|
Monthly Trading Volume |
Full Year |
|||||||
|
December |
December |
% |
November |
% |
% |
|||
|
2020 |
2019 |
Chg |
2020 |
Chg |
2020 |
2019 |
Chg |
|
|
OPTIONS VOLUME (contracts, thousands) |
Full Year |
|||||||
|
Trading Days |
22 |
21 |
20 |
253 |
252 |
|||
|
Total Volume |
234,872 |
151,227 |
55.3% |
217,088 |
8.2% |
2,563,360 |
1,849,373 |
38.6% |
|
Total ADV |
10,676 |
7,201 |
48.3% |
10,854 |
-1.6% |
10,132 |
7,339 |
38.1% |
|
FUTURES (contracts, thousands) |
Full Year |
|||||||
|
Trading Days |
22 |
21 |
20 |
253 |
252 |
|||
|
Total Volume |
3,365 |
4,760 |
-29.3% |
3,503 |
-3.9% |
50,748 |
62,756 |
-19.1% |
|
Total ADV |
153 |
227 |
-32.5% |
175 |
-12.7% |
201 |
249 |
-19.5% |
|
U.S EQUITIES MATCHED VOLUME (shares, millions) |
Full Year |
|||||||
|
Trading Days |
22 |
21 |
20 |
253 |
252 |
|||
|
Total Volume |
34,841 |
22,567 |
54.4% |
34,495 |
1.0% |
436,252 |
289,253 |
50.8% |
|
Total ADV |
1,584 |
1,075 |
47.4% |
1,725 |
-8.2% |
1,724 |
1,148 |
50.2% |
|
CANADIAN EQUITIES MATCHED VOLUME (shares, thousands) |
Full Year |
|||||||
|
Trading Days |
21 |
N/A |
21 |
104 |
N/A |
|||
|
Total Volume |
1,054,171 |
N/A |
999,209 |
5.5% |
4,485,445 |
N/A |
||
|
Total ADV |
50,199 |
N/A |
47,581 |
5.5% |
43,129 |
N/A |
||
|
EUROPEAN EQUITIES (€ millions) |
Full Year |
|||||||
|
Trading Days |
22 |
20 |
21 |
258 |
256 |
|||
|
Total Notional Value |
€ 127,125 |
€ 115,490 |
10.1% |
€ 172,358 |
-26.2% |
€ 1,776,201 |
€ 1,962,721 |
-9.5% |
|
Total ADNV |
€ 5,778 |
€ 5,775 |
0.1% |
€ 8,208 |
-29.6% |
€ 6,884 |
€ 7,667 |
-10.2% |
|
GLOBAL FX ($ millions) |
Full Year |
|||||||
|
Trading Days |
22 |
21 |
21 |
260 |
259 |
|||
|
Total Notional Value |
$719,116 |
$628,110 |
14.5% |
$789,053 |
-8.9% |
$9,022,160 |
$8,367,126 |
7.8% |
|
Total ADNV |
$32,687 |
$29,910 |
9.3% |
$37,574 |
-13.0% |
$34,701 |
$32,306 |
7.4% |
ADV= average daily volume
ADNV= average daily notional value
December 2020 and full year volumes highlights include:
- Cboe Global Markets’ four options exchanges each set new total annual volume records in 2020: Cboe Options with more than 1.3 billion contracts, Cboe C2 with nearly 230 million contracts, Cboe BZX with more than 687 million contracts and Cboe EDGX with more than 296 million contracts traded.
- Total options ADV reached a new all-time high of 10.1 million contracts traded per day in 2020.
- ADV in VIX futures was more than 139,000 contracts in December. For the year, more than 48 million VIX futures contracts traded in total, with an ADV of 192,000 contracts.
Read More:











