Exchange Volume, August 2005:
Total Volume
41,245,104 contracts
+53% vs year-ago (August 04)
Average Daily Volume
1,793,265 contracts
+47% vs year-ago (August 04)
Year-To-Date Volume
293,784,827 contracts
+25% vs YTD 2004
Open Interest
170,289,128 contracts
+21% vs year-ago (August 04)
August highlights at CBOE included:
Numerous volume records were set in August, including:
- S&P 500 Index (SPX) options, single day:759,149 SPX contracts, August 19, 2005
- S&P 500 Index (SPX) options, monthly:6,612,709 contracts
- SPDRs options (SPY), monthly: 1,645,478 contracts
- iShares Russell 2000 Index Fund (IWM) options, monthly: 1,803,991 contracts
- Nasdaq-100 Index (NDX) options, monthly: 609,454 contracts
- Mini-Nasdaq-100 Index (MNX) options, monthly:757,291 contracts
Volume in stock option classes rose 52% over August 2004 as 23.5 million contracts were traded. The top five stock option classes at CBOE during August were:Microsoft Corp. (MSFT); Time Warner, Inc. (TWX); Google Inc. (GOOG); Pfizer, Inc. (PFE); and General Motors Corporation (GM).
During August, CBOE Futures Exchange (CFE) volume totaled 19,083 contracts traded, a rise of 125% over July 2005. At the end of August, open interest stood at 13,737 contracts. CFE set two new volume records in August: monthly volume of 1,590 contracts traded in CBOE S&P 500 Three-Month Variance futures (VT) and monthly volume of 1,629 contracts traded in CBOE DJIA Volatility Index (VXD) futures (DV).
CBOE, the world's largest options marketplace and the creator of listed options, is regulated by the SEC. For additional information about the CBOE and its products, access the CBOE website at: http://www.cboe.com/