Cboe Global Markets, Inc. (Cboe: CBOE), the world's leading derivatives and securities exchange network, today reported October 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 October 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 |
|||||||
|
Oct 2024 |
Oct 2023 |
% Chg |
Sep |
% Chg |
Oct 2024 |
Oct 2023 |
% Chg |
|
|
Multiply-listed options (contracts, k) |
10,793 |
11,230 |
-3.9 % |
10,459 |
3.2 % |
10,610 |
10,885 |
-2.5 % |
|
Index options (contracts, k) |
3,976 |
4,534 |
-12.3 % |
4,130 |
-3.7 % |
4,097 |
3,765 |
8.8 % |
|
Futures (contracts, k) |
187 |
292 |
-36.0 % |
232 |
-19.6 % |
243 |
227 |
6.7 % |
|
U.S. Equities - On-Exchange (matched shares, mn) |
1,289 |
1,376 |
-6.4 % |
1,234 |
4.4 % |
1,360 |
1,396 |
-2.6 % |
|
U.S. Equities - Off-Exchange (matched shares, mn)1 |
77 |
81 |
-5.6 % |
85 |
-9.1 % |
78 |
81 |
-2.8 % |
|
Canadian Equities (matched shares, k) |
158,622 |
137,305 |
15.5 % |
148,628 |
6.7 % |
145,790 |
134,538 |
8.4 % |
|
European Equities (€, mn) |
10,534 |
9,277 |
13.6 % |
10,121 |
4.1 % |
9,681 |
9,498 |
1.9 % |
|
Cboe Clear Europe Cleared Trades2 (k) |
117,528 |
100,398 |
17.1 % |
102,208 |
15.0 % |
1,017,755 |
990,488 |
2.8 % |
|
Cboe Clear Europe Net Settlements2 (k) |
1,042 |
873 |
19.4 % |
943 |
10.5 % |
9,278 |
8,406 |
10.4 % |
|
Australian Equities (AUD, mn) |
777 |
719 |
8.0 % |
891 |
-12.8 % |
788 |
699 |
12.7 % |
|
Japanese Equities (JPY, bn) |
288 |
196 |
47.0 % |
312 |
-7.5 % |
315 |
174 |
80.5 % |
|
Global FX ($, mn) |
44,373 |
47,933 |
-7.4 % |
48,096 |
-7.7 % |
46,805 |
44,363 |
5.5 % |
|
1 U.S. Equities – Off-Exchange ATS Block metrics restated to incorporate a tier of sell-side activity from July 2023 and forward, previously excluded from reporting. |
October 2024 Trading Volume Highlights
Cboe Europe
- Cboe Europe Periodic Auctions reported a record average daily notional value (ADNV) of €2.5 billion, beating the previous record of €2.4 billion in September 2024.
- Cboe Clear Europe processed 117.5 million client trades in October, its highest monthly volumes in 2024. Additionally, it cleared its first trades on Deutsche Börse, introducing competitive clearing to the German market.
