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CBOE Holdings, Inc. (BATS: CBOE | NASDAQ: CBOE) today reported May 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 May statistics for options (Chicago Board Options Exchange® (CBOE®), C2 Options Exchange (C2), BZX and EDGX); CBOE Futures Exchange (CFE®); Bats' U.S. equities (BZX®, BYX®, EDGA®, EDGX®); global FX (Bats Hotspot); European equities; and European trade reporting (BXTR). 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 |
|||||||||||||
|
May |
May |
% |
April |
% |
May |
May |
% |
|||||||
|
2017 |
2016 |
Chg |
2017 |
Chg |
2017 |
2016 |
Chg |
|||||||
|
OPTIONS (contracts, thousands) |
Year-To-Date |
|||||||||||||
|
Trading Days |
22 |
21 |
19 |
103 |
103 |
|||||||||
|
Total Volume |
154,862 |
119,939 |
29.1% |
136,643 |
13.3% |
716,323 |
625,848 |
14.5% |
||||||
|
Total ADV |
7,039 |
5,711 |
23.2% |
7,192 |
-2.1% |
6,955 |
6,076 |
14.5% |
||||||
|
FUTURES (contracts, thousands) |
Year-To-Date |
|||||||||||||
|
Trading Days |
22 |
21 |
19 |
103 |
103 |
|||||||||
|
Total Volume |
6,716 |
4,816 |
39.4% |
5,727 |
17.3% |
28,263 |
22,623 |
24.9% |
||||||
|
Total ADV |
305 |
229 |
33.1% |
301 |
1.3% |
274 |
220 |
24.9% |
||||||
|
U.S EQUITIES MATCHED (shares, millions) |
Year-To-Date |
|||||||||||||
|
Trading Days |
22 |
21 |
19 |
103 |
103 |
|||||||||
|
Total Volume |
28,277 |
30,291 |
-6.7% |
24,143 |
17.1% |
133,845 |
171,679 |
-22.0% |
||||||
|
Total ADV |
1,285 |
1,442 |
-10.9% |
1,271 |
1.1% |
1,299 |
1,667 |
-22.0% |
||||||
|
EUROPEAN EQUITIES MATCHED (€ millions) |
Year-To-Date |
|||||||||||||
|
Trading Days |
23 |
22 |
18 |
106 |
105 |
|||||||||
|
Total Notional Value |
€234,534 |
€206,244 |
13.7% |
€197,916 |
18.5% |
€1,069,231 |
€1,206,660 |
-11.4% |
||||||
|
Total ADNV |
€10,197 |
€9,375 |
8.8% |
€10,995 |
-7.3% |
€10,087 |
€11,492 |
-12.2% |
||||||
|
GLOBAL FX MATCHED ($ millions) |
Year-To-Date |
|||||||||||||
|
Trading Days |
23 |
22 |
20 |
108 |
107 |
|||||||||
|
Total Notional Value |
$647,249 |
$514,211 |
25.9% |
$554,013 |
16.8% |
$3,073,962 |
$2,936,361 |
4.7% |
||||||
|
Total ADNV |
$28,141 |
$23,373 |
20.4% |
$27,701 |
1.6% |
$28,463 |
$27,443 |
3.7% |
||||||
ADV= average daily volume
ADNV= average daily notional value
