CBOE Holdings, Inc. (NASDAQ: CBOE) today reported November monthly trading volume and average revenue per contract (RPC) data on its website under the Quotes & Data section.
The data sheet, with a complete overview of November trading volume for CBOE Holdings, including ChicagoBoard Options Exchange® (CBOE®), C2 Options Exchange (C2) and CBOE Futures Exchange (CFE®), can be found at www.cboe.com/monthlyvolrpc.
For the month, S&P 500® Index (SPX) and CBOE Volatility Index® (VIX® Index) options at CBOE set record volume in non-U.S. trading hours with total combined volume of 296,472 contracts, topping the previous record of 144,983 contracts from December 2015.
Several single-day records were set in non-U.S. trading hours this November. VIX options reached a record 89,322 contracts on November 4, while SPX options and VIX futures reached new all-time highs of 41,218 contracts and 263,663 contracts, respectively, on November 9.
CBOE Holdings Trading Volume: November
|
CBOE Holdings Consolidated Trading Volume Current Month |
Year-To-Date |
|||||||
|
(contracts in thousands) |
November |
November |
% |
October |
% |
November |
November |
% |
|
Trading Days |
21 |
20 |
21 |
231 |
230 |
|||
|
Total Contracts |
117,622.4 |
82,767.2 |
42% |
92,096.0 |
28% |
1,088,435.8 |
1,083,905.3 |
--- |
|
Total Options Contracts |
111,941.5 |
79,286.0 |
41% |
87,185.7 |
28% |
1,032,530.6 |
1,036,763.1 |
--- |
|
Total Futures Contracts |
5,680.9 |
3,481.2 |
63% |
4,910.3 |
16% |
55,905.2 |
47,142.2 |
19% |
|
Total ADV |
5,601.0 |
4,138.4 |
35% |
4,385.5 |
28% |
4,711.8 |
4,712.7 |
--- |
|
Total Options ADV |
5,330.5 |
3,964.3 |
34% |
4,151.7 |
28% |
4,469.8 |
4,507.7 |
-1% |
|
Total Futures ADV |
270.5 |
174.1 |
55% |
233.8 |
16% |
242.0 |
205.0 |
18% |
