Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

BOX Price Improvement Activity Increases In September

Date 03/10/2011

In the month of September, price improved contracts on BOX Options Exchange LLC (“BOX”) averaged 284,869 per day, which represented a 21% increase over the same period last year. Price improvement versus the prevailing NBBO for contracts submitted via BOX’s Price Improvement Period (“PIP”) auction averaged over $180,000 per day, while total savings to investors this month were $3.8 million. With this, BOX has saved investors over $359 million since its inception in 2004. Overall average daily trading volume on BOX in the month of September was 622,301 contracts, which represented a 57% increase over the same period last year.

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