CHICAGO, Nov. 5, 2018 /PRNewswire/ -- Cboe Global Markets, Inc. (Cboe: 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.
For comparability and informational purposes, the table below presents trading volume on a combined basis, as of January 1, 2017, 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 | % | |
2018 | 2017 | Chg | 2018 | Chg | 2018 | 2017 | Chg | |
OPTIONS (contracts, thousands) | Year-To-Date | |||||||
Trading Days | 23 | 22 | 19 | 211 | 210 | |||
Total Volume | 215,145 | 151,167 | 42.3% | 133,223 | 61.5% | 1,648,041 | 1,444,517 | 14.1% |
Total ADV | 9,354 | 6,871 | 36.1% | 7,012 | 33.4% | 7,811 | 6,879 | 13.5% |
FUTURES (contracts, thousands) | Year-To-Date | |||||||
Trading Days | 23 | 22 | 19 | 211 | 210 | |||
Total Volume | 9,716 | 5,867 | 65.6% | 4,576 | 112.3% | 63,701 | 61,872 | 3.0% |
Total ADV | 422 | 267 | 58.4% | 241 | 75.4% | 302 | 295 | 2.5% |
U.S. EQUITIES (shares, millions) | Year-To-Date | |||||||
Trading Days | 23 | 22 | 19 | 211 | 210 | |||
Total Volume | 35,954 | 25,381 | 41.7% | 21,792 | 65.0% | 278,885 | 263,172 | 6.0% |
Total ADV | 1,563 | 1,154 | 35.5% | 1,147 | 36.3% | 1,322 | 1,253 | 5.5% |
EUROPEAN EQUITIES (€ millions) | Year-To-Date | |||||||
Trading Days | 23 | 22 | 20 | 215 | 215 | |||
Total Notional Value | € 275,753 | € 194,201 | 42.0% | € 204,421 | 34.9% | € 2,251,780 | € 2,046,023 | 10.1% |
Total ADNV | € 11,989 | € 8,827 | 35.8% | € 10,221 | 17.3% | € 10,473 | € 9,516 | 10.1% |
GLOBAL FX ($ millions) | Year-To-Date | |||||||
Trading Days | 23 | 22 | 20 | 217 | 217 | |||
Total Notional Value | $841,215 | $704,782 | 19.4% | $715,538 | 17.6% | $8,245,634 | $6,280,069 | 31.3% |
Total ADNV | $36,575 | $32,036 | 14.2% | $35,777 | 2.2% | $37,998 | $28,940 | 31.3% |
ADV= average daily volume |
ADNV= average daily notional value |
VIX Futures Record Volume
At Cboe Futures Exchange (CFE), VIX futures had record monthly volume of 9.66 million contracts, surpassing the previous high of 9.16 million contracts set in August 2017 and 9.04 million contracts in February 2018. CFE's total volume also reached an all-time monthly high of 9.72 million contracts in October, topping the previous monthly record of 9.18 million contracts set in February 2018.
SPX Options Record Volume
Cboe S&P 500 options (SPXSM) traded record monthly volume of 41.40 million contracts in October, surpassing the prior total monthly record of 34.64 million contracts set in February 2018. SPX Weeklys options trading also set a record monthly high with average daily volume (ADV) of 1.12 million contracts, up from February 2018's 1.03 million contracts.
Cboe LIS Record Volume
Cboe LIS, Cboe's European block trading platform, set a new monthly record in October with average daily notional value (ADNV) traded of €348 million, up to 27.7% from its previous record month in July 2018. For more information, see the press release.
About Cboe Global Markets, Inc.
Cboe Global Markets, Inc. (Cboe: CBOE) is one of the world's largest exchange holding companies, offering cutting-edge trading and investment solutions to investors around the world. The company is committed to relentless innovation, connecting global markets with world-class technology, and providing seamless solutions that enhance the customer experience.
Cboe offers trading across a diverse range of products in multiple asset classes and geographies, including options, futures, U.S. and European equities, exchange-traded products (ETPs), global foreign exchange (FX) and multi-asset volatility products based on the Cboe Volatility Index (VIX Index), the world's barometer for equity market volatility.
Cboe's trading venues include the largest options exchange in the U.S. and the largest stock exchange by value traded in Europe. In addition, the company is the second-largest stock exchange operator in the U.S. and a leading market globally for ETP trading.
The company is headquartered in Chicago with offices in Kansas City, New York, London, San Francisco, Singapore, Hong Kong and Quito, Ecuador. For more information, visit www.cboe.com.
Media Contacts | Analyst Contact | ||
Suzanne Cosgrove | Stacie Fleming | Debbie Koopman | |
+1-312-786-7123 | +44-20-7012-8950 | +1-312-786-7136 | |
scosgrove@cboe.com | sfleming@cboe.com | dkoopman@cboe.com | |
CBOE-V
Cboe, CFE, Cboe Volatility Index, and VIX are registered trademarks and Cboe Global MarketsSM, WeeklysSM, and SPXSM are service marks of Cboe Exchange, Inc. S&P 500 is a registered trademark of Standard & Poor's Financial Services LLC. Any products that have the an S&P Index or Indexes as their underlying interest are not sponsored, endorsed, sold or promoted by Standard & Poor's or Cboe and neither Standard & Poor's nor Cboe make any representations or recommendations concerning the advisability of investing in products that have S&P indexes as their underlying interests. All other trademarks and service marks are the property of their respective owners.
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