |
35,974 |
19.1 % |
43,671 |
-1.9 % |
41,371 |
34,244 |
20.8 % |
1Canadian Equities data include MATCHNow and NEO from June 2022 onwards. Before June 2022 it included MATCHNow only. "Net capture per 10,000 touched shares" refers to transaction fees divided by the product of one-ten thousandth ADV of shares for NEO and MATCHNow and the number of trading days for the period.
2 Cboe Clear Europe figures are totals (not ADV) for the months and years-to-date.
3 Australian Equities and Japanese Equities data reflects Cboe's acquisition of Cboe Asia Pacific (formerly Chi-X Asia Pacific) effective on July 1, 2021.
November 2022 Trading Volume Highlights
- For the fourth consecutive month, total
U.S. options volume reached an all-time high with 313.4 million contracts traded across all four CboeU.S. options exchanges. - Total volume in Mini-S&P 500 Index (XSP) options surpassed 1.3 million contracts in November, with average daily volume (ADV) of 66,000 contracts, the highest month since February 2020.
Canadian Equities
- Cboe BIDS Canada set a new monthly volume record of 28.2 million shares, representing an ADV of 1.3 million shares, and surpassing the previous record of 23.2 million shares in June 2022.
Global FX
- Spot Full Amount ADV reached a new all-time monthly high of
$15 billion .
European Equities and Derivatives
- Cboe Europe Equities had an overall market share of 24.7 percent in November, making it
Europe's largest stock exchange for the fifth successive month. - Cboe BIDS Europe, Cboe's European block trading platform, had a 34 percent share of the LIS (large-in-scale) market, making it the largest platform of its type for the eighth successive month (Source: big xyt).
- Cboe Europe Derivatives traded 2,688 contracts, a record monthly figure and beating the previous high of 2,464 contracts in March 2022.
- Cboe Clear Europe, Cboe's pan-European clearing house, cleared a record 7.0 million trades on Euronext's stock exchanges in Amsterdam, Brussels, Paris and Lisbon under the preferred clearing model, beating the previous high of 6.5 million trades cleared in September 2022.
