Exchange holding company Cboe Global Markets, Inc. reported its February 2021 monthly metrics, with a small decrease in some sections of the market and some gains in others, compared to January.
Cboe reported Options ADV down by 3% MoM, Futures ADV decreased slightly by 1% MoM.
US Equities ADV were up 1% MoM and Global FX ADNV increased by 6% MoM compared to January 2020.
|
Trading Volume for Current Month |
Year-To-Date |
|||||||
|
February |
February |
% |
January |
% |
% |
|||
|
2021 |
2020 |
Chg |
2021 |
Chg |
2021 |
2020 |
Chg |
|
|
OPTIONS VOLUME (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
19 |
19 |
19 |
38 |
40 |
|||
|
Total Volume |
249,325 |
209,552 |
19.0% |
257,900 |
-3.3% |
507,225 |
401,970 |
26.2% |
|
Total ADV |
13,122 |
11,029 |
19.0% |
13,574 |
-3.3% |
13,348 |
10,049 |
32.8% |
|
FUTURES VOLUME (contracts, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
19 |
19 |
19 |
38 |
40 |
|||
|
Total Volume |
5,110 |
7,182 |
-28.9% |
5,169 |
-1.1% |
10,279 |
12,969 |
-20.7% |
|
Total ADV |
269 |
378 |
-28.9% |
272 |
-1.1% |
271 |
324 |
-16.6% |
|
U.S. EQUITIES – EXCHANGE MATCHED VOLUME (shares, millions) |
Year-To-Date |
|||||||
|
Trading Days |
19 |
19 |
19 |
38 |
40 |
|||
|
Total Volume |
43,796 |
28,464 |
53.9% |
43,351 |
1.0% |
87,147 |
54,384 |
60.2% |
|
Total ADV |
2,305 |
1,498 |
53.9% |
2,282 |
1.0% |
2,293 |
1,360 |
68.7% |
|
U.S. EQUITIES – OFF-EXCHANGE MATCHED VOLUME (shares, millions) |
Year-To-Date |
|||||||
|
Trading Days |
19 |
19 |
19 |
38 |
40 |
|||
|
Total Volume |
1,892 |
N/A |
2,119 |
-10.7% |
4,011 |
N/A |
||
|
Total ADV |
100 |
N/A |
112 |
-10.7% |
106 |
N/A |
||
|
CANADIAN EQUITIES MATCHED VOLUME (shares, thousands) |
Year-To-Date |
|||||||
|
Trading Days |
19 |
N/A |
20 |
39 |
N/A |
|||
|
Total Volume |
1,678,749 |
N/A |
1,272,741 |
31.9% |
2,951,490 |
N/A |
||
|
Total ADV |
88,355 |
N/A |
63,637 |
38.8% |
75,679 |
N/A |
||
|
EUROPEAN EQUITIES (€ millions) |
Year-To-Date |
|||||||
|
Trading Days |
20 |
20 |
20 |
40 |
42 |
|||
|
Total Notional Value |
€ 150,641 |
€ 173,999 |
-13.4% |
€ 133,420 |
12.9% |
€ 284,060 |
€ 322,824 |
-12.0% |
|
Total ADNV |
€ 7,532 |
€ 8,700 |
-13.4% |
€ 6,671 |
12.9% |
€ 7,102 |
€ 7,686 |
-7.6% |
|
EUROCCP (thousands) |
Year-To-Date |
|||||||
|
Cleared Trades |
93,040 |
N/A |
N/A |
88,241 |
5.4% |
181,282 |
N/A |
|
|
Net Settlements |
771 |
N/A |
N/A |
740 |
4.3% |
1,511 |
N/A |
|
|
GLOBAL FX ($ millions) |
Year-To-Date |
|||||||
|
Trading Days |
20 |
20 |
20 |
40 |
42 |
|||
|
Total Notional Value |
$746,912 |
$825,067 |
-9.5% |
$704,130 |
6.1% |
$1,451,042 |
$1,564,087 |
-7.2% |
|
Total ADNV |
$37,346 |
$41,253 |
-9.5% |
$35,207 |
6.1% |
$36,276 |
$37,240 |
-2.6% |
ADV= average daily volume
ADNV= average daily notional value
