CHICAGO, Sept. 6, 2017 /PRNewswire/ -- CBOE Holdings, Inc. (BATS: CBOE| NASDAQ: CBOE) today reported August monthly trading volume and average revenue per contract (RPC)/net revenue capture data at www.cboe.com/monthlyvolrpc.
The data sheet "CBOE Holdings Monthly Volume & RPC/Net Revenue Capture Report" contains an overview of August statistics for options (Chicago Board Options Exchange® (CBOE®), C2 Options Exchange (C2), BZX® and EDGX®); CBOE Futures Exchange (CFE®); U.S. equities (BZX®, BYX®, EDGA®, EDGX®); global FX (Bats Hotspot); and European equities. Data sheets are also available on an as reported basis for 2017 and on a combined basis for 2016.
For comparability and informational purposes, the table below presents trading volume on a combined basis, as of
January 1 of each year, to reflect information pertaining to Bats Global Markets, Inc., which was acquired by CBOE Holdings, Inc. on February 28, 2017.
Monthly Trading Volume |
Year-To-Date |
|||||||||||||
August |
August |
% |
July |
% |
August |
August |
% |
|||||||
2017 |
2016 |
Chg |
2017 |
Chg |
2017 |
2016 |
Chg |
|||||||
OPTIONS (contracts, thousands) |
Year-To-Date |
|||||||||||||
Trading Days |
23 |
23 |
20 |
168 |
168 |
|||||||||
Total Volume |
161,851 |
123,875 |
30.7% |
128,546 |
25.9% |
1,158,415 |
1,022,185 |
13.3% |
||||||
Total ADV |
7,037 |
5,386 |
30.7% |
6,427 |
9.5% |
6,895 |
6,084 |
13.3% |
||||||
FUTURES (contracts, thousands) |
Year-To-Date |
|||||||||||||
Trading Days |
23 |
23 |
20 |
168 |
168 |
|||||||||
Total Volume |
9,167 |
4,767 |
92.3% |
5,965 |
53.7% |
50,281 |
38,967 |
29% |
||||||
Total ADV |
399 |
207 |
92.3% |
298 |
33.6% |
299 |
232 |
29% |
||||||
U.S EQUITIES MATCHED (shares, millions) |
Year-To-Date |
|||||||||||||
Trading Days |
23 |
23 |
20 |
168 |
168 |
|||||||||
Total Volume |
26,559 |
29,675 |
-10.5% |
23,160 |
14.7% |
214,086 |
262,289 |
-18.4% |
||||||
Total ADV |
1,155 |
1,290 |
-10.5% |
1,158 |
-0.3% |
1,274 |
1,561 |
-18.4% |
||||||
EUROPEAN EQUITIES MATCHED (€ millions) |
Year-To-Date |
|||||||||||||
Trading Days |
23 |
23 |
21 |
172 |
171 |
|||||||||
Total Notional Value |
€ 185,073 |
€ 185,173 |
-0.1% |
€ 203,391 |
-9% |
€ 1,676,667 |
€ 1,875,551 |
-10.6% |
||||||
Total ADNV |
€ 8,047 |
€ 8,051 |
-0.1% |
€ 9,685 |
-16.9% |
€ 9,748 |
€ 10,968 |
-11.1% |
||||||
GLOBAL FX MATCHED ($ millions) |
Year-To-Date |
|||||||||||||
Trading Days |
23 |
23 |
21 |
174 |
173 |
|||||||||
Total Notional Value |
$622,787 |
$520,532 |
19.6% |
$569,017 |
9.4% |
$4,879,732 |
$4,641,286 |
5.1% |
||||||
Total ADNV |
$27,078 |
$22,632 |
19.6% |
$27,096 |
-0.1% |
$28,044 |
$26,828 |
4.5% |
||||||
ADV= average daily volume |
ADNV= average daily notional value |
Numerous VIX Options and Futures Trading Records Set in August
Several volume records for CBOE Volatility Index® (VIX®) options and futures were set during August.
- On August 10, VIX options and futures set new single-day volume records with 2.5 million contracts and 942,000 contracts traded, respectively.
- During August, VIX futures set new all-time records for total monthly volume and monthly average daily volume with 9.2 million contracts and 397,969 contracts traded, respectively.
- VIX options reached a new record for open interest with 14.8 million contracts open on August 15, and VIX futures hit a new record for open interest with more than 673,000 contracts open on August 7.
- For the month, CFE set a new monthly volume record in non-U.S. trading hours with more than 1.0 million total contracts traded.
About CBOE Holdings, Inc.
CBOE Holdings, Inc. (BATS: CBOE| NASDAQ: CBOE), owner of the Chicago Board Options Exchange, the Bats exchanges, CBOE Futures Exchange (CFE) and other subsidiaries, is one of the world's largest exchange holding companies and a leader in providing global investors cutting-edge trading and investment solutions.
The company offers trading across a diverse range of products in multiple asset classes and geographies, including options, futures, U.S. and European equities, exchange-traded products (ETPs), and multi-asset volatility and global foreign exchange (FX) products. CBOE Holdings' 14 trading venues include the largest options exchange in the U.S. and the largest stock exchange in Europe, and the company is the second-largest stock exchange operator in the U.S. and a leading market globally for ETP trading.
CBOE Holdings is home to the CBOE Volatility Index (VIX Index), the world's barometer for equity market volatility; the CBOE Options Institute, the company's world-renowned education arm; CBOE Livevol, a leading provider of options technology, trading analytics and market data services; CBOE Vest, an asset management company specializing in target-outcome investment strategies; CBOE Risk Management Conferences (RMC), the premier financial industry forums on derivatives and volatility products; ETF.com, a leading provider of ETF news, data and analysis; and Hotspot, a leading platform for global FX trading.
The company is headquartered in Chicago with offices in Kansas City, New York, London, San Francisco, Singapore, Hong Kong and Ecuador. For more information, visit www.cboe.com.
Media Contacts |
Analyst Contact |
|||
Suzanne Cosgrove |
Hannah Randall |
Stacie Fleming |
Debbie Koopman |
|
+1-312-786-7123 |
+1-646-856-8809 |
+44-20-7012-8950 |
+1-312-786-7136 |
|
CBOE-V
CBOE®, Chicago Board Options Exchange®, CFE®, BATS®, BZX®, BYX®, EDGA®, EDGX®, Livevol®, CBOE Volatility Index® and VIX® are registered trademarks, and CBOE Futures ExchangeSM, CBOE VestSM and CBOE Options InstituteSM are service marks of CBOE Holdings, Inc. and its subsidiaries. All other trademarks and service marks are the property of their respective owners.
SOURCE CBOE Holdings, Inc.
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