Subjects: SVY, SLS, ECO
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
CHICAGO, Sept. 3, 2020 /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. 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.
About Cboe Global Markets, Inc.
Cboe Global Markets (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 defining markets to benefit its participants and drive the global marketplace forward through product innovation, leading edge technology and seamless trading solutions.
The company offers trading across a diverse range of products in multiple asset classes and geographies, including options, futures, U.S., Canadian and European equities, exchange-traded products (ETPs), global foreign exchange (FX) and volatility products based on the Cboe Volatility Index (VIX Index), recognized as the world's premier gauge of U.S. equity market volatility.
Cboe's subsidiaries include the largest options exchange and the third largest stock exchange operator in the U.S. In addition, the company operates one of the largest stock exchanges by value traded in Europe and is a leading market globally for ETP listings and trading.
The company is headquartered in Chicago with a network of domestic and global offices across the Americas, Europe and Asia, including main hubs in New York, London, Kansas City and Amsterdam. For more information, visit www.cboe.com.
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BZX®, Cboe®, Cboe Global Markets®, Cboe Volatility Index®, CFE®, EDGX®, and VIX® are registered trademarks and Mini VIXSM and XSPSM are service marks of Cboe Exchange, Inc. or its affiliates. S&P 500® and SPX® are registered trademarks 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.
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