08.05.2021
Cboe Global Markets, Inc. (Cboe: CBOE), a leading provider of global market infrastructure and tradable products, reported July monthly trading volume statistics across its global business lines.
Cboe Global Markets reports July 2021 trading volume. See highlights at https://t.co/H7bgqObrya. pic.twitter.com/XpiN2zvrkL
— Cboe (@CBOE) August 4, 2021
The data sheet “Cboe Global Markets Monthly Volume & RPC/Net Revenue Capture Report” contains an overview of certain July trading statistics and market share by business segment, volume in select index products, and RPC/net capture, which is reported on a one-month lag, across business lines.
July 2021 Trading Volume Highlights
- Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index (IBHY) futures reached an all-time monthly high and surpassed $5 billion in notional value traded for the first time; 39,919 total contracts were traded during July, representing a total notional value of $5.9 billion.
- Total volume in Russell 2000® Index (RUT) options reached nearly 1.2 million contracts traded in July, with 56,054 contracts traded on average per day – the highest month on record since October 2018.
- S&P 500® Index (SPX) options had highest monthly average daily volume for the year, with nearly 1.4 million contracts traded on average per day in July.
- Average daily notional value in Non-Deliverable Forwards (NDFs) transacted on Cboe SEF reached $369 million during July, the fourth consecutive record month.
Source: Cboe