Cboe Global Markets, Inc. (Cboe: CBOE), the world's leading derivatives and securities exchange network, 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 |
% |
Nov 2023 |
Nov 2022 |
% |
|
|
Multiply-listed options (contracts, k) |
10,436 |
11,657 |
-10.5 % |
11,230 |
-7.1 % |
10,844 |
10,799 |
0.4 % |
|
Index options (contracts, k) |
3,972 |
3,266 |
21.6 % |
4,534 |
-12.4 % |
3,784 |
2,813 |
34.5 % |
|
Futures (contracts, k) |
202.9 |
183 |
10.8 % |
292 |
-30.5 % |
225 |
221 |
2.0 % |
|
U.S. Equities - On-Exchange (matched shares, mn) |
1,350 |
1,508 |
-10.5 % |
1,376 |
-1.9 % |
1,391 |
1,639 |
-15.1 % |
|
U.S. Equities - Off-Exchange (matched shares, mn) |
72 |
89 |
-18.9 % |
78 |
-7.6 % |
79 |
92 |
-14.5 % |
|
Canadian Equities (matched shares, k) |
137,443 |
136,248 |
0.9 % |
137,305 |
0.1 % |
134,815 |
86,482 |
55.9 % |
|
European Equities (€, mn) |
8,922 |
10,689 |
-16.5 % |
9,277 |
-3.8 % |
9,445 |
11,034 |
-14.4 % |
|
Cboe Clear Europe Cleared Trades (k) |
97,892 |
122,121 |
-19.8 % |
100,398 |
-2.5 % |
1,088,380 |
1,403,958 |
-22.5 % |
|
Cboe Clear Europe Net Settlements (k) |
869 |
859 |
1.2 % |
873 |
-0.4 % |
9,275 |
9,520 |
-2.6 % |
|
Australian Equities (AUD, mn) |
681 |
741 |
-8.2 % |
719 |
-5.3 % |
698 |
794 |
-12.2 % |
|
Japanese Equities (JPY, bn) |
182 |
111 |
64.2 % |
196 |
-7.4 % |
175 |
151 |
15.8 % |
|
Global FX ADNV ($, mn) |
47,272 |
42,844 |
10.3 % |
47,933 |
-1.4 % |
44,631 |
41,371 |
7.9 % |
|
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. |
November 2023 Trading Volume Highlights
US Options
- Trading in S&P 500 Index (SPX) options set a new single-day volume record on November 14, 2023 with 4.4 million contracts traded
Global FX
- Cboe SEF (Swap Execution Facility) reported a monthly ADV record of $1.36 billion
