CHICAGO, Sept. 5,
2024 /PRNewswire/ -- Cboe Global Markets, Inc. (Cboe:
CBOE), the world's leading derivatives and securities exchange
network, today reported August 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 August
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.
|
Average Daily
Trading Volume (ADV) by Month
|
Year-To-Date
|
|
|
|
|
|
|
|
|
|
|
Aug
2024
|
Aug
2023
|
%
Chg
|
Jul
2024
|
%
Chg
|
Aug
2024
|
Aug
2023
|
%
Chg
|
|
Multiply-listed options
(contracts, k)
|
10,344
|
11,007
|
-6.0 %
|
11,145
|
-7.2 %
|
10,603
|
10,888
|
-2.6 %
|
|
Index options
(contracts, k)
|
4,403
|
3,825
|
15.1 %
|
4,140
|
6.4 %
|
4,110
|
3,641
|
12.9 %
|
|
Futures (contracts,
k)
|
318
|
240
|
32.2 %
|
267
|
18.8 %
|
252
|
218
|
15.5 %
|
|
U.S. Equities -
On-Exchange (matched shares, mn)
|
1,258
|
1,346
|
-6.5 %
|
1,280
|
-1.7 %
|
1,385
|
1,414
|
-2.0 %
|
|
U.S. Equities -
Off-Exchange (matched shares, mn)1
|
78
|
75
|
3.1 %
|
76
|
2.0 %
|
78
|
82
|
-4.5 %
|
|
Canadian Equities
(matched shares, k)
|
137,798
|
118,919
|
15.9 %
|
122,608
|
12.4 %
|
143,784
|
132,900
|
8.2 %
|
|
European Equities (€,
mn)
|
8,472
|
7,242
|
17.0 %
|
9,229
|
-8.2 %
|
9,513
|
9,652
|
-1.4 %
|
|
Cboe Clear Europe
Cleared Trades2 (k)
|
98,844
|
85,010
|
16.3 %
|
105,831
|
-6.6 %
|
798,020
|
803,496
|
-0.7 %
|
|
Cboe Clear Europe Net
Settlements2 (k)
|
982
|
858
|
14.5 %
|
1,022
|
-3.9 %
|
7,293
|
6,719
|
8.5 %
|
|
Australian Equities
(AUD, mn)
|
860
|
661
|
30.2 %
|
771
|
11.6 %
|
777
|
699
|
11.2 %
|
|
Japanese Equities (JPY,
bn)
|
334
|
176
|
89.3 %
|
323
|
3.4 %
|
319
|
170
|
87.5 %
|
|
Global FX ($,
mn)
|
51,330
|
42,139
|
21.8 %
|
45,586
|
12.6 %
|
46,971
|
43,664
|
7.6 %
|
|
1 U.S.
Equities – Off-Exchange ATS Block metrics restated to incorporate a
tier of sell-side activity from July 2023 and forward, previously
excluded from reporting.
|
|
2 Cboe
Clear Europe figures are totals (not ADV) for the months and
years-to-date. As of April 2023, data has been restated to reflect
both On-Book and Off-Book cleared trades.
|
August 2024 Trading Volume
Highlights
Global Derivatives
- On August 5th, 4.5 million
S&P 500 Index (SPX) options contracts were traded, the
second-highest single-day volume on record.
- Total volume in August in Cboe Volatility Index (VIX) options
was 26.1 million contracts, with an ADV of 1.2 million contracts,
the second-best monthly volume behind February 2018.
Global FX
- Global FX set new monthly volume records in August, including:
- Spot Full Amount average daily notional value (ADNV) record of
$15.3 billion
- Cboe SEF (Swap Execution Facility) Non-Deliverable Forwards
ADNV of $1.5 billion
About Cboe Global Markets
Cboe Global Markets (Cboe:
CBOE), the world's leading derivatives and securities exchange
network, delivers cutting-edge trading, clearing and investment
solutions to people around the world. Cboe provides trading
solutions and products in multiple asset classes, including
equities, derivatives and FX across North
America, Europe and
Asia Pacific. Above all, we are
committed to building a trusted, inclusive global marketplace that
enables people to pursue a sustainable financial future. To learn
more about the Exchange for the World Stage, visit
www.cboe.com.
|
Cboe Media Contacts
|
|
Cboe 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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SOURCE Cboe Global Markets, Inc.