CHICAGO, Sept. 5, 2024 /PRNewswire/ -- Cboe Global Markets, Inc. (Cboe: CBOE), the world's leading derivatives and securities exchange network, today reported August monthly trading volume statistics across its global business lines.

(PRNewsfoto/Cboe Global Markets, Inc.)

The data sheet "Cboe Global Markets Monthly Volume & RPC/Net Revenue Capture Report" contains an overview of certain August 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.

Average Daily Trading Volume (ADV) by Month

Year-To-Date










Aug

2024

Aug

2023

%

Chg

Jul
 2024

%  
 Chg

Aug

2024

Aug

2023

%  
 Chg

Multiply-listed options (contracts, k)

10,344

11,007

-6.0 %

11,145

-7.2 %

10,603

10,888

-2.6 %

Index options (contracts, k)

4,403

3,825

15.1 %

4,140

6.4 %

4,110

3,641

12.9 %

Futures (contracts, k)

318

240

32.2 %

267

18.8 %

252

218

15.5 %

U.S. Equities - On-Exchange (matched shares, mn)

1,258

1,346

-6.5 %

1,280

-1.7 %

1,385

1,414

-2.0 %

U.S. Equities - Off-Exchange (matched shares, mn)1

78

75

3.1 %

76

2.0 %

78

82

-4.5 %

Canadian Equities (matched shares, k)

137,798

118,919

15.9 %

122,608

12.4 %

143,784

132,900

8.2 %

European Equities (€, mn)

8,472

7,242

17.0 %

9,229

-8.2 %

9,513

9,652

-1.4 %

Cboe Clear Europe Cleared Trades2 (k)

98,844

85,010

16.3 %

105,831

-6.6 %

798,020

803,496

-0.7 %

Cboe Clear Europe Net Settlements2 (k)

982

858

14.5 %

1,022

-3.9 %

7,293

6,719

8.5 %

Australian Equities (AUD, mn)

860

661

30.2 %

771

11.6 %

777

699

11.2 %

Japanese Equities (JPY, bn)

334

176

89.3 %

323

3.4 %

319

170

87.5 %

Global FX ($, mn)

51,330

42,139

21.8 %

45,586

12.6 %

46,971

43,664

7.6 %

1 U.S. Equities – Off-Exchange ATS Block metrics restated to incorporate a tier of sell-side activity from July 2023 and forward, previously excluded from reporting.

2 Cboe Clear Europe figures are totals (not ADV) for the months and years-to-date. As of April 2023, data has been restated to reflect both On-Book and Off-Book cleared trades.

August 2024 Trading Volume Highlights   

Global Derivatives

  • On August 5th, 4.5 million S&P 500 Index (SPX) options contracts were traded, the second-highest single-day volume on record.
  • Total volume in August in Cboe Volatility Index (VIX) options was 26.1 million contracts, with an ADV of 1.2 million contracts, the second-best monthly volume behind February 2018.

Global FX 

  • Global FX set new monthly volume records in August, including:
    • Spot Full Amount average daily notional value (ADNV) record of $15.3 billion
    • Cboe SEF (Swap Execution Facility) Non-Deliverable Forwards ADNV of $1.5 billion

About Cboe Global Markets
Cboe Global Markets (Cboe: CBOE), the world's leading derivatives and securities exchange network, delivers cutting-edge trading, clearing and investment solutions to people around the world. Cboe provides trading solutions and products in multiple asset classes, including equities, derivatives and FX across North America, Europe and Asia Pacific. Above all, we are committed to building a trusted, inclusive global marketplace that enables people to pursue a sustainable financial future. To learn more about the Exchange for the World Stage, visit www.cboe.com.

Cboe Media Contacts


     Cboe Analyst Contact

Angela Tu 

Tim Cave


Kenneth Hill, CFA 

+1-646-856-8734 

+44 (0) 7593-506-719


+1-312-786-7559 

atu@cboe.com 

tcave@cboe.com


khill@cboe.com 

CBOE-V

Cboe®, Cboe Global Markets®, Cboe Volatility Index®, and VIX® are registered trademarks 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.

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.

Cboe Global Markets, Inc. and its affiliates do not recommend or make any representation as to possible benefits from any securities, futures or investments, or third-party products or services. Cboe Global Markets, Inc. is not affiliated with S&P. Investors should undertake their own due diligence regarding their securities, futures, and investment practices. This press release speaks only as of this date. Cboe Global Markets, Inc. disclaims any duty to update the information herein.

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.

Cboe Global Markets, Inc. and its affiliates make no warranty, expressed or implied, including, without limitation, any warranties as of merchantability, fitness for a particular purpose, accuracy, completeness or timeliness, the results to be obtained by recipients of the products and services described herein, or as to the ability of the indices referenced in this press release to track the performance of their respective securities, generally, or the performance of the indices referenced in this press release or any subset of their respective securities, and shall not in any way be liable for any inaccuracies, errors. Cboe Global Markets, Inc. and its affiliates have not calculated, composed or determined the constituents or weightings of the securities that comprise the third-party indices referenced in this press release and shall not in any way be liable for any inaccuracies or errors in any of the indices referenced in this press release.

There are important risks associated with transacting in any of the Cboe Company products discussed here. Before engaging in any transactions in those products, it is important for market participants to carefully review the disclosures and disclaimers contained at: https://www.cboe.com/us_disclaimers/. 

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. 

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SOURCE Cboe Global Markets, Inc.

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