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Cboe Global Markets, Inc. (Cboe: CBOE), a leading provider of global market infrastructure and tradable products, today reported January 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 January 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 |
|||||||
|
Jan |
Jan |
% Chg |
Dec 2022 |
% |
Jan 2023 |
Jan 2022 |
% |
|
|
Multiply-listed options (contracts, k) |
11,219 |
11,573 |
-3.1 % |
10,615 |
5.7 % |
11,219 |
11,573 |
-3.1 % |
|
Index options (contracts, k) |
3,371 |
2,553 |
32.1 % |
3,222 |
4.6 % |
3,371 |
2,553 |
32.1 % |
|
Futures (contracts, k) |
194 |
303 |
-36.0 % |
191 |
1.5 % |
194 |
303 |
-36.0 % |
|
|
1,425 |
1,794 |
-20.6 % |
1,345 |
5.9 % |
1,425 |
1,794 |
-20.6 % |
|
|
92 |
108 |
-14.9 % |
70 |
31.3 % |
92 |
108 |
-14.9 % |
|
Canadian Equities1 (matched shares, k) |
149,307 |
42,651 |
250.1 % |
152,571 |
-2.1 % |
149,307 |
42,651 |
250.1 % |
|
European Equities (€, mn) |
10,290 |
11,737 |
-12.3 % |
8,522 |
20.7 % |
10,290 |
11,737 |
-12.3 % |
|
Cboe Clear Europe Cleared Trades2 (k) |
112,593 |
132,328 |
-14.9 % |
95,464 |
17.9 % |
112,593 |
132,328 |
-14.9 % |
|
Cboe Clear Europe Net Settlements2 (k) |
865 |
889 |
-2.7 % |
821 |
5.3 % |
865 |
889 |
-2.7 % |
|
Australian Equities3 (AUD, mn) |
667 |
844 |
-21.0 % |
661 |
0.9 % |
667 |
844 |
-21.0 % |
|
Japanese Equities3 (JPY, bn) |
166 |
158 |
4.8 % |
59 |
178.7 % |
166 |
158 |
4.8 % |
|
Global FX ($, mn) |
42,037 |
37,320 |
12.6 % |
35,870 |
17.2 % |
42,037 |
37,320 |
12.6 % |
|
1Canadian 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. |
January 2023 Trading Volume Highlights
- A total of 291.8 million contracts traded across all four Cboe
U.S. options exchanges in January 2023. - 53.1 million S&P 500 Index (SPX) options contracts were traded in total for the month, with an ADV of 2.7 million.
- Trading in SPX options with same-day expiration reached 1.2 million in ADV, comprising 44 percent of overall SPX volume and up five percent from December 2022.
- SPX options volume during Global Trading Hours (GTH) posted the second-best month ever in January with an ADV of 58,000 contracts – 55 percent above 2022 levels.
- Total volume in Cboe Volatility Index® (VIX®) options was 11.4 million contracts, with an ADV of 571,000 contracts, up 10 percent from December 2022.
- Total volume in
Russell 2000® Index (RUT) options was 1.1 million contracts, with an ADV of 55,000 contracts, the highest since January 2022.
European Equities and Derivatives
- Cboe Europe Equities had an overall market share of 25.1 percent in January, making it
Europe's largest stock exchange. - Cboe BIDS Europe, Cboe's European block trading platform, had a 36 percent share of the LIS (large-in-scale) market, making it the largest platform of its type for the tenth successive month (Source: big xyt).
- Cboe Europe Derivatives traded 3,824 contracts, a record monthly figure and beating the previous high of 3,647 contracts in December 2022.
