Cboe Global Markets Reports November 2021 Trading Volume
CHICAGO, Dec. 3, 2021 /PRNewswire/ -- Cboe Global Markets, Inc. (Cboe: CBOE), a leading provider of global market infrastructure and tradable products, today reported November 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 November and year-to-date 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.
Trading Volume for Current Month | Year-To-Date | |||||||
Nov | Nov | % | Oct | % | Nov | Nov | % | |
2021 | 2020 | Chg | 2021 | Chg | 2021 | 2020 | Chg | |
Multiply-listed options ADV (contracts, k) | 11,436 | 9,192 | 24.4% | 10,289 | 11.2% | 10,102 | 8,239 | 22.6% |
Index options ADV (contracts, k) | 2,167 | 1,663 | 30.3% | 2,047 | 5.9% | 1,941 | 1,841 | 5.4% |
Futures ADV (contracts, k) | 237 | 175 | 35.6% | 210 | 13.0% | 229 | 205 | 11.8% |
U.S. Equities - On-Exchange ADV (matched shares, mn) | 1,472 | 1,725 | -14.7% | 1,395 | 5.5% | 1,638 | 1,738 | -5.7% |
U.S. Equities - Off-Exchange ADV (matched shares, mn)1 | 98 | N/A | 76 | 29.0% | 83 | N/A | ||
Canadian Equities ADV (matched shares, k)2 | 45,042 | 47,581 | -5.3% | 44,292 | 1.7% | 50,742 | 41,341 | 22.7% |
European Equities ADNV (€, mn) | 10,054 | 8,208 | 22.5% | 8,574 | 17.3% | 7,707 | 6,988 | 10.3% |
EuroCCP Total Cleared Trades (k)3 | 129,969 | 112,731 | 15.3% | 109,318 | 18.9% | 1,138,398 | 461,510 | NM |
EuroCCP Total Net Settlements (k) 3 | 923 | 717 | 28.7% | 834 | 10.6% | 9,032 | 3,341 | NM |
Australian Equities ADNV (AUD, mn)4 | 807 | N/A | 821 | -1.7% | 792 | N/A | ||
Japanese Equities ADNV (JPY, bn)4 | 111 | N/A | 109 | 2.5% | 97 | N/A | ||
Global FX ADNV ($, mn)5 | 35,945 | 37,574 | -4.3% | 35,071 | 2.5% | 34,233 | 34,887 | -1.9% |
1U.S. Equities Off-Exchange data reflects Cboe's acquisition of BIDS Trading effective on December 31, 2020. |
2Canadian Equities data reflects Cboe's acquisition of MATCHNow effective on August 4, 2020. |
3EuroCCP data reflects Cboe's acquisition of EuroCCP effective on July 1, 2020. |
4Data reflects Cboe's acquisition of Chi-X Asia Pacific effective on July 1, 2021; Australian Equities volumes exclude Trade Reporting. |
5Global FX metrics continue to include Spot and as of January 2021 include SEF products. |
ADV= average daily volume |
ADNV= average daily notional value |
NM= Not Meaningful |
November 2021 Trading Volume Highlights
Options
- Total options volume across Cboe's four exchanges was 285,663,721 contracts for November, the highest volume month on record and up 32 percent from November 2020.
- Extended global trading hours (GTH) for S&P 500® Index (SPX® and SPXW) options and Cboe Volatility Index (VIX®) options launched on Sunday, November 21.
- During the GTH session on November 26:
- 40,234 contracts were traded in SPX options – its highest GTH volume YTD
- 26,897 contracts were traded in VIX options – its third highest GTH volume YTD
- 102,211 contracts were traded in VIX futures – its second highest GTH volume YTD
- Nearly 1.6 million Russell 2000 Index (RUT®) options contracts traded in total in November, with 75,075 contracts changing hands a day on average during the month – the highest volume month on record since October 2018.
Equities
- Cboe LIS, Cboe Europe's block trading platform powered by BIDS technology, reported record average daily notional value (ADNV) traded of €584 million in November, surpassing the previous record of €571 million ADNV traded in March 2020. It was also the region's largest platform of its type for the second successive month, with a market share of 29% (source: big xyt).
- In Canada, MATCHNow's conditionals book saw a record month in November and traded 20,570,300 shares single counted, representing approximately $619 million in notional value across 1,501 trades.
About Cboe Global Markets, Inc.
Cboe Global Markets (Cboe: CBOE), a leading provider of market infrastructure and tradable products, delivers cutting-edge trading, clearing and investment solutions to market participants around the world. The company is committed to operating a trusted, inclusive global marketplace, providing leading products, technology and data solutions that enable participants to define a sustainable financial future. Cboe provides trading solutions and products in multiple asset classes, including equities, derivatives and FX, across North America, Europe and Asia Pacific. To learn more, visit www.cboe.com.
Media Contacts | Analyst Contact | |||||
Angela Tu | Tim Cave | Kenneth Hill, CFA | ||||
+1-646-856-8734 | +44 (0) 7593-506-719 | 1-312-786-7559 | ||||
CBOE-V
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Options involve risk and are not suitable for all market participants. Prior to buying or selling an option, a person should review the Characteristics and Risks of Standardized Options (ODD), which is required to be provided to all such persons. Copies of the ODD are available from your broker or from The Options Clearing Corporation, 125 S. Franklin Street, Suite 1200, Chicago, IL 60606.
Futures trading is not suitable for all investors and involves the risk of loss. That risk of loss can be substantial and can exceed the amount of money deposited for a futures position. You should, therefore, carefully consider whether futures trading is suitable for you in light of your circumstances and financial resources. You should put at risk only funds that you can afford to lose without affecting your lifestyle. For additional information regarding futures trading risks, see the Risk Disclosure Statement set forth in Appendix A to CFTC Regulation 1.55(c) and the Risk Disclosure Statement for Security Futures Contracts.
SOURCE Cboe Global Markets, Inc.
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