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CBOE Holdings, Inc. (BATS: CBOE | NASDAQ: CBOE) today reported August monthly trading volume and average revenue per contract (RPC)/net revenue capture data at www.cboe.com/monthlyvolrpc.
The data sheet "CBOE Holdings Monthly Volume & RPC/Net Revenue Capture Report" contains an overview of August statistics for options (Chicago Board Options Exchange® (CBOE®), C2 Options Exchange (C2), BZX® and EDGX®); CBOE Futures Exchange (CFE®); U.S. equities (BZX®, BYX®, EDGA®, EDGX®); global FX (Bats Hotspot); and European equities. Data sheets are also available on an as reported basis for 2017 and on a combined basis for 2016.
For comparability and informational purposes, the table below presents trading volume on a combined basis, as of
January 1 of each year, to reflect information pertaining to Bats Global Markets, Inc., which was acquired by CBOE Holdings, Inc. on February 28, 2017.
|
Monthly Trading Volume |
Year-To-Date |
|||||||||||||
|
August |
August |
% |
July |
% |
August |
August |
% |
|||||||
|
2017 |
2016 |
Chg |
2017 |
Chg |
2017 |
2016 |
Chg |
|||||||
|
OPTIONS (contracts, thousands) |
Year-To-Date |
|||||||||||||
|
Trading Days |
23 |
23 |
20 |
168 |
168 |
|||||||||
|
Total Volume |
161,851 |
123,875 |
30.7% |
128,546 |
25.9% |
1,158,415 |
1,022,185 |
13.3% |
||||||
|
Total ADV |
7,037 |
5,386 |
30.7% |
6,427 |
9.5% |
6,895 |
6,084 |
13.3% |
||||||
|
FUTURES (contracts, thousands) |
Year-To-Date |
|||||||||||||
|
Trading Days |
23 |
23 |
20 |
168 |
168 |
|||||||||
|
Total Volume |
9,167 |
4,767 |
92.3% |
5,965 |
53.7% |
50,281 |
38,967 |
29% |
||||||
|
Total ADV |
399 |
207 |
92.3% |
298 |
33.6% |
299 |
232 |
29% |
||||||
|
U.S EQUITIES MATCHED (shares, millions) |
Year-To-Date |
|||||||||||||
|
Trading Days |
23 |
23 |
20 |
168 |
168 |
|||||||||
|
Total Volume |
26,559 |
29,675 |
-10.5% |
23,160 |
14.7% |
214,086 |
262,289 |
-18.4% |
||||||
|
Total ADV |
1,155 |
1,290 |
-10.5% |
1,158 |
-0.3% |
1,274 |
1,561 |
-18.4% |
||||||
|
EUROPEAN EQUITIES MATCHED (€ millions) |
Year-To-Date |
|||||||||||||
|
Trading Days |
23 |
23 |
21 |
172 |
171 |
|||||||||
|
Total Notional Value |
€ 185,073 |
€ 185,173 |
-0.1% |
€ 203,391 |
-9% |
€ 1,676,667 |
€ 1,875,551 |
-10.6% |
||||||
|
Total ADNV |
€ 8,047 |
€ 8,051 |
-0.1% |
€ 9,685 |
-16.9% |
€ 9,748 |
€ 10,968 |
-11.1% |
||||||
|
GLOBAL FX MATCHED ($ millions) |
Year-To-Date |
|||||||||||||
|
Trading Days |
23 |
23 |
21 |
174 |
173 |
|||||||||
|
Total Notional Value |
$622,787 |
$520,532 |
19.6% |
$569,017 |
9.4% |
$4,879,732 |
$4,641,286 |
5.1% |
||||||
|
Total ADNV |
$27,078 |
$22,632 |
19.6% |
$27,096 |
-0.1% |
$28,044 |
$26,828 |
4.5% |
||||||
|
ADV= average daily volume |
|
ADNV= average daily notional value |
Numerous VIX Options and Futures Trading Records Set in August
Several volume records for CBOE Volatility Index® (VIX®) options and futures were set during August.
- On August 10, VIX options and futures set new single-day volume records with 2.5 million contracts and 942,000 contracts traded, respectively.
- During August, VIX futures set new all-time records for total monthly volume and monthly average daily volume with 9.2 million contracts and 397,969 contracts traded, respectively.
- VIX options reached a new record for open interest with 14.8 million contracts open on August 15, and VIX futures hit a new record for open interest with more than 673,000 contracts open on August 7.
- For the month, CFE set a new monthly volume record in non-U.S. trading hours with more than 1.0 million total contracts traded.
