Thu, 02/05/2013 - 14:13
April trading volume for options contracts on Chicago Board Options Exchange (CBOE) and C2 Options Exchange (C2SM) and futures contracts on CBOE Futures Exchange (CFE) totalled 102.70 million contracts.
Average daily volume (ADV) in April was 4.67 million contracts, up four per cent from 4.49 million contracts in March 2013 and up one per cent from 4.63 million contracts in April 2012.
Also in April, futures on the CBOE Volatility Index (VIX Index), traded on CFE, posted their busiest month ever, and C2 set all-time monthly total volume, average daily volume and market share records.
CBOE ADV was 4.08 million contracts, down six per cent from April 2012 ADV of 4.33 million contracts and up one per cent from March 2013 ADV of 4.04 million contracts.
CBOE index options ADV was 1.43 million contracts, up 26 per cent from April 2012 and down eight per cent from March 2013.
SPXpm options, which moved from C2 to CBOE in mid-February 2013, established a new monthly volume record of 170,096 contracts during April, compared to 105,097 contracts traded in February. The previous SPXpm options monthly volume record was 165,378 contracts in March 2012.
CBOE ETP options ADV was just less than two million contracts, up ten per cent from April 2012 and up 18 per cent from March 2013.
CBOE equity options ADV was 1.45 million contracts, down 31 per cent from April 2012 and down one per cent from March 2013.
The five most actively traded index and ETP options at CBOE in April were S&P 500 Index (SPXSM) options, CBOE Volatility Index (VIX Index) options, Standard & Poor's Depositary Receipt (SPY) options, iShares Trust - Russell 2000 Index Fund (IWM) options and iPath S&P 500 VIX Short-Term Futures ETN (VXX) options.
CBOE market share of total US options industry volume was 24.2 per cent in April 2013, down 1.7 percentage points from March 2013 and down 2.9 percentage points from April 2012. If the volume from dividend trades was excluded from industry data for April, the Exchange's total market share would be 24.5 per cent. Exclusion of dividend trades from total industry volume data presents a more relevant measure of the relative trends in the options business.
In April, C2 set all-time monthly records for volume and ADV. Volume totalled 8.79 million contracts (ADV -- 399,400 contracts). April's volume and ADV records surpassed the previous records established in August 2011 when 7.15 million contracts changed hands (ADV – 310,800 contracts). ETP option ADV rose 194 per cent and 47 per cent from April 2012 and March 2013, respectively.
C2 market share of total industry volume in April 2013 was 2.4 per cent – the exchange's highest monthly market share ever – up 1.1 percentage points from April 2012 and up 0.5 of a percentage point from March 2013. ETP option market share in April was 5.3 per cent, up 3.3 percentage points from April 2012 and up 1.1 percentage points from March 2013.
April ranked as the busiest month ever for VIX futures contract total volume and ADV.
VIX futures volume totalled a record 4,056,760 contracts, surpassing the previous monthly volume record of 3,220,977 contracts traded in March 2013. April was the first month in which VIX futures volume exceeded four million contracts and a fourth consecutive record volume month.
VIX futures ADV was a record 184,398 contracts, surpassing the previous record ADV of 161,176 contracts in February 2013. ADV was up 119 per cent over April 2012 and 14 per cent over March 2013.
CBOE Gold ETF Volatility Index security futures volume hit a record 6,120 contracts during the month versus the previous record of 1,619 contracts in August 2012.
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