CHICAGO, Feb. 3, 2022 /PRNewswire/ -- Cboe Global Markets, Inc. (Cboe: CBOE), a leading provider of global market infrastructure and tradable products, today reported January 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 January 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 |
|||||||
Jan |
Jan |
% |
Dec |
% |
Jan |
Jan |
% |
|
Multiply-listed options (contracts, k) |
11,573 |
11,585 |
-0.1% |
9,888 |
17.1% |
11,573 |
11,585 |
-0.1% |
Index options (contracts, k) |
2,553 |
1,989 |
28.3% |
2,282 |
11.9% |
2,553 |
1,989 |
28.3% |
Futures (contracts, k) |
303 |
272 |
11.5% |
240 |
26.2% |
303 |
272 |
11.5% |
U.S. Equities - On-Exchange (matched shares, mn) |
1,794 |
2,282 |
-21.4% |
1,441 |
24.5% |
1,794 |
2,282 |
-21.4% |
U.S. Equities - Off-Exchange (matched shares, mn) |
105 |
112 |
-5.9% |
78 |
34.0% |
105 |
112 |
-5.9% |
Canadian Equities (matched shares, k) |
42,651 |
63,637 |
-33.0% |
34,588 |
23.3% |
42,651 |
63,637 |
-33.0% |
European Equities (€, mn) |
11,737 |
6,671 |
75.9% |
7,602 |
54.4% |
11,737 |
6,671 |
75.9% |
EuroCCP Cleared Trades (k) |
132,328 |
88,241 |
50.0% |
105,787 |
25.1% |
132,328 |
88,241 |
NM |
EuroCCP Net Settlements (k) |
889 |
740 |
20.1% |
908 |
-2.1% |
889 |
740 |
NM |
Australian Equities1 (AUD, mn) |
844 |
N/A |
656 |
28.7% |
844 |
N/A |
||
Japanese Equities1 (JPY, bn) |
158 |
N/A |
114 |
38.3% |
158 |
N/A |
||
Global FX ADNV ($, mn) |
37,320 |
35,207 |
6.0% |
30,268 |
23.3% |
37,320 |
35,207 |
6.0% |
1Australian Equities and Japanese Equities data reflects Cboe's acquisition of Chi-X Asia Pacific effective on July 1, 2021. |
ADV = Average Daily Volume |
ADNV = Average Daily Notional Value |
NM = Not Meaningful |
January 2022 Trading Volume Highlights
Options
- Total options volume on Cboe's four options exchanges combined was 282.5 million contracts in January, the second-highest monthly volume on record. ADV for the month was 14.1 million contracts.
- Total combined volume at Cboe's four options exchanges set a new single-day volume record on January 21, with 21.0 million contracts traded.
- Total volume in S&P 500 Index (SPX) options was 36.5 million contracts in January, the highest monthly volume since March 2020. SPX options ADV for the month was 1.8 million contracts.
Futures
- For futures, January 2022 was the highest-volume month since March 2020, and included:
- Total futures volume reaching 6.1 million contracts, with an ADV of 303,000 contracts.
- Cboe Volatility Index® (VIX) futures total volume of 5.7 million contracts in January, with an ADV of 285,000 contracts.
North American Equities
- Total market share for Cboe's four U.S. equities exchanges increased to 14.5 percent in January, up from 13.3 percent in December 2021.
- Cboe's four U.S. equities exchanges accounted for approximately 17.5 percent of total U.S. ETP trading volume during January, up from 16.5 percent in December 2021.
EU Derivatives
- Cboe Europe Derivatives traded 1,980 contracts in January, a record monthly figure, exceeding the number in all of 2021 (since launch on September 6, 2021).
EU Equities
- Cboe Europe Equities had an overall market share of 22 percent during January, its highest level since February 2019.
- Cboe LIS, Cboe Europe's block trading platform, reported record average daily notional value (ADNV) traded of €608 million, beating the previous record of €572 million ADNV traded in March 2020.
- Cboe Periodic Auctions reported record ADNV traded of €1.9 billion in January, beating the previous record of €1.7 billion ADNV traded in March 2020.
Cboe Global Markets Average Revenue Per Contract/Net Revenue Capture Updated This Week
The company plans to report its average revenue per contract and net revenue capture data for the three months ended December 31, 2021, in its quarterly earnings news release, which is expected to be issued on Friday, February 4, 2022. The 2021 data sheets available on the website will be updated to include this information.
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 |
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Angela Tu |
Tim Cave |
Kenneth Hill, CFA |
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+1-646-856-8734 |
+44 (0) 7593-506-719 |
1-312-786-7559 |
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CBOE-V
Cboe®, Cboe Global Markets®, Cboe Volatility Index®, and VIX® are registered trademarks and Cboe Futures ExchangeSM is a service mark of Cboe Exchange, Inc. or its affiliates. Standard & Poor's®, S&P®, SPX®, and S&P 500® are registered trademarks of Standard & Poor's Financial Services, LLC, and have been licensed for use by Cboe Exchange, Inc All other trademarks and service marks are the property of their respective owners.
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Nothing in this announcement should be considered a solicitation to buy or an offer to sell any securities or futures in any jurisdiction where the offer or solicitation would be unlawful under the laws of such jurisdiction. Nothing contained in this communication constitutes tax, legal or investment advice. Investors must consult their tax adviser or legal counsel for advice and information concerning their particular situation.
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Options involve risk and are not suitable for all market participants. Prior to buying or selling an option, a person should review the Characteristics and Risks of Standardized Options (ODD), which is required to be provided to all such persons. Copies of the ODD are available from your broker or from The Options Clearing Corporation, 125 S. Franklin Street, Suite 1200, Chicago, IL 60606.
Futures trading is not suitable for all investors and involves the risk of loss. That risk of loss can be substantial and can exceed the amount of money deposited for a futures position. You should, therefore, carefully consider whether futures trading is suitable for you in light of your circumstances and financial resources. You should put at risk only funds that you can afford to lose without affecting your lifestyle. For additional information regarding futures trading risks, see the Risk Disclosure Statement set forth in Appendix A to CFTC Regulation 1.55(c) and the Risk Disclosure Statement for Security Futures Contracts.
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