Cboe Global Markets Reports October 2018 Trading Volume

Cboe Global Markets Reports October 2018 Trading Volume

- Cboe VIX futures and SPX options set new monthly total volume record

- Record ADNV traded of €348 million for Cboe LIS in October, up 27.7% over previous record month

- Year-to-date ADV across options, futures, U.S. and European equities and global FX up over 2017

PR Newswire

CHICAGO, Nov. 5, 2018

CHICAGO, Nov. 5, 2018 /PRNewswire/ -- Cboe Global Markets, Inc. (Cboe: CBOE), one of the world's largest exchange holding companies, today reported October monthly trading volume and average revenue per contract (RPC)/net revenue capture data at www.cboe.com/monthlyvolrpc.

The data sheet "Cboe Global Markets Monthly Volume & RPC/Net Revenue Capture Report" contains an overview of October statistics.  Data sheets are available on an as reported and combined basis for 2017.

For comparability and informational purposes, the table below presents trading volume on a combined basis, as of January 1, 2017, to reflect information pertaining to Bats Global Markets, Inc., which was acquired by Cboe Global Markets, Inc. on February 28, 2017. 

MONTHLY TRADING VOLUME

Year-To-Date


October

October

%

September

%

October

October

%

2018

2017

Chg

2018

Chg

2018

2017

Chg

OPTIONS (contracts, thousands)

Year-To-Date

Trading Days

23

22


19


211

210


Total Volume 

215,145

151,167

42.3%

133,223

61.5%

1,648,041

1,444,517

14.1%

Total ADV 

9,354

6,871

36.1%

7,012

33.4%

7,811

6,879

13.5%

FUTURES (contracts, thousands)

Year-To-Date

Trading Days

23

22


19


211

210


Total Volume

9,716

5,867

65.6%

4,576

112.3%

63,701

61,872

3.0%

Total ADV 

422

267

58.4%

241

75.4%

302

295

2.5%

U.S. EQUITIES (shares, millions)

Year-To-Date

Trading Days

23

22


19


211

210


Total Volume

35,954

25,381

41.7%

21,792

65.0%

278,885

263,172

6.0%

Total ADV

1,563

1,154

35.5%

1,147

36.3%

1,322

1,253

5.5%

EUROPEAN EQUITIES (€ millions)

Year-To-Date

Trading Days

23

22


20


215

215


Total Notional Value

€ 275,753

€ 194,201

42.0%

€ 204,421

34.9%

€ 2,251,780

€ 2,046,023

10.1%

Total ADNV

€ 11,989

€ 8,827

35.8%

€ 10,221

17.3%

€ 10,473

€ 9,516

10.1%

GLOBAL FX ($ millions)

Year-To-Date

Trading Days

23

22


20


217

217


Total Notional Value

$841,215

$704,782

19.4%

$715,538

17.6%

$8,245,634

$6,280,069

31.3%

Total ADNV

$36,575

$32,036

14.2%

$35,777

2.2%

$37,998

$28,940

31.3%

ADV= average daily volume

ADNV= average daily notional value

VIX Futures Record Volume
At Cboe Futures Exchange (CFE), VIX futures had record monthly volume of 9.66 million contracts, surpassing the previous high of 9.16 million contracts set in August 2017 and 9.04 million contracts in February 2018. CFE's total volume also reached an all-time monthly high of 9.72 million contracts in October, topping the previous monthly record of 9.18 million contracts set in February 2018.

SPX Options Record Volume
Cboe S&P 500 options (SPXSM) traded record monthly volume of 41.40 million contracts in October, surpassing the prior total monthly record of 34.64 million contracts set in February 2018. SPX Weeklys options trading also set a record monthly high with average daily volume (ADV) of 1.12 million contracts, up from February 2018's 1.03 million contracts.

Cboe LIS Record Volume
Cboe LIS, Cboe's European block trading platform, set a new monthly record in October with average daily notional value (ADNV) traded of €348 million, up to 27.7% from its previous record month in July 2018. For more information, see the press release.

About Cboe Global Markets, Inc.

Cboe Global Markets, Inc. (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 relentless innovation, connecting global markets with world-class technology, and providing seamless solutions that enhance the customer experience. 

Cboe offers trading across a diverse range of products in multiple asset classes and geographies, including options, futures, U.S. and European equities, exchange-traded products (ETPs), global foreign exchange (FX) and multi-asset volatility products based on the Cboe Volatility Index (VIX Index), the world's barometer for equity market volatility.

Cboe's trading venues include the largest options exchange in the U.S. and the largest stock exchange by value traded in Europe.  In addition, the company is the second-largest stock exchange operator in the U.S. and a leading market globally for ETP trading.

The company is headquartered in Chicago with offices in Kansas City, New York, London, San Francisco, Singapore, Hong Kong and Quito, Ecuador.  For more information, visit www.cboe.com.

­­­ Media Contacts


Analyst Contact





Suzanne Cosgrove

Stacie Fleming


Debbie Koopman

+1-312-786-7123

+44-20-7012-8950


+1-312-786-7136

scosgrove@cboe.com

sfleming@cboe.com


dkoopman@cboe.com

CBOE-V

Cboe®, CFE®, Cboe Volatility Index®, and VIX® are registered trademarks and Cboe Global MarketsSM, WeeklysSM, and SPXSM are service marks of Cboe Exchange, Inc.  S&P 500® is a registered trademark of Standard & Poor's Financial Services LLC. Any products that have the an 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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