- Futures ADV up 42% over August 2018 and up 53% over July 2019
- Options ADV up 24% over August 2018 and up 26% over July 2019
- U.S. Equities ADV up 17% over both August 2018 and July 2019
- August ADV in SPX options, RUT options and VIX futures highest of 2019
CHICAGO, Sept. 5, 2019 /PRNewswire/ -- Cboe Global Markets, Inc. (Cboe: CBOE), one of the world's largest exchange holding companies, today reported August monthly trading volume.
The data sheet "Cboe Global Markets Monthly Volume & RPC/Net Revenue Capture Report" contains an overview of August and year-to-date trading statistics and market share by business segment, volume in select index products, and RPC, which is reported on a one-month lag, across business lines.
MONTHLY TRADING VOLUME | Year-To-Date | |||||||
August | August | % | July | % | August | August | % | |
2019 | 2018 | Chg | 2019 | Chg | 2019 | 2018 | Chg | |
OPTIONS (contracts, thousands) | Year-To-Date | |||||||
Trading Days | 22 | 23 | 22 | 168 | 169 | |||
Total Volume | 186,061 | 156,687 | 18.7% | 148,264 | 25.5% | 1,222,599 | 1,299,672 | -5.9% |
Total ADV | 8,457 | 6,812 | 24.1% | 6,739 | 25.5% | 7,277 | 7,690 | -5.4% |
FUTURES (contracts, thousands) | Year-To-Date | |||||||
Trading Days | 22 | 23 | 22 | 168 | 169 | |||
Total Volume | 7,937 | 5,826 | 36.2% | 5,189 | 53.0% | 43,452 | 49,409 | -12.1% |
Total ADV | 361 | 253 | 42.4% | 236 | 53.0% | 259 | 292 | -11.5% |
U.S. EQUITIES (shares, millions) | Year-To-Date | |||||||
Trading Days | 22 | 23 | 22 | 168 | 169 | |||
Total Volume | 28,000 | 25,022 | 11.9% | 23,883 | 17.2% | 194,031 | 221,139 | -12.3% |
Total ADV | 1,273 | 1,088 | 17.0% | 1,086 | 17.2% | 1,155 | 1,309 | -11.7% |
EUROPEAN EQUITIES (€ millions) | Year-To-Date | |||||||
Trading Days | 22 | 23 | 23 | 171 | 172 | |||
Total Notional Value | € 146,949 | € 205,558 | -28.5% | € 154,543 | -4.9% | € 1,402,691 | € 1,771,607 | -20.8% |
Total ADNV | € 6,679 | € 8,937 | -25.3% | € 6,719 | -0.6% | € 8,203 | € 10,300 | -20.4% |
GLOBAL FX ($ millions) | Year-To-Date | |||||||
Trading Days | 22 | 23 | 23 | 173 | 174 | |||
Total Notional Value | $728,031 | $802,052 | -9.2% | $632,509 | 15.1% | $5,774,651 | $6,688,881 | -13.7% |
Total ADNV | $33,092 | $34,872 | -5.1% | $27,500 | 20.3% | $33,379 | $38,442 | -13.2% |
ADV= average daily volume | ||||||||
ADNV= average daily notional value | ||||||||
August 2019 Volume Highlights
At Cboe Options Exchange, the average daily volume (ADV) of S&P 500 Index (SPX) options trading in August set a new monthly high for 2019 with approximately 1.5 million contracts. Trading in Cboe Volatility Index (VIX) options reached its second highest ADV for the year with 681,000 contracts. Russell 2000 Index (RUT) options reached its highest ADV for the year in August with 44, 800 contracts traded across BZX, C2 and Cboe Options Exchanges.
VIX futures traded at Cboe Futures Exchange (CFE) this August also had the highest monthly ADV for the year with 360,500 contracts. Further, VIX futures traded during global trading hours (GTH) reached an ADV of 54,700 contracts, the highest monthly ADV in 2019, accounting for 15 percent of total VIX futures ADV.
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 one of the largest stock exchange operators in the U.S. and is a leading market globally for ETP trading.
The company is headquartered in Chicago with offices in Kansas City, New York, London, Amsterdam, San Francisco, Singapore, Hong Kong and Quito, Ecuador. For more information, visit www.cboe.com.
Media Contacts | Analyst Contact | ||||
Angela Tu | Stacie Fleming | Debbie Koopman | |||
+1-646-856-8734 | +44-20-7012-8950 | +1-312-786-7136 | |||
atu@cboe.com | sfleming@cboe.com | dkoopman@cboe.com | |||
CBOE-V
Cboe, Cboe Volatility Index, VIX, Cboe Global Markets, CFEare registered trademarks and SPXSM is a service mark of Cboe Exchange, Inc. or its affiliates. S&P 500 is a registered trademark of Standard & Poor's Financial Services, LLC and has been licensed for use by Cboe Exchange, Inc. [Any products that have the 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.
Logo - https://mma.prnewswire.com/media/622233/Cboe_Logo.jpg
