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 2023 | Aug 2022 | %Chg | Jul 2023 | % Chg | Aug 2023 | Aug 2022 | % Chg | |
Multiply-listed options (contracts, k) | 11,007 | 10,464 | 5.2 % | 11,037 | -0.3 % | 10,888 | 10,570 | 3.0 % |
Index options (contracts, k) | 3,825 | 2,715 | 40.9 % | 3,444 | 11.1 % | 3,641 | 2,578 | 41.3 % |
Futures (contracts, k) | 240 | 192 | 25.4 % | 212 | 13.3 % | 218 | 225 | -3.3 % |
U.S. Equities – On-Exchange (matched shares, mn) | 1,346 | 1,409 | -4.5 % | 1,360 | -1.1 % | 1,414 | 1,683 | -16.0 % |
U.S. Equities – Off-Exchange (matched shares, mn) | 72 | 84 | -15.0 % | 70 | 1.8 % | 81 | 96 | -15.5 % |
Canadian Equities1 (matched shares, k) | 118,919 | 115,819 | 2.7 % | 119,105 | -0.2 % | 132,900 | 71,545 | 85.8 % |
European Equities (€, mn) | 7,242 | 8,377 | -13.6 % | 8,258 | -12.3 % | 9,652 | 11,168 | -13.6 % |
Cboe Clear Europe Cleared Trades2 (k) | 85,010 | 106,020 | -19.8 % | 83,548 | 1.7 % | 803,496 | 1,032,659 | -22.2 % |
Cboe Clear Europe Net Settlements2 (k) | 858 | 883 | -2.8 % | 798 | 7.6 % | 6,719 | 6,992 | -3.9 % |
Australian Equities (AUD, mn) | 661 | 706 | -6.4 % | 623 | 6.0 % | 699 | 812 | -13.9 % |
Japanese Equities (JPY, bn) | 176 | 164 | 7.9 % | 79 | 122.3 % | 170 | 153 | 11.5 % |
Global FX ($, mn) | 42,139 | 38,031 | 10.8 % | 44,948 | -6.2 % | 43,664 | 40,201 | 8.6 % |
1 Canadian Equities data includes MATCHNow and NEO (now operating as Cboe Canada) from June 2022 onwards. Before June 2022 it included MATCHNow only.
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 2023 Trading Volume Highlights
U.S. Options
- Total volume across Cboe’s four options exchanges was more than 341.1 million contracts in August, the highest month on record
- Trading in S&P 500 Index (SPX) options set multiple new volume records for the month, including:
- New monthly ADV record of 3.0 million contracts
- New monthly ADV record of 81,500 contracts during the Global Trading Hours (GTH) session
Source: Cboe