Cboe Global Markets, Inc. (Cboe: CBOE), a leading provider of global market infrastructure and tradable products, today reported February monthly trading volume statistics across its global business lines.
The data sheet "Cboe Global Markets Monthly Volume & RPC/Net Revenue Capture Report" contains an overview of certain February trading statistics and market share by business segment, volume in select index products, and RPC/net capture, which is reported on a one-month lag, across business lines.
Average Daily Trading Volume (ADV) by Month |
Year-To-Date |
|||||||
Feb |
Feb |
% Chg |
Jan 2023 |
% |
Feb 2023 |
Feb 2022 |
% |
|
Multiply-listed options (contracts, k) |
11,219 |
10,805 |
3.8 % |
11,219 |
0.0 % |
11,219 |
11,199 |
0.2 % |
Index options (contracts, k) |
3,502 |
2,403 |
45.8 % |
3,371 |
3.9 % |
3,435 |
2,480 |
38.5 % |
Futures (contracts, k) |
227 |
270 |
-16.0 % |
194 |
17.0 % |
210 |
287 |
-26.8 % |
|
1,427 |
1,758 |
-18.8 % |
1,425 |
0.1 % |
1,426 |
1,777 |
-19.7 % |
|
87 |
105 |
-16.7 % |
92 |
-4.7 % |
90 |
106 |
-15.8 % |
Canadian Equities1 (matched shares, k) |
157,861 |
37,792 |
317.7 % |
149,307 |
5.7 % |
153,370 |
40,284 |
280.7 % |
European Equities (€, mn) |
11,531 |
12,672 |
-9.0 % |
10,290 |
12.1 % |
10,881 |
12,193 |
-10.8 % |
Cboe Clear Europe Cleared Trades2 (k) |
112,446 |
140,562 |
-20.0 % |
112,593 |
-0.1 % |
225,040 |
272,889 |
-17.5 % |
Cboe Clear Europe Net Settlements2 (k) |
827 |
874 |
-5.4 % |
865 |
-4.4 % |
1,692 |
1,763 |
-4.0 % |
Australian Equities3 (AUD, mn) |
785 |
893 |
-12.1 % |
667 |
17.7 % |
726 |
868 |
-16.4 % |
Japanese Equities3 (JPY, bn) |
194 |
162 |
19.7 % |
166 |
17.2 % |
180 |
160 |
12.4 % |
Global FX ($, mn) |
42,991 |
42,926 |
0.2 % |
42,037 |
2.3 % |
42,491 |
40,055 |
6.1 % |
1 Canadian Equities data include MATCHNow and NEO from June 2022 onwards. Before June 2022 it included MATCHNow only. "Net capture per 10,000 touched shares" refers to transaction fees divided by the product of one-ten thousandth ADV of shares for NEO and MATCHNow and the number of trading days for the period. |
2 Cboe Clear Europe figures are totals (not ADV) for the months and years-to-date. |
3 Australian Equities and Japanese Equities data reflects Cboe's acquisition of Cboe Asia Pacific (formerly Chi-X Asia Pacific) effective on July 1, 2021. |
February 2023 Trading Volume Highlights
- A total of 22.1 million contracts were traded across Cboe's four options exchanges on February 2, 2023, setting a new single-day volume record, and surpassing the previous daily record of 21.1 million on September 23, 2022.
- Total volume in Cboe Volatility Index® (VIX®) options was 13.3 million contracts, with an ADV of 698,000 contracts, the highest monthly volume since March 2022.
European Equities and Derivatives
- Cboe Europe Equities had an overall market share of 24.8 percent in February, making it
Europe's largest stock exchange. - Cboe BIDS Europe, Cboe's European block trading platform, had a 36.3 percent share of the LIS (large-in-scale) market, a record high and making it the largest platform of its type for the eleventh successive month (Source: big xyt).
Global FX
- CboeSEF (Swap Execution Facility) set a new monthly ADV record of
$1.03 billion .
Japanese Equities
- Cboe Japan's lit market share reached a record high of 5.2 percent in February.