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Cboe Global Markets, Inc. (Cboe: CBOE | Nasdaq: CBOE), one of the world's largest exchange holding companies, today reported November monthly trading volume and average revenue per contract (RPC)/net revenue capture data at www.cboe.com/monthlyvolrpc.
The data sheet "Cboe Global Markets Monthly Volume & RPC/Net Revenue Capture Report" contains an overview of November statistics. Data sheets are available on an as reported and combined basis for 2017 and 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 Global Markets, Inc. on February 28, 2017.
|
MONTHLY TRADING VOLUME |
Year-To-Date |
|||||||
|
November |
November |
% |
October |
% |
November |
November |
% |
|
|
2017 |
2016 |
Chg |
2017 |
Chg |
2017 |
2016 |
Chg |
|
|
OPTIONS VOLUME (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
21 |
21 |
22 |
231 |
231 |
|||
|
Total Volume |
155,262 |
156,943 |
-1.1% |
151,167 |
2.7% |
1,599,779 |
1,445,425 |
10.7% |
|
Total ADV |
7,393 |
7,473 |
-1.1% |
6,871 |
7.6% |
6,925 |
6,257 |
10.7% |
|
FUTURES (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
21 |
21 |
22 |
231 |
231 |
|||
|
Total Volume |
6,339 |
5,681 |
11.6% |
5,867 |
8.0% |
68,212 |
55,905 |
22.0% |
|
Total ADV |
302 |
271 |
11.6% |
267 |
13.2% |
295 |
242 |
22.0% |
|
U.S EQUITIES MATCHED VOLUME (shares, millions) |
Year-To-Date |
|||||||
|
Trading Days |
21 |
21 |
22 |
231 |
231 |
|||
|
Total Volume |
26,017 |
33,970 |
-23.4% |
25,381 |
2.5% |
289,189 |
354,366 |
-18.4% |
|
Total ADV |
1,239 |
1,618 |
-23.4% |
1,154 |
7.4% |
1,252 |
1,534 |
-18.4% |
|
EUROPEAN EQUITIES (€ millions) |
Year-To-Date |
|||||||
|
Trading Days |
22 |
22 |
22 |
237 |
236 |
|||
|
Total Notional Value |
€ 213,014 |
€ 232,632 |
-8.4% |
€ 194,201 |
9.7% |
€ 2,259,037 |
€ 2,527,140 |
-10.6% |
|
Total ADNV |
€ 9,682 |
€ 10,574 |
-8.4% |
€ 8,827 |
9.7% |
€ 9,532 |
€ 10,708 |
-11.0% |
|
GLOBAL FX ($ millions) |
Year-To-Date |
|||||||
|
Trading Days |
22 |
22 |
22 |
239 |
238 |
|||
|
Total Notional Value |
$747,365 |
$668,197 |
11.8% |
$704,782 |
6.0% |
$7,027,434 |
$6,462,478 |
8.7% |
|
Total ADNV |
$33,971 |
$30,373 |
11.8% |
$32,036 |
6.0% |
$29,403 |
$27,153 |
8.3% |
ADV= average daily volume
ADNV= average daily notional value
VIX Options Set New Daily Volume Record
Trading volume in Cboe Volatility Index® (VIX®) options at Cboe Options Exchange reached a new all-time high on Friday, December 1, with a reported 3.1 million contracts traded, far surpassing the previous single-day record of 2.6 million contracts traded on Monday, September 25, 2017.
Cboe FX Market Posts Highest Monthly ADNV Since March 2015
Cboe FX Markets had a total Spot ADNV of $33,971 million in November, which marks its highest monthly ADNV since the Bats acquisition of Hotspot in March 2015.
