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CBOE Holdings, Inc. (BATS: CBOE | NASDAQ: CBOE) today reported June 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 June 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 |
|||||||||||||
|
June |
June |
% |
May |
% |
June |
June |
% |
|||||||
|
2017 |
2016 |
Chg |
2017 |
Chg |
2017 |
2016 |
Chg |
|||||||
|
OPTIONS (contracts, thousands) |
Year-To-Date |
|||||||||||||
|
Trading Days |
22 |
22 |
22 |
125 |
125 |
|||||||||
|
Total Volume |
151,695 |
149,697 |
1.3% |
154,862 |
-2.0% |
868,020 |
775,545 |
11.9% |
||||||
|
Total ADV |
6,895 |
6,804 |
1.3% |
7,039 |
-2.0% |
6,944 |
6,204 |
11.9% |
||||||
|
FUTURES (contracts, thousands) |
Year-To-Date |
|||||||||||||
|
Trading Days |
22 |
22 |
22 |
125 |
125 |
|||||||||
|
Total Volume |
6,885 |
7,101 |
-3.0% |
6,716 |
2.5% |
35,148 |
29,723 |
18.3% |
||||||
|
Total ADV |
313 |
323 |
-3.0% |
305 |
2.5% |
281 |
238 |
18.3% |
||||||
|
U.S EQUITIES MATCHED (shares, millions) |
Year-To-Date |
|||||||||||||
|
Trading Days |
22 |
22 |
22 |
125 |
125 |
|||||||||
|
Total Volume |
30,521 |
33,935 |
-10.1% |
28,277 |
7.9% |
164,366 |
205,614 |
-20.1% |
||||||
|
Total ADV |
1,387 |
1,542 |
-10.1% |
1,285 |
7.9% |
1,315 |
1,645 |
-20.1% |
||||||
|
EUROPEAN EQUITIES MATCHED (€ millions) |
Year-To-Date |
|||||||||||||
|
Trading Days |
22 |
22 |
23 |
128 |
127 |
|||||||||
|
Total Notional Value |
€ 218,972 |
€ 271,735 |
-19.4% |
€ 234,534 |
-6.6% |
€ 1,288,203 |
€ 1,478,396 |
-12.9% |
||||||
|
Total ADNV |
€ 9,953 |
€ 12,352 |
-19.4% |
€ 10,197 |
-2.4% |
€ 10,064 |
€ 11,641 |
-13.5% |
||||||
|
GLOBAL FX MATCHED ($ millions) |
Year-To-Date |
|||||||||||||
|
Trading Days |
22 |
22 |
23 |
130 |
129 |
|||||||||
|
Total Notional Value |
$613,966 |
$633,377 |
-3.1% |
$647,249 |
-5.1% |
$3,687,928 |
$3,569,739 |
3.3% |
||||||
|
Total ADNV |
$27,908 |
$28,790 |
-3.1% |
$28,141 |
-0.8% |
$28,369 |
$27,672 |
2.5% |
||||||
ADV= average daily volume
ADNV= average daily notional value
Second-Quarter 2017 Selected RPC Guidance
The company currently expects average revenue per contract (RPC) for the second-quarter of 2017 to be in line with the amounts noted below for the two-months ended May 31, 2017, except for futures. The second-quarter RPC for futures is expected to be slightly lower than the amount noted below for the two-months ended May 31, 2017. These expectations are estimated, preliminary and may change. There can be no assurance that our final RPC for the three-months ended June 30, 2017 will not differ materially from these expectations.
The following represents average RPC based on a two-month and a three-month rolling average, reported on a one-month lag. The average RPC represents total transaction fees for CBOE, C2, BZX, EDGX and CFE recognized for the period divided by total contracts traded during the period. Average transaction fees per contract can be affected by various factors, including exchange fee rates, volume-based discounts and transaction mix by contract type and product type.
|
(In Dollars) |
Two-Months Ended |
Three-Months Ended |
|||
|
Product: |
May-17 |
May-17 |
Apr-17 |
Mar-17 |
Feb-17 |
|
Multiply-Listed Options (BZX, CBOE, C2 and EDGX) |
$0.058 |
$0.057 |
$0.057 |
$0.059 |
$0.060 |
|
Index Options (CBOE and C2) |
$0.690 |
$0.696 |
$0.698 |
$0.708 |
$0.711 |
|
Total Options Average Revenue Per Contract |
$0.229 |
$0.232 |
$0.241 |
$0.243 |
$0.245 |
|
Futures (CFE) |
$1.763 |
$1.767 |
$1.794 |
$1.814 |
$1.779 |
