CHICAGO, Aug. 4, 2021 /PRNewswire/ -- Cboe
Global Markets, Inc. (Cboe: CBOE), a leading provider of
global market infrastructure and tradable products, today reported
July 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 July
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
|
|
July
|
July
|
%
|
June
|
%
|
July
|
July
|
%
|
2021
|
2020
|
Chg
|
2021
|
Chg
|
2021
|
2020
|
Chg
|
Multiply-listed
options ADV (contracts, k)
|
9,848
|
7,634
|
29%
|
10,232
|
-4%
|
9,981
|
8,126
|
23%
|
Index options ADV
(contracts, k)
|
1,918
|
1,321
|
45%
|
1,778
|
8%
|
1,876
|
2,002
|
6%
|
Futures ADV
(contracts, k)
|
224
|
143
|
56%
|
182
|
23%
|
233
|
223
|
5%
|
U.S. Equities -
On-Exchange ADV (matched shares, mn)
|
1,398
|
1,610
|
-13%
|
1,500
|
-7%
|
1,783
|
1,865
|
-4%
|
U.S. Equities -
Off-Exchange ADV (matched shares, mn)1
|
75
|
N/A
|
|
76
|
0%
|
86
|
N/A
|
|
Canadian Equities ADV
(matched shares, k)2
|
34,333
|
N/A
|
|
41,751
|
-18%
|
55,696
|
N/A
|
|
European Equities
ADNV (€, mn)
|
7,146
|
5,874
|
22%
|
7,014
|
2%
|
7,367
|
7,437
|
-1%
|
EuroCCP Total Cleared
Trades (k)3
|
100,768
|
91,221
|
11%
|
95,209
|
6%
|
693,794
|
91,221
|
N.M.
|
EuroCCP Total Net
Settlements (k) 3
|
828
|
676
|
22%
|
824
|
1%
|
5,619
|
676
|
N.M.
|
Australian Equities
ADNV (AUD, mn)4
|
1,278
|
N/A
|
|
N/A
|
|
1,278
|
N/A
|
|
Japanese Equities
ADNV (JPY, bn)4
|
75
|
N/A
|
|
N/A
|
|
JPY 75
|
N/A
|
|
Global FX ADNV ($,
mn)5
|
33,051
|
30,031
|
10%
|
33,646
|
-2%
|
34,492
|
36,371
|
-5%
|
1U.S. Equities Off-Exchange data
reflects Cboe's acquisition of BIDS Trading effective on December
31, 2020.
|
ADV= average daily
volume
|
2Canadian Equities data reflects
Cboe's acquisition of MATCHNow effective on August 4,
2020.
|
ADNV= average daily
notional value
|
3EuroCCP data reflects Cboe's
acquisition of EuroCCP effective on July 1,
2020.
|
N.M. Not
Meaningful
|
4Australian Equities and
Japanese Equities data reflects Cboe's acquisition of Chi-X Asia
Pacific effective on July 1, 2021.
|
5Global FX metrics continue to
include Spot and as of January 2021 include SEF
products.
|
July 2021 Trading Volume
Highlights
- Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index (IBHY)
futures reached an all-time monthly high and surpassed $5 billion in notional value traded for the first
time; 39,919 total contracts were traded during July, representing
a total notional value of $5.9
billion.
- Total volume in Russell 2000®
Index (RUT) options reached nearly 1.2 million contracts traded in
July, with 56,054 contracts traded on average per day – the highest
month on record since October
2018.
- S&P 500® Index (SPX) options had highest monthly average
daily volume for the year, with nearly 1.4 million contracts traded
on average per day in July.
- Average daily notional value in Non-Deliverable Forwards (NDFs)
transacted on Cboe SEF reached $369
million during July, the fourth consecutive record
month.
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
|
|
atu@cboe.com
|
tcave@cboe.com
|
|
khill@cboe.com
|
|
|
|
|
|
CBOE-V
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Options involve risk and are not suitable for all market
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You should, therefore, carefully consider whether futures trading
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Corporate Bond Index Futures. Each party to a Cboe® iBoxx® iShares®
$ High Yield Corporate Bond Index Futures or Cboe® iBoxx® iShares®
$ Investment Grade Corporate Bond Index Futures transaction
acknowledges and agrees that the transaction is not sponsored,
endorsed or promoted by the Index Sponsor. The Index Sponsor makes
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hereby expressly disclaims all warranties (including, without
limitation, those of merchantability or fitness for a particular
purpose or use), with respect to the Indexes or any data included
therein or relating thereto, and in particular disclaims any
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the Indexes or any data included therein, the results obtained from
the use of the Indexes and/or the composition of the Indexes at any
particular time on any particular date or otherwise and/or the
creditworthiness of any entity, or the likelihood of the occurrence
of a credit event or similar event (however defined) with respect
to an obligation, in the Indexes at any particular time on any
particular date or otherwise. The Index Sponsor shall not be liable
(whether in negligence or otherwise) to the parties or any other
person for any error in the Indexes, and the Index Sponsor is under
no obligation to advise the parties or any person of any error
therein.
The Index Sponsor makes no representation whatsoever, whether
express or implied, as to the advisability of purchasing or selling
Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index Futures and
Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond Index
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performances, or otherwise relating to the Indexes or any
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to take the needs of any party into consideration in determining,
composing or calculating the Indexes. No party purchasing or
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The iBoxx® iShares® $ High Yield Corporate Bond Index and the
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not sponsored by, or sold by BlackRock, Inc. or any of its
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regarding the advisability of investing in securities, generally,
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SOURCE Cboe Global Markets, Inc.