CHICAGO, Dec. 3, 2020 /PRNewswire/ -- 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 volume
ADNV= 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.
About Cboe Global Markets, Inc.
Cboe Global Markets (Cboe: CBOE) provides cutting-edge trading
and investment solutions to market participants around the world.
The company is committed to defining markets through product
innovation, leading edge technology and seamless trading
solutions.
The company offers trading across a diverse range of products in
multiple asset classes and geographies, including options, futures,
U.S., Canadian and European equities, exchange-traded products
(ETPs), global foreign exchange (FX) and volatility products based
on the Cboe Volatility Index (VIX Index), recognized as the world's
premier gauge of U.S. equity market volatility.
Cboe's subsidiaries include the largest options exchange and the
third largest stock exchange operator in the U.S. In addition, the
company operates one of the largest stock exchanges by value traded
in Europe, and owns EuroCCP, a
leading pan-European equities clearing house. Cboe also is a
leading market globally for ETP listings and trading.
The company is headquartered in Chicago with a network of domestic and global
offices across the Americas, Europe and Asia, including main hubs in New York, London, Kansas
City and Amsterdam. For
more information, visit www.cboe.com.
Media
Contacts
|
|
Analyst
Contact
|
|
Angela
Tu
|
Tim
Cave
|
|
Debbie
Koopman
|
|
+1-646-856-8734
|
+44 (0)
7593-506-719
|
|
+1-312-786-7136
|
|
atu@cboe.com
|
tcave@cboe.com
|
|
dkoopman@cboe.com
|
|
|
|
|
|
|
CBOE-V
BZX®, Cboe®, Cboe Global Markets®, Cboe Volatility
Index®, CFE®, EDGX®, and VIX® are registered
trademarks and Mini VIXSM and XSPSM
are service marks of Cboe Exchange, Inc. or its
affiliates. S&P 500® and SPX® are registered trademarks
of Standard & Poor's Financial Services, LLC and has been
licensed for use by Cboe Exchange, Inc. Any products that
have the 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.
The iBoxx® iShares® $ High Yield Corporate Bond Index and the
iBoxx® iShares® $ Investment Grade Corporate Bond Index (the
"Indexes") referenced herein are the property of Markit Indices
Limited ("Index Sponsor") and have been licensed for use in
connection with Cboe® iBoxx® iShares® $ High Yield Corporate Bond
Index Futures and Cboe® iBoxx® iShares® $ Investment Grade
Corporate Bond Index Futures. Each party to a Cboe® iBoxx® iShares®
$ High Yield Corporate Bond Index Futures or Cboe® iBoxx® iShares®
$ Investment Grade Corporate Bond Index Futures transaction
acknowledges and agrees that the transaction is not sponsored,
endorsed or promoted by the Index Sponsor. The Index Sponsor makes
no representation whatsoever, whether express or implied, and
hereby expressly disclaims all warranties (including, without
limitation, those of merchantability or fitness for a particular
purpose or use), with respect to the Indexes or any data included
therein or relating thereto, and in particular disclaims any
warranty either as to the quality, accuracy and/or completeness of
the Indexes or any data included therein, the results obtained from
the use of the Indexes and/or the composition of the Indexes at any
particular time on any particular date or otherwise and/or the
creditworthiness of any entity, or the likelihood of the occurrence
of a credit event or similar event (however defined) with respect
to an obligation, in the Indexes at any particular time on any
particular date or otherwise. The Index Sponsor shall not be liable
(whether in negligence or otherwise) to the parties or any other
person for any error in the Indexes, and the Index Sponsor is under
no obligation to advise the parties or any person of any error
therein.
The Index Sponsor makes no representation whatsoever, whether
express or implied, as to the advisability of purchasing or selling
Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index Futures and
Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond Index
Futures, the ability of the Indexes to track relevant markets'
performances, or otherwise relating to the Indexes or any
transaction or product with respect thereto, or of assuming any
risks in connection therewith. The Index Sponsor has no obligation
to take the needs of any party into consideration in determining,
composing or calculating the Indexes. No party purchasing or
selling Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index
Futures or Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond
Index Futures, nor the Index Sponsor, shall have any liability to
any party for any act or failure to act by the Index Sponsor in
connection with the determination, adjustment, calculation or
maintenance of the Indexes. iBoxx® is a service mark of IHS Markit
Limited.
The iBoxx® iShares® $ High Yield Corporate Bond Index and the
iBoxx® iShares® $ Investment Grade Corporate Bond Index (the
"Indexes") and futures contracts on the Indexes ("Contracts") are
not sponsored by, or sold by BlackRock, Inc. or any of its
affiliates (collectively, " BlackRock"). BlackRock makes no
representation or warranty, express or implied to any person
regarding the advisability of investing in securities, generally,
or in the Contracts in particular. Nor does BlackRock make any
representation or warranty as to the ability of the Index to track
the performance of the fixed income securities market, generally,
or the performance of HYG, LQD or any subset of fixed income
securities.
BlackRock has not calculated, composed or determined the
constituents or weightings of the fixed income securities that
comprise the Indexes ("Underlying Data"). BlackRock is not
responsible for and has not participated in the determination of
the prices and amounts of the Contracts, or the timing of the
issuance or sale of such Contracts or in the determination or
calculation of the equation by which the Contracts are to be
converted into cash (if applicable). BlackRock has no obligation or
liability in connection with the administration or trading of the
Contracts. BlackRock does not guarantee the accuracy or the
completeness of the Underlying Data and any data included therein
and BlackRock shall have no liability for any errors, omissions or
interruptions related thereto.
BlackRock makes no warranty, express or implied, as to
results to be obtained by Markit or its affiliates, the parties to
the Contracts or any other person with respect to the use of the
Underlying Data or any data included therein. BlackRock makes no
express or implied warranties and expressly disclaims all
warranties of merchantability or fitness for a particular purpose
or use with respect to the Underlying Data or any data included
therein. Without limiting any of the foregoing, in no event shall
BlackRock have any liability for any special, punitive, direct,
indirect or consequential damages (including lost profits)
resulting from the use of the Underlying Data or any data included
therein, even if notified of the possibility of such
damages.
iShares® is a registered trademark of BlackRock Fund Advisors
and its affiliates.
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SOURCE Cboe Global Markets, Inc.