- Index Options ADV of 1.5 Million Contracts, Up 15% from 2015
- VIX Futures ADV Up 36% from April 2015
- SPX Options ADV Up 9% from April 2015
- Total ADV of 4.2 Million Contracts, Down 4% from April 2015
CHICAGO, May 2, 2016 /PRNewswire/ -- CBOE Holdings, Inc. CBOE reported today that April average daily volume (ADV) for options contracts traded on Chicago Board Options Exchange® (CBOE®) and C2 Options Exchange (C2), and futures contracts traded on CBOE Futures Exchange (CFE®) was 4.2 million contracts, a decrease of 4 percent from April 2015 and March 2016.
Trading Volume Highlights: April
- Index options traded at CBOE had an ADV of 1.5 million contracts in April, an increase of 15 percent from April 2015.
- S&P 500® Index (SPX) options were the most actively-traded index option for the month with an ADV of 818,243 contracts, up 9 percent from the 751,515 contracts traded in April 2015.
- CBOE Volatility Index® (VIX® Index) options at CBOE had an April ADV of 561,491 contracts, up 29 percent from the 435,659 contracts traded in April 2015.
- VIX futures traded on CFE had an April ADV of 219,282 contracts, up 36 percent from a year ago.
- April VIX futures ADV in extended trading hours (ETH) at CFE was 22,491 contracts, representing 10 percent of all CFE ADV for the month, compared to 9 percent in April 2015.
- SPX and VIX options in ETH at CBOE had an April ADV of 3,194 contracts, up from 1,286 contracts in April 2015.
Business Developments: April
- On April 28, CBOE announced the launch of a new website, CBOE Livevol Data Shop, which offers clients a full suite of uniquely customizable market data sets, press release.
- Stellar Trading Systems, a multi-asset trading software and services specialist, established connectivity with CFE as an approved independent software vendor on April 21, press release.
- CBOE began overnight dissemination of the VIX Index on April 15, press release.
- Since April 1, CBOE has provided daily values on 13 "Buffer Protect Indexes," which measure the performance of a hypothetical portfolio of S&P 500 Index (SPX) FLexible EXchange® (FLEX) options designed to provide annual targeted returns, press release.
CBOE Holdings Trading Volume Tables: April
|
CBOE Holdings Consolidated Trading Volume Current Month |
Year-To-Date | |||||||
|
(contracts in thousands) |
Apr |
Apr |
% |
Mar |
% |
Apr |
Apr |
% |
|
Trading Days |
21 |
21 |
22 |
82 |
82 |
|||
|
Total Contracts (options & futures) |
87,810.2 |
91,426.5 |
-4% |
95,332.4 |
-8% |
379,059.1 |
382,110.7 |
-1% |
|
Total Options Contracts (CBOE & C2) |
83,204.7 |
88,040.5 |
-5% |
91,391.6 |
-9% |
361,252.0 |
367,296.1 |
-2% |
|
Total Futures Contracts (CFE) |
4,605.5 |
3,385.9 |
36% |
3,940.8 |
17% |
17,807.2 |
14,814.6 |
20% |
|
Total ADV (options & futures) |
4,181.4 |
4,353.6 |
-4% |
4,333.3 |
-4% |
4,622.7 |
4,659.9 |
-1% |
|
Total Options ADV (CBOE & C2) |
3,962.1 |
4,192.4 |
-5% |
4,154.2 |
-5% |
4,405.5 |
4,479.2 |
-2% |
|
Total Futures ADV (CFE) |
219.3 |
161.2 |
36% |
179.1 |
22% |
217.2 |
180.7 |
20% |
|
CBOE Trading Volume Current Month* |
Year-To-Date | |||||||
|
(contracts in thousands) |
Apr |
Apr |
% |
Mar |
% |
Apr |
Apr |
% |
|
Trading Days |
21 |
21 |
22 |
82 |
82 |
|||
|
Total Exchange |
77,144.5 |
81,067.7 |
-5% |
85,398.0 |
-10% |
335,716.4 |
340,721.7 |
-1% |
|
Total Exchange ADV |
3,673.5 |
3,860.4 |
-5% |
3,881.7 |
-5% |
4,094.1 |
4,155.1 |
-1% |
|
Equity Options |
28,451.0 |
33,421.0 |
-15% |
26,928.0 |
6% |
111,796.5 |
138,092.9 |
-19% |
|
Equity Options ADV |
1,354.8 |
1,591.5 |
-15% |
1,224.0 |
11% |
1,363.4 |
1,684.1 |
-19% |
|
Index Options |
30,753.8 |
26,778.4 |
15% |
37,502.9 |
-18% |
140,482.4 |
111,938.2 |
25% |
|
Index Options ADV |
1,464.5 |
1,275.2 |
15% |
1,704.7 |
-14% |
1,713.2 |
1,365.1 |
25% |
|
ETP Options |
17,939.7 |
20,868.3 |
-14% |
20,967.1 |
-14% |
83,437.5 |
90,690.6 |
-8% |
|
ETP Options ADV |
854.3 |
993.7 |
-14% |
953.1 |
-10% |
1,017.5 |
1,106.0 |
-8% |
*Expanded volume information for CBOE index and ETP options is available at: www.cboe.com/data/monthlyvolume.aspx.
|
C2 Trading Volume Current Month |
Year-To-Date | |||||||
|
(contracts in thousands) |
Apr |
Apr |
% |
Mar |
% |
Apr |
Apr |
% |
|
Trading Days |
21 |
21 |
22 |
82 |
82 |
|||
|
Total Exchange |
6,060.2 |
6,972.8 |
-13% |
5,993.5 |
1% |
25,535.6 |
26,574.5 |
-4% |
|
Total Exchange ADV |
288.6 |
332.0 |
-13% |
272.4 |
6% |
311.4 |
324.1 |
-4% |
|
Equity Options |
1,817.7 |
2,473.6 |
-27% |
1,704.0 |
7% |
6,878.2 |
8,092.1 |
-15% |
|
Equity Options ADV |
86.6 |
117.8 |
-27% |
77.5 |
12% |
83.9 |
98.7 |
-15% |
|
Index Options |
199.3 |
129.8 |
54% |
235.1 |
-15% |
973.6 |
312.5 |
212% |
|
Index Options ADV |
9.5 |
6.2 |
54% |
10.7 |
-11% |
11.9 |
3.8 |
212% |
|
ETP Options |
4,043.2 |
4,369.3 |
-7% |
4,054.4 |
--- |
17,683.8 |
18,169.8 |
-3% |
|
ETP Options ADV |
192.5 |
208.1 |
-7% |
184.3 |
4% |
215.7 |
221.6 |
-3% |
|
CFE Trading Volume Current Month* |
Year-To-Date | |||||||
|
Apr |
Apr |
% |
Mar |
% |
Apr |
Apr |
% | |
|
Trading Days |
21 |
21 |
22 |
82 |
82 |
|||
|
VIX Index Futures | ||||||||
|
Total |
4,604,918 |
3,384,298 |
36% |
3,940,544 |
17% |
17,805,538 |
14,804,405 |
20% |
|
ADV |
219,282 |
161,157 |
36% |
179,116 |
22% |
217,141 |
180,542 |
20% |
|
CFE Total Exchange | ||||||||
|
Total |
4,605,471 |
3,385,940 |
36% |
3,940,812 |
17% |
17,807,159 |
14,814,560 |
20% |
|
ADV |
219,308 |
161,235 |
36% |
179,128 |
22% |
217,160 |
180,665 |
20% |
*Volume numbers for 2016 now include VIX Weeklys futures totals.
|
CBOE Holdings Market Share Current Month |
Year-To-Date | |||||||
|
Apr |
Apr |
% Pt. |
Mar |
% Pt. |
Apr |
Apr |
% Pt. | |
|
Total Exchange (CBOE & C2) |
25.1% |
26.9% |
-1.8% |
26.3% |
-1.2% |
26.3% |
27.8% |
-1.5% |
|
CBOE |
23.2% |
24.7% |
-1.5% |
24.6% |
-1.4% |
24.4% |
25.8% |
-1.4% |
|
C2 |
1.8% |
2.1% |
-0.3% |
1.7% |
0.1% |
1.9% |
2.0% |
-0.1% |
|
Total Equity Options (CBOE & C2) |
17.2% |
18.9% |
-1.7% |
17.2% |
--- |
17.6% |
19.8% |
-2.2% |
|
Total Index Options (CBOE & C2) |
99.1% |
98.7% |
0.4% |
99.1% |
--- |
99.0% |
96.8% |
2.2% |
|
Total ETF Options (CBOE & C2) |
17.6% |
22.9% |
-5.3% |
17.6% |
--- |
18.1% |
23.4% |
-5.3% |
CBOE Holdings Average Revenue Per Contract
The following represents average revenue per contract based on a three-month rolling average, reported on a one-month lag. The average revenue per contract 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.
|
(In Dollars) |
Three-Month Period Ended | |||
|
Product: |
Mar |
Feb |
Jan |
Dec |
|
Equity Options |
$0.085 |
$0.092 |
$0.095 |
$0.097 |
|
Index Options |
$0.720 |
$0.733 |
$0.738 |
$0.726 |
|
ETP Options |
$0.117 |
$0.131 |
$0.138 |
$0.143 |
|
Total Options Average Revenue Per Contract |
$0.346 |
$0.351 |
$0.351 |
$0.349 |
|
Futures |
$1.643 |
$1.623 |
$1.636 |
$1.686 |
|
Total Average Revenue Per Contract |
$0.405 |
$0.413 |
$0.412 |
$0.408 |
About CBOE Holdings:
CBOE Holdings, Inc. CBOE is the holding company for Chicago Board Options Exchange (CBOE), CBOE Futures Exchange (CFE), and other subsidiaries. CBOE, the largest U.S. options exchange and creator of listed options, continues to set the bar for options and volatility trading through product innovation, trading technology and investor education. CBOE Holdings offers equity, index and ETP options, including proprietary products, such as options and futures on the CBOE Volatility Index (VIX Index) and S&P 500 options (SPX), the most active U.S. index option. Other products engineered by CBOE include equity options, security index options, Weeklys options, FLEX options, and benchmark products such as the CBOE S&P 500 BuyWrite Index (BXM). CBOE Holdings is home to the world-renowned Options Institute, Livevol options analytics and data tools, and www.cboe.com, the go-to place for options and volatility trading resources.
|
Media Contacts: |
Analyst Contact: | |
|
Suzanne Cosgrove |
Gary Compton |
Debbie Koopman |
|
(312) 786-7123 |
(312) 786-7612 |
(312) 786-7136 |
CBOE-V
CBOE-2
CBOE-OE
CBOE-EF
CBOE®, Chicago Board Options Exchange®, CFE®, Execute Success®, FLEX®, FLexible EXchange®, Livevol®, CBOE Volatility Index® and VIX® are registered trademarks, and BuyWriteSM, BXMSM, CBOE Futures ExchangeSM, The Options InstituteSM and WeeklysSM are service marks of Chicago Board Options Exchange, Incorporated (CBOE). Standard & Poor's®, S&P® and S&P 500® are registered trademarks of Standard & Poor's Financial Services, LLC and have been licensed for use by CBOE and CFE. All other trademarks and service marks are the property of their respective owners.
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SOURCE CBOE Holdings, Inc.
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