Wed, 05/09/2012 - 12:44
Consolidated trading volume during August for options contracts on the Chicago Board Options Exchange (CBOE) and C2 Options Exchange (C2) and futures contracts on CBOE Futures Exchange (CFE) totalled over 91 million contracts.
August 2012 average daily volume (ADV) for the three exchanges, combined, was 3.97 million contracts, a 40 per cent decrease when compared to the all-time-monthly record ADV of 6.65 million contracts in August 2011, and a seven per cent decrease from 4.24 million contracts ADV in July 2012.
Year to date through August 2012, consolidated ADV for the three exchanges totalled 4.65 million contracts, down seven per cent from the same period a year ago.
CBOE August 2012 ADV was 3.75 million contracts, down 40 per cent from the all-time record 6.26 million contracts ADV in August 2011 and down six per cent from July 2012 ADV of 3.97 million contracts.
The five most actively traded index and ETF options at CBOE during August were S&P 500 Index options, Standard & Poor's Depositary Receipt (SPY) ETF options, CBOE Volatility Index (VIX Index) options, PowerShares QQQ Trust ETF options, and iShares Trust Russell 2000 Index Fund ETF options.
CBOE August market share was 27.7 per cent, up 1.5 percentage points from August 2011 and up 0.5 of a percentage point from July 2012. If the volume from dividend trades was excluded from industry data for August 2012, CBOE's total market share would be 28.7 per cent.
In August 2012, daily volume on C2 Options Exchange averaged 138,000 contracts, down 56 per cent from the all-time record ADV of 310,800 contracts in August 2011 and down 25 per cent from July 2012 ADV of 184,400 contracts.
C2's market share was one per cent, down 0.3 of a percentage point from July 2012 and August 2011.
CFE traded 1,915,695 contracts, with an ADV of 83,290 contracts. August average daily trading volume in the exchange's flagship product - futures on the CBOE Volatility Index - totalled 83,016 contracts, up five per cent from August 2011 ADV of 79,402 contracts, and down nine per cent from July 2012 ADV of 91,140 contracts.
Year to date through August 2012, VIX Index futures ADV was 58 per cent ahead of the same period a year ago.
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