Cboe Global Markets Reports Trading Volume for August 2024
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.
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 | % | Aug 2024 | Aug 2023 | % | |
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 | |||
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