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- Futures ADV at Cboe Futures Exchange Up 14% from October 2016
- Options ADV at Cboe Global Markets' Four Exchanges Up 17% from October 2016
Cboe Global Markets, Inc. (Cboe: CBOE | NASDAQ: CBOE), one of the world's largest exchange holding companies, today reported October 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 October 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 |
|||||||
|
October |
October |
% |
September |
% |
October |
October |
% |
|
|
2017 |
2016 |
Chg |
2017 |
Chg |
2017 |
2016 |
Chg |
|
|
OPTIONS VOLUME (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
22 |
21 |
20 |
210 |
210 |
|||
|
Total Volume |
151,167 |
123,710 |
22.2% |
134,935 |
12.0% |
1,444,517 |
1,288,485 |
12.1% |
|
Total ADV |
6,871 |
5,891 |
16.6% |
6,747 |
1.8% |
6,879 |
6,136 |
12.1% |
|
FUTURES (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
22 |
21 |
20 |
210 |
210 |
|||
|
Total Volume |
5,867 |
4,910 |
19.5% |
5,725 |
2.5% |
61,872 |
50,224 |
23.2% |
|
Total ADV |
267 |
234 |
14.1% |
286 |
-6.8% |
295 |
239 |
23.2% |
|
U.S EQUITIES MATCHED VOLUME (shares, millions) |
Year-To-Date |
|||||||
|
Trading Days |
22 |
21 |
20 |
210 |
210 |
|||
|
Total Volume |
25,381 |
27,166 |
-6.6% |
23,705 |
7.1% |
263,172 |
320,397 |
-17.9% |
|
Total ADV |
1,154 |
1,294 |
-10.8% |
1,185 |
-2.7% |
1,253 |
1,526 |
-17.9% |
|
EUROPEAN EQUITIES (€ millions) |
Year-To-Date |
|||||||
|
Trading Days |
22 |
21 |
21 |
215 |
214 |
|||
|
Total Notional Value |
€ 191,139 |
€ 211,340 |
-9.6% |
€ 175,155 |
9.1% |
€ 2,042,961 |
€ 2,294,507 |
-11.0% |
|
Total ADNV |
€ 8,827 |
€ 10,064 |
-12.3% |
€ 8,341 |
5.8% |
€ 9,516 |
€ 10,722 |
-11.2% |
|
GLOBAL FX ($ millions) |
Year-To-Date |
|||||||
|
Trading Days |
22 |
21 |
21 |
217 |
216 |
|||
|
Total Notional Value |
$704,782 |
$531,167 |
32.7% |
$695,600 |
1.3% |
$6,280,069 |
$5,794,281 |
8.4% |
|
Total ADNV |
$32,036 |
$25,294 |
26.7% |
$33,124 |
-3.3% |
$28,940 |
$26,825 |
7.9% |
ADV= average daily volume
ADNV= average daily notional value
CFE Volume Hits New Annual High
Total volume traded on Cboe Futures Exchange (CFE) year to date in 2017 has exceeded the total volume of all contracts traded on CFE in 2016. Total volume traded on CFE in all of 2016 was 60.2 million contracts, total volume traded on CFE through October 2017 is 61.9 million contracts.
Cboe Global Markets Average Revenue Per Contract/Net Revenue Capture Updated Next Week
The company plans to report its average revenue per contract and net revenue capture data for the three months ended September 30, 2017, in its quarterly earnings news release, which is expected to be issued on Tuesday, November 7, 2017. The 2017 data sheets will be updated to include this information.
