CBOE GLOBAL MARKETS 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
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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 (EUR millions) Year-To-Date
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Trading
Days 23 23 21 172 171
Total
Notional
Value EUR 185,073 EUR 185,173 -0.1% EUR 203,391 -9% EUR 1,676,667 EUR 1,875,551 -10.6%
Total ADNV EUR 8,047 EUR 8,051 -0.1% EUR 9,685 -16.9% EUR 9,748 EUR 10,968 -11.1%
---------- --------- --------- ---- --------- ----- --------- ---------- -----
GLOBAL FX MATCHED ($ millions) Year-To-Date
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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
cosgrove@cboe.com hrandall@cboe.com sfleming@cboe.com koopman@cboe.com
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 Exchange(SM), CBOE Vest(SM) and CBOE Options Institute(SM) are service marks of CBOE Holdings, Inc. and its subsidiaries. All other trademarks and service marks are the property of their respective owners.
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SOURCE CBOE Holdings, Inc.
