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CBOE Holdings, Inc. (BATS: CBOE | NASDAQ: CBOE) today reported July 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 July 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 |
|||||||||||||
|
July |
July |
% |
June |
% |
July |
July |
% |
|||||||
|
2017 |
2016 |
Chg |
2017 |
Chg |
2017 |
2016 |
Chg |
|||||||
|
OPTIONS (contracts, thousands) |
Year-To-Date |
|||||||||||||
|
Trading Days |
20 |
20 |
22 |
145 |
145 |
|||||||||
|
Total Volume |
128,546 |
122,761 |
4.7% |
151,695 |
-15.3% |
996,567 |
898,306 |
10.9% |
||||||
|
Total ADV |
6,427 |
6,138 |
4.7% |
6,895 |
-6.8% |
6,873 |
6,195 |
10.9% |
||||||
|
FUTURES (contracts, thousands) |
Year-To-Date |
|||||||||||||
|
Trading Days |
20 |
20 |
22 |
145 |
145 |
|||||||||
|
Total Volume |
5,965 |
4,476 |
33.3% |
6,885 |
-13.4% |
41,113 |
34,200 |
20.2% |
||||||
|
Total ADV |
298 |
224 |
33.3% |
313 |
-4.7% |
284 |
236 |
20.2% |
||||||
|
U.S EQUITIES MATCHED (shares, millions) |
Year-To-Date |
|||||||||||||
|
Trading Days |
20 |
20 |
22 |
145 |
145 |
|||||||||
|
Total Volume |
23,160 |
27,000 |
-14.2% |
30,521 |
-24.1% |
187,527 |
232,614 |
-19.4% |
||||||
|
Total ADV |
1,158 |
1,350 |
-14.2% |
1,387 |
-16.5% |
1,293 |
1,604 |
-19.4% |
||||||
|
EUROPEAN EQUITIES MATCHED (€ millions) |
Year-To-Date |
|||||||||||||
|
Trading Days |
21 |
21 |
22 |
149 |
148 |
|||||||||
|
Total Notional Value |
€ 203,391 |
€ 211,983 |
-4.1% |
€ 218,972 |
-7.1% |
€ 1,491,594 |
€ 1,690,378 |
-11.8% |
||||||
|
Total ADNV |
€ 9,685 |
€ 10,094 |
-4.1% |
€ 9,953 |
-2.7% |
€ 10,011 |
€ 11,421 |
-12.4% |
||||||
|
GLOBAL FX MATCHED ($ millions) |
Year-To-Date |
|||||||||||||
|
Trading Days |
21 |
21 |
22 |
151 |
150 |
|||||||||
|
Total Notional Value |
$569,017 |
$551,015 |
3.3% |
$613,966 |
-7.3% |
$4,256,945 |
$4,120,754 |
3.3% |
||||||
|
Total ADNV |
$27,096 |
$26,239 |
3.3% |
$27,908 |
-2.9% |
$28,192 |
$27,472 |
2.6% |
||||||
ADV= average daily volume
ADNV= average daily notional value
CBOE Holdings Average Revenue Per Contract/Net Revenue Capture
The company plans to report its average revenue per contract and net revenue capture data for the three months ended June 30, 2017, in its quarterly earnings news release, which is expected to be issued on Friday,
August 4, 2017. The 2017 data sheets will be updated to include this information.
