Cboe Global Markets Reports August 2020 Trading Volume
- ADV across Cboe's four options exchanges up 13 percent from August 2019
- U.S. Equities total ADV across Cboe's four equities exchanges up 7 percent from August 2019
- ADV in Mini Cboe Volatility Index (Mini VIX) futures reached nearly 46,000 contracts since launch on August 9
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. In addition, a supplemental data sheet that provides electronic trading statistics for Cboe Options Exchange is available on the website.
|
Monthly Trading Volume |
Year-To-Date |
|||||||
|
August |
August |
% |
July |
% |
August |
August |
% |
|
|
2020 |
2019 |
Chg |
2020 |
Chg |
2020 |
2019 |
Chg |
|
|
OPTIONS VOLUME (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
21 |
22 |
22 |
168 |
168 |
|||
|
Total Volume |
201,295 |
186,061 |
8.2% |
197,011 |
2.2% |
1,690,098 |
1,222,599 |
38.2% |
|
Total ADV |
9,585 |
8,457 |
13.3% |
8,955 |
7.0% |
10,060 |
7,277 |
38.2% |
|
FUTURES (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
21 |
22 |
22 |
168 |
168 |
|||
|
Total Volume |
3,723 |
7,937 |
-53.1% |
3,157 |
17.9% |
36,452 |
43,452 |
-16.1% |
|
Total ADV |
177 |
361 |
-50.9% |
143 |
23.6% |
217 |
259 |
-16.1% |
|
U.S EQUITIES MATCHED VOLUME (shares, millions) |
Year-To-Date |
|||||||
|
Trading Days |
21 |
22 |
22 |
168 |
168 |
|||
|
Total Volume |
28,717 |
28,000 |
2.6% |
35,414 |
-18.9% |
302,932 |
194,031 |
56.1% |
|
Total ADV |
1,367 |
1,273 |
7.4% |
1,610 |
-15.0% |
1,803 |
1,155 |
56.1% |
|
CANADIAN EQUITIES MATCHED VOLUME (shares, thousands)* |
Year-To-Date |
|||||||
|
Trading Days |
20 |
N/A |
N/A |
20 |
N/A |
|||
|
Total Volume |
809,558 |
N/A |
N/A |
809,558 |
N/A |
|||
|
Total ADV |
40,478 |
N/A |
N/A |
40,478 |
N/A |
|||
|
EUROPEAN EQUITIES (€ millions) |
Year-To-Date |
|||||||
|
Trading Days |
21 |
22 |
23 |
171 |
171 |
|||
|
Total Notional Value |
€ 103,892 |
€ 146,949 |
-29.3% |
€ 135,102 |
-23.1% |
€ 1,219,419 |
€ 1,402,691 |
-13.1% |
|
Total ADNV |
€ 4,947 |
€ 6,679 |
-25.9% |
€ 5,874 |
-15.8% |
€ 7,131 |
€ 8,203 |
-13.1% |
|
GLOBAL FX ($ millions) |
Year-To-Date |
|||||||
|
Trading Days |
21 |
22 |
23 |
173 |
173 |
|||
|
Total Notional Value |
$602,745 |
$728,031 |
-17.2% |
$690,708 |
-12.7% |
$6,131,127 |
$5,774,651 |
6.2% |
|
Total ADNV |
$28,702 |
$33,092 |
-13.3% |
$30,031 |
-4.4% |
$35,440 |
$33,379 |
6.2% |
|
*Canadian Equities data reflects Cboe's acquisition of MATCHNow effective on the first business day of the month, Tuesday, August 4, 2020. |
|
ADV= average daily volume |
|
ADNV= average daily notional value |
August 2020 Volume Highlights
- Each of Cboe Global Markets' four options exchanges saw an increase in ADV from July 2020: Cboe Options up 3 percent, Cboe C2 up 28 percent, Cboe BZX up 8 percent and Cboe EDGX up 9 percent.
- ADV at C2, BZX and EDGX Options Exchanges was up from August 2019: C2 up 28 percent, BZX up 27 percent and EDGX up 124 percent.
- ADV at Cboe EDGX Equities Exchange was up 67 percent from August 2019.
- ADV in options on the S&P 500 Index (SPX) was 977,245 contracts in August, up 4 percent from July 2020.
- ADV in options on the Cboe Volatility Index (VIX) was 346,362 contracts in August, up 6 percent from July 2020.
- Mini Cboe Volatility Index (Mini VIX) futures total volume has exceeded 735,271 contracts with an ADV of 45,954 contracts since launch on August 9.
- On Thursday, August 27, daily trading in Mini VIX futures reached 117,814 contracts, surpassing the 100,000-contract mark for the first time.
- ADV in Mini-SPX options (XSP) trading reached 26,217 contracts, up 6 percent from July 2020.