Cboe Global Markets (CBOE) Reports Trading Volume for November 2021
Get Alerts CBOE Hot Sheet
Overall Analyst Rating:
NEUTRAL ( Down)
Dividend Yield: 1.5%
EPS Growth %: +7.4%
Join SI Premium – FREE
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.
Serious News for Serious Traders! Try StreetInsider.com Premium Free!
You May Also Be Interested In
- Cboe Global Markets (CBOE) Realigns Digital Asset Business
- Cboe Global Markets Realigns Digital Asset Business, Leveraging Strength and Expertise in Derivatives and Clearing
- Airship AI Holdings (AISP) Announces $2.35M Sole-Source Contract Award within the Department of Justice for Outpost AI Edge Appliances
Create E-mail Alert Related Categories
Corporate NewsRelated Entities
Standard & Poor's, Definitive AgreementSign up for StreetInsider Free!
Receive full access to all new and archived articles, unlimited portfolio tracking, e-mail alerts, custom newswires and RSS feeds - and more!