Wed, 04/12/2013 - 06:03
November trading volumes for options contracts on Chicago Board Options Exchange (CBOE) and C2 Options Exchange (C2SM) and futures contracts on CBOE Futures Exchange (CFE) totalled 91.90 million contracts.
Average daily volume (ADV) was nearly 4.60 million contracts, a six per cent increase from November 2012 and a 16 per cent decrease from October 2013.
Year to date, CBOE Holdings ADV rose three per cent from the same period a year ago.
CBOE's November ADV was 4.18 million contracts, a five per cent increase from November 2012 and a 16 per cent decrease from October 2013.
Equity options ADV was 1.90 million contracts, a 26 per cent increase from November 2012 and a five per cent decrease from October 2013.
Index options ADV was nearly 1.30 million contracts, a seven per cent decrease from November 2012 and a 26 per cent decrease from October 2013.
Exchange-traded product (ETP) options ADV was 983,400 contracts, a nine per cent decrease from November 2012 and a 20 per cent decrease from October 2013.
The five most actively traded index and ETP options at CBOE in November were S&P 500 Index (SPX) options, CBOE Volatility Index (VIX Index) options, Standard & Poor's Depositary Receipt (SPY) options, iShares Trust - Russell 2000 Index Fund (IWM) options and PowerShares QQQ Trust (QQQ) options.
CBOE's market share of total US options industry volume was 26.6 per cent in November 2013, an increase of 1.6 percentage points from November 2012 and a decrease of 1.8 percentage points from October 2013.
C2's November trading volume totalled 5.67 million contracts. ADV was 283,700 contracts, a 22-per cent increase from November 2012 and a 15-per cent decrease from October 2013.
Year to date through November, ADV increased 51 per cent from the same period a year ago, driven primarily by a 112-per cent increase in ETP options volume.
C2 market share of total industry volume in November 2013 was 1.8 per cent, a 0.3-percentage-point increase from November 2012 and a 0.1-percentage-point decrease from October 2013.
November trading volume in CBOE Volatility Index (VIX Index) futures totalled 2.5 million contracts, a decrease of eight per cent from November 2012 and a decrease of 40 per cent from October 2013, which was the second highest monthly volume in CFE's history.
Average daily volume in VIX futures during November was 126,141 contracts, a decrease of three per cent from November 2012 and a decrease of 31 per cent from October.
Year to date through November, VIX futures ADV was up 71 per cent from the same period in 2012.
CFE launched the second phase of its extended trading hours (ETH) initiative for VIX futures on 4 November – an additional five-hour period that opens for trading prior to the previous 7:00 a.m. CT opening time. The 2:00 a.m. to 7:00 a.m. CT period benefits US customers seeking longer VIX futures trading hours and European-based customers who can now trade VIX futures during their local trading hours.
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