Exchange Volume, February 2006:
Total Volume
- 45,350,899 contracts
- 2,386,889 contracts, average daily volume
- +44% vs year-ago (February ?05)
Year-To-Date Volume
- 99,243,132 contracts
- 2,544,696 contracts, average daily volume
- +49% vs year-ago
Open Interest
- 150,657,266 contracts
- +17% vs year-ago (February ?05)
February highlights at CBOE included:
- On Friday, February 24th, CBOE began trading options on the CBOE Volatility Index, "VIX."Volume for the first three days of trading totaled 24,976 contracts, with an average daily volume of 8,325.
- Volume in options on the S&P 500 Index (SPX) set a new all-time single day trading record on Friday, February 17th as 943,566 contracts traded, topping the previous record of 922,876 contracts from January 20, 2006.
- February volume in stock option classes surged 40% over 2005 as 28.0 million contracts were traded. The top five most-actively traded equity options during the month were: Google Inc. (GOOG), Apple Computer, Inc. (AAPL), General Motors (GM), Hewlett Packard (HPQ), and Altria Group, Inc. (MO).
- Volume in index options was 17.3 million contracts, an increase of 49% over February 2005. The top five most-actively traded index options were: S&P 500 Index (SPX), Nasdaq-100 Index Tracking Stock (QQQ), iShares Russell 2000 Index Fund (IWM), S&P 100 Index (OEX), and Standard & Poor's Depositary Receipts (SPY).
- At CBOE Futures Exchange (CFE), 20,574 contracts traded during February, an increase of 36% over February 2005. At month's end, open interest stood at 22,004 contracts, up 2% from January 2006 and 112% from February 2005. Volume in futures on the CBOE Volatility Index, "VIX," totaled 17,720 contracts, which was the second busiest month ever. At month's end, open interest in VIX futures stood at 19,819 contracts, up 2% over the previous month.
INDIVIDUAL INDEX VOLUME FIGURES FOR FEBRUARY 2006
|
|
Product |
Total Volume |
% change vs Feb 05 |
% change vs Jan 06 |
Open Interest |
% change vs Feb 05 |
|---|---|---|---|---|---|---|
|
SPX |
S&P 500 Index |
6,709,338 |
+50% |
(-6%) |
7,410,449 |
+19% |
|
XSP |
Mini-S&P 500 Index |
119,756 |
----- |
(-48%) |
936,969 |
(-3%)vs Jan 06 |
|
SPY |
Standard & Poor's Depositary Receipts (SPDRs) |
1,209,866 |
+90% |
+10% |
2,870,283 |
+65% |
|
OEX |
S&P 100 Index(American-Style Exercise) |
1,332,044 |
(-3%) |
(-11%) |
405,163 |
+2% |
|
XEO |
S&P 100 Index (European-Style Exercise) |
218,468 |
+54% |
+15% |
88,325 |
+9% |
|
DJX |
Dow Jones Industrial Average |
597,813 |
+4% |
(-18%) |
721,533 |
+1% |
|
DIA |
DIAMONDS Trust, Series 1 |
725,432 |
+68% |
+5% |
1,033,166 |
+89% |
|
NDX |
Nasdaq-100 Index |
429,930 |
+9% |
(-42%) |
598,131 |
+38% |
|
MNX |
CBOE Mini-NDX Index(based on Nasdaq-100) |
432,476 |
(-10%) |
(-32%) |
1,884,219 |
(-2%) |
|
QQQ |
Nasdaq-100 Index Tracking Stock |
2,162,668 |
+29% |
(-28%) |
5,297,246 |
(-30%) |
|
RUT |
Russell 2000 Index |
179,266 |
+127% |
+5% |
294,167 |
+192% |
|
IWM |
iShares Russell 2000 Index Fund |
1,760,419 |
+139% |
+22% |
2,878,335 |
+170% |
|
SMH |
Semiconductor HOLDRs Trust |
177,696 |
+20% |
(-11%) |
818,675 |
(-9%) |
|
OIH |
Oil Services HOLDRs Trust |
317,639 |
+3,085% |
+55% |
499,744 |
+200% |
|
XLE |
Energy Select SPDR |
381,070 |
+197% |
+32% |
1,036,916 |
+220% |
|
TLT |
iShares Lehman 20+Year Treasury Bond Fund |
28,369 |
(-59%) |
0% |
138,333 |
(-44%) |
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/
