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Cboe reports 48% MoM rise in Options ADV in January



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 Global Markets

Cboe registered for January:

  • Cboe’s four options exchanges combined set a new single-day volume record with 18.5 million contracts traded
  • Cboe EDGX Equities Exchange set new monthly total volume record with nearly 23 billion shares traded

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

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Cboe reports 48% MoM rise in Options ADV in January

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