Exchange Volume, April 2005:
Total Volume
40,713,355 contracts
+29% vs year-ago(Apr 04); +8% vs previous month(Mar 05)
Average Daily Volume
1,938,731 contracts
+29% vs year-ago(Apr 04)
Open Interest
146,560,735 contracts
+13% vs year-ago(Apr 04); +4% vs previous month(Mar 05)
Year-To-Date Volume
144,977,190 contracts
+15% vs YTD 2004
Volume Records Set In April 2005:
1) Total Exchange, Single-Day Trading:3,983,059 contracts, Friday, April 15th.
2) Total Exchange, Busiest Consecutive Trading Days: Fri, April 15th & Thur, April 14th: 6,945,258 contracts.
3) Total Exchange, Single Month Trading:40,713,355 contracts, April 2005.
4) Total Exchange, Monthly Average Daily Volume:1,938,731 contracts, April 2005.
5) Total Index Volume, Monthly Trading:17,118,799 contracts, April 2005.
6) Total Index Volume, Single-Day Trading: 1,925,840 contracts, Friday, April 15th.
7) Monthly Trading, SPX Volume (S&P 500 Index):5,989,760 contracts, April 2005.
8) Monthly Trading, SPDR Volume (Standard & Poor's Depositary Receipts): 1,612,890 contracts, April 2005.
9) Single-Day Trading, SPDRs Volume:305,445 contracts, Friday, April 15th.
10) Monthly Trading, NDX Volume (Nasdaq-100 Index):521,566 contracts, April 2005.
11) Single-Day Trading, NDX Volume:111,959 contracts, Wednesday, April 13th.
12) Monthly Trading, IWM Volume (iShares Russell 2000 Index Fund): 1,418,918 contracts, April 2005.
13) Single-Day Trading, IWM Volume: 156,731 contracts, Friday, April 15th.
14) Single-Day Trading, MNX Volume (Mini-Nasdaq-100 Index):84,871 contracts, Monday, April 18th.
April highlights at CBOE included:
- Volume in index options totaled 17.1 million contracts, an increase of 48% over year-ago levels.The top five index options at CBOE during April were: S&P 500 Index (SPX); Nasdaq-100 Index Tracking Stock (QQQ); S&P 100 Index (OEX); Standard & Poor's Depositary Receipts/SPDRs (SPY), and iShares Russell 2000 Index Fund (IWM).
- Volume in stock option classes rose 17% over April 2004 as 23.6 million contracts were traded.The top five stock option classes at CBOE during April were: Apple Computer, Inc. (AAPL), General Motors Corporation (GM), Elan Corporation, plc (ELN), Google Inc. (GOOG), and Pfizer, Inc. (PFE).
- During April, CBOE Futures Exchange (CFE) volume rose 21% over the previous month and set a new CFE monthly trading record as 20,958 contracts traded, breaking the previous high of 17,386 contracts traded in March 2005.CFE's March average daily volume, also a new record, was 998 contracts.Open interest stood at 14,243 contracts at the end of April, up 26% from the previous month. CFE set two additional volume records in April: total exchange, single-day trading: 2,630 contracts on Monday, April 18th and single-day trading in futures on Mini-Russell 2000 Index: 1,210 contracts on Monday, April 18th.
Individual Index Volume Figures For April 2005
|
|
Product |
Total Volume |
% change vs Apr 04 |
% change vs Mar 05 |
Open Interest |
% change vs Apr 04 |
|---|---|---|---|---|---|---|
|
SPX |
S&P 500 Index |
5,989,760 |
+65% |
+4% |
6,921,123 |
+38% |
|
OEX |
S&P 100 Index (American-Style Exercise) |
2,113,370 |
+58% |
+21% |
487,742 |
+34% |
|
XEO |
S&P 100 Index (European-Style Exercise) |
183,007 |
+10% |
+7% |
83,129 |
(-24%) |
|
SPY |
Standard & Poor's Depositary Receipts (SPDRs) |
1,612,890 |
----- |
+83% |
2,603,281 |
+33% vs Mar |
|
DJX |
Dow Jones Industrial Average |
675,174 |
+19% |
+0% |
724,054 |
+4% |
|
DIA |
DIAMONDS Trust, Series 1 |
644,498 |
(-16%) |
+9% |
581,226 |
(-21%) |
|
NDX |
Nasdaq-100 Index |
521,566 |
+118% |
+19% |
525,191 |
+114% |
|
MNX |
CBOE Mini-NDX Index (based on Nasdaq-100) |
548,203 |
+23% |
+37% |
1,940,917 |
+17% |
|
QQQ |
Nasdaq-100 Index Tracking Stock |
2,444,971 |
(-30%) |
+25% |
7,957,873 |
(-22%) |
|
RUT |
Russell 2000 Index |
137,325 |
+118% |
+99% |
149,575 |
+26% |
|
IWM |
iShares Russell 2000 Index Fund |
1,418,918 |
+373% |
+60% |
1,509,937 |
+325% |
|
SMH |
Semiconductor HOLDRs Trust |
124,747 |
(-18%) |
(-12%) |
974,815 |
+61% |
|
TLT |
iShares Lehman 20+Year Treasury Bond Fund |
32,270 |
(-75%) |
(-59%) |
209,647 |
+58% |
CBOE, the world's largest options marketplace and the creator of listed options, is regulated by the Securities and Exchange Commission (SEC).For additional information about the CBOE and its products, visit the CBOE website at: http://www.cboe.com/.
