Cboe Global Markets (CBOE) Reports November 2020 Trading Volume
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Cboe Global Markets, Inc. (Cboe: CBOE), a market operator and global trading solutions provider, today reported November monthly trading volume.
The data sheet "Cboe Global Markets Monthly Volume & RPC/Net Revenue Capture Report" contains an overview of November 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 | |||||||
November | November | % | October | % | November | November | % | |
2020 | 2019 | Chg | 2020 | Chg | 2020 | 2019 | Chg | |
OPTIONS VOLUME (contracts, thousands) | Year-To-Date | |||||||
Trading Days | 20 | 20 | 22 | 231 | 231 | |||
Total Volume | 217,088 | 144,869 | 49.9% | 207,194 | 4.8% | 2,328,487 | 1,698,146 | 37.1% |
Total ADV | 10,854 | 7,243 | 49.9% | 9,418 | 15.3% | 10,080 | 7,351 | 37.1% |
FUTURES (contracts, thousands) | Year-To-Date | |||||||
Trading Days | 20 | 20 | 22 | 231 | 231 | |||
Total Volume | 3,503 | 4,372 | -19.9% | 3,312 | 5.8% | 47,383 | 57,996 | -18.3% |
Total ADV | 175 | 219 | -19.9% | 151 | 16.4% | 205 | 251 | -18.3% |
U.S EQUITIES MATCHED VOLUME (shares, millions) | Year-To-Date | |||||||
Trading Days | 20 | 20 | 22 | 231 | 231 | |||
Total Volume | 34,495 | 22,828 | 51.1% | 31,754 | 8.6% | 401,411 | 266,686 | 50.5% |
Total ADV | 1,725 | 1,141 | 51.1% | 1,443 | 19.5% | 1,738 | 1,154 | 50.5% |
CANADIAN EQUITIES MATCHED VOLUME (shares, thousands)* | Year-To-Date | |||||||
Trading Days | 21 | N/A | 21 | 83 | N/A | |||
Total Volume | 999,209 | N/A | 793,721 | 25.9% | 3,431,274 | N/A | ||
Total ADV | 47,581 | N/A | 37,796 | 25.9% | 41,341 | N/A | ||
EUROPEAN EQUITIES (€ millions) | Year-To-Date | |||||||
Trading Days | 21 | 21 | 22 | 236 | 236 | |||
Total Notional Value | € 172,358 | € 129,607 | 33.0% | € 128,026 | 34.6% | € 1,649,076 | € 1,847,231 | -10.7% |
Total ADNV | € 8,208 | € 6,172 | 33.0% | € 5,819 | 41.0% | € 6,988 | € 7,827 | -10.7% |
GLOBAL FX ($ millions) | Year-To-Date | |||||||
Trading Days | 21 | 21 | 22 | 238 | 238 | |||
Total Notional Value | $789,053 | $598,304 | 31.9% | $680,770 | 15.9% | $8,303,044 | $7,739,017 | 7.3% |
Total ADNV | $37,574 | $28,491 | 31.9% | $30,944 | 21.4% | $34,887 | $32,517 | 7.3% |
*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 volumeADNV= average daily notional value
November 2020 Volume Highlights
- Each of Cboe Global Markets' four options exchanges saw an increase in ADV compared to a year ago: Cboe Options up 28 percent, Cboe C2 up 40 percent, Cboe BZX up 88 percent and Cboe EDGX up 122 percent from November 2019.
- Cboe C2 Options Exchange set a new monthly ADV record with 1,035,338 contracts, surpassing the previous record of 1,033,882 contracts set in February 2020.
- ADV in S&P 500® Index (SPX) options was more than 1,050,000 contracts, up 1.5 percent from October 2020.
- ADV in Russell 2000® Index options was more than 41,000 contracts, up 16 percent from November 2019.
- Options on the MSCI® Emerging Markets (MXEF) Index set a new monthly ADV record with more than 2,000 contracts, surpassing the previous record of 1,877 contracts set in April 2020.
- ADV in Cboe Volatility Index (VIX) options was more than 534,000 contracts, up 37 percent from November 2019.
- ADV in Cboe VIX futures was nearly 163,000 contracts, up 20 percent from October 2020.
- Total volume in Mini VIX futures (VXM) has surpassed more than 1.7 million contracts since launch on August 9.
- ADV in Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index (IBHY) futures on Cboe Futures Exchange (CFE) was more than 670 contracts, up 23 percent from October 2020, and up 604 percent from November 2019.
- On November 27, IBHY futures set a new high in open interest, reaching 1100 contracts and $157 million notional.
- Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond Index (IBIG) futures monthly ADV on CFE was nearly 220 contracts, up 52 percent from October 2020.
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