Cboe Futures November ADV volumes up 15% MoM

Exchange holding company Cboe Global Markets, Inc. reported its November 2020 metrics, with slight uptick in trading volumes, compared to October and September.

Cboe reported Options ADV up 15.3% MoM, Futures ADV were also up 16.4% MoM. US Equities ADV rose by 16.5% MoM and Global FX ADNV increased by 21.4% MoM compared to October 2020.

Cboe registered for November:

  • US Equities total ADV up 51% YoY from November 2019
  • European Equities total ADNV up 33% YoY from November 2019
  • Options total ADV up 50% YoY from November 2019
  • ADV in VIX options up 37% YoY  from November 2019
  • Global FX total ADNV up 32% YoY from November 2019
Cboe Global Markets

Cboe’s November highlights include:

  • Each of Cboe Global Markets’ four options exchanges saw an increase in ADV compared to a year ago: Cboe Options up 28%, Cboe C2 up 40%, Cboe BZX up 88% and Cboe EDGX up 122% from November 2019.
  • Cboe C2 Options Exchange set a new monthly ADV record with 1,035,338 contracts, surpassing the previous record of 1,033,882 contracts set in February 2020.
  • ADV in S&P 500® Index (SPX) options was more than 1,050,000 contracts, up 1.5% from October 2020.
  • ADV in Russell 2000® Index options was more than 41,000 contracts, up 16% from November 2019.
  • Options on the MSCI® Emerging Markets (MXEF) Index set a new monthly ADV record with more than 2,000 contracts, surpassing the previous record of 1,877 contracts set in April 2020.
  • ADV in Cboe Volatility Index (VIX) options was more than 534,000 contracts, up 37 percent from November 2019.
  • ADV in Cboe VIX futures was nearly 163,000 contracts, up 20% from October 2020.
  • Total volume in Mini VIX futures (VXM) has surpassed more than 1.7 million contracts since launch on August 9.
  • ADV in Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index (IBHY) futures on Cboe Futures Exchange (CFE) was more than 670 contracts, up 23 percent from October 2020, and up 604% from November 2019.
  • On November 27, IBHY futures set a new high in open interest, reaching 1100 contracts and $157 million notional.
  • Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond Index (IBIG) futures monthly ADV on CFE was nearly 220 contracts, up 52% from October 2020

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