CBOE Holdings released March Trading Volume 

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CBOE Holdings, Inc. (BATS: CBOE | NASDAQ: CBOE), owner of the Chicago Board Options Exchange, the Bats exchanges, CBOE Futures Exchange (CFE) and other subsidiaries has issued a press release to inform in relation to its March monthly trading volume and average revenue per contract (RPC)/net revenue capture data

  • Futures ADV at CBOE Futures Exchange Up 50% from March 2016
  • Options ADV at CBOE Holdings’ Four Exchanges Up 20% from March 2016

The data sheet “CBOE Holdings Monthly Volume & RPC/Net Revenue Capture Report” contains an overview of March statistics for options ( Chicago Board Options Exchange® (CBOE®), C2 Options Exchange (C2), BZX and EDGX); CBOE Futures Exchange (CFE®); Bats’ U.S. equities (BZX, BYX, EDGA, EDGX); global FX (Bats Hotspot); European equities; and European trade reporting (BXTR). Data sheets are also available on a combined basis for 2016 and 2017.

For comparability and informational purposes, the table below presents trading volume on a combined basis, as of January 1 of each year, to reflect information pertaining to Bats Global Markets, Inc., which was acquired by CBOE Holdings, Inc. on February 28, 2017.

CBOE march volume

ADV= average daily volume
ADNV=average daily notional value

First-Quarter 2017 Selected RPC Guidance

The company currently expects average RPC for multiply-listed options traded on CBOE and C2, to be 8 to 10 percent lower than the amount noted below for the two-months ended February 28, 2017, due to higher volume discounts in March. The average RPC for index options and futures is expected to be slightly lower than the amounts noted below for the two-months ended February 28, 2017. These expectations are estimated, preliminary and may change. There can be no assurance that our final average RPC for the three-months ended March 31, 2017 will not differ materially from these expectations.

The following represents average RPC based on a two-month and a three-month rolling average, reported on a one-month lag. The average RPC represents total transaction fees for CBOE, C2 and CFE recognized for the period divided by total contracts traded during the period. Average transaction fees per contract can be affected by various factors, including exchange fee rates, volume-based discounts and transaction mix by contract type and product type.

CBOE Holdings

Source: CBOE Holdings

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