Exchange holding company Cboe Global Markets, Inc. reported its January 2021 monthly metrics, with substantial uptick in trading volumes, compared to December and November.
Cboe reported Options ADV up 48.1% MoM, Futures ADV were down slightly with 13% MoM. US Equities ADV jumped 84.8% MoM and Global FX ADNV increased by 4.8% MoM compared to December 2020.
Cboe registered for January:
|
Monthly Trading Volume |
|||||
|
January |
January |
% |
December |
% |
|
|
2021 |
2020 |
Chg |
2020 |
Chg |
|
|
OPTIONS VOLUME (contracts, thousands) |
|||||
| Trading Days |
19 |
21 |
|
22 |
|
| Total Volume |
257,900 |
192,418 |
34.0% |
234,872 |
9.8% |
| Total ADV |
13,574 |
9,163 |
48.1% |
10,676 |
27.1% |
|
FUTURES (contracts, thousands) |
|||||
| Trading Days |
19 |
21 |
|
22 |
|
| Total Volume |
5,169 |
5,787 |
-10.7% |
3,365 |
53.6% |
| Total ADV |
272 |
276 |
-1.3% |
153 |
77.8% |
|
U.S. EQUITIES – EXCHANGE MATCHED VOLUME (shares, millions) |
|||||
| Trading Days |
19 |
21 |
|
22 |
|
| Total Volume |
43,351 |
25,920 |
67.2% |
34,841 |
24.4% |
| Total ADV |
2,282 |
1,234 |
84.8% |
1,584 |
44.1% |
|
U.S. EQUITIES – OFF-EXCHANGE MATCHED VOLUME (shares, millions)1 |
|||||
| Trading Days |
19 |
21 |
|
22 |
|
| Total Volume |
2,119 |
N/A |
|
N/A |
|
| Total ADV |
112 |
N/A |
|
N/A |
|
|
CANADIAN EQUITIES MATCHED VOLUME (shares, thousands)2 |
|||||
| Trading Days |
20 |
N/A |
|
21 |
|
| Total Volume |
1,272,741 |
N/A |
|
1,054,171 |
20.7% |
| Total ADV |
63,637 |
N/A |
|
50,199 |
26.8% |
|
EUROPEAN EQUITIES (€ millions) |
|||||
| Trading Days |
20 |
22 |
|
22 |
|
| Total Notional Value |
€ 133,420 |
€ 148,825 |
-10.4% |
€ 127,125 |
5.0% |
| Total ADNV |
€ 6,671 |
€ 6,765 |
-1.4% |
€ 5,778 |
15.4% |
|
EUROCCP (thousands)3 |
|||||
| Cleared Trades |
88,241 |
N/A |
N/A |
83,965 |
5.1% |
| Net Settlements |
740 |
N/A |
N/A |
744 |
-0.6% |
|
GLOBAL FX ($ millions)4 |
|||||
| Trading Days |
20 |
22 |
|
22 |
|
| Total Notional Value |
$704,130 |
$739,020 |
-4.7% |
$719,116 |
-2.1% |
| Total ADNV |
35,207 |
33,592 |
4.8% |
32,687 |
7.7% |
ADV= average daily volume
ADNV= average daily notional value
