Exchange Volume, June 2005:
Total Volume
·36,885,731 contracts
·+39% vs year-ago (June 04)
Average Daily Volume
·1,676,624 contracts
·+33% vs year-ago (June 04)
Year-To-Date Volume
·216,552,722 contracts
·+20% vs YTD 2004
Open Interest
·153,145,800 contracts
·+14% vs year-ago (June 04)
June highlights at CBOE included:
·Volume in index options totaled 15.6 million contracts, an increase of 43% over year-ago levels. The top five index options at CBOE during June were: S&P 500 Index (SPX); Nasdaq-100 Index Tracking Stock (QQQ); Standard & Poor's Depositary Receipts/SPDRs (SPY); S&P 100 Index (OEX); and iShares Russell 2000 Index Fund (IWM).
·Volume in stock option classes rose 36% over June 2004 as 21.2 million contracts were traded. The top five stock option classes at CBOE during June were: Google Inc. (GOOG), Apple Computer, Inc. (AAPL), General Motors Corporation (GM), Caesars Entertainment, Inc. (CZR), and Time Warner, Inc. (TWX).
·On June 23rd, CBOE announced that it will begin trading both options and futures on twelve new sector indexes called "PowerPacksSM" on July 8th. The dozen individual indexes included in the family of CBOE PowerPacks are: Banks, Biotechnology, Gold, Internet, Iron & Steel, Oil, Oil Services, Pharmaceuticals, Retail, Semiconductor, Technology, and Telecom Indexes.
·During June, CBOE Futures Exchange (CFE) volume totaled 15,576 contracts traded, with an average daily volume of 708 contracts. At the end of June, open interest stood at 14,305 contracts.
Individual Index Volume Figures For June 2005
|
|
Product |
Total Volume |
% change vs June 04 |
% change vs May 05 |
Open Interest |
% change vs Jun 04 |
|---|---|---|---|---|---|---|
|
SPX |
S&P 500 Index |
5,730,275 | +39% | +5% | 6,796,230 | +39% |
|
OEX |
S&P 100 Index (American-Style Exercise) |
1,366,782 | +14% | (-7%) | 342,418 | +0% |
|
XEO |
S&P 100 Index (European-Style Exercise) |
149,539 | (-2%) | (-1%) | 68,130 | (-31%) |
|
SPY |
Standard & Poor's Depositary Receipts (SPDRs) |
1,416,269 |
----- |
+24% | 2,634,481 |
(-5%) vs May |
|
DJX |
Dow Jones Industrial Average |
654,982 | +37% | +29% | 583,981 | (-13%) |
|
DIA |
DIAMONDS Trust, Series 1 |
792,629 | +28% | +28% | 607,289 | (-12%) |
|
NDX |
Nasdaq-100 Index |
494,138 |
+78% | (-12%) | 546,534 |
+80% |
|
MNX |
CBOE Mini-NDX Index (based on Nasdaq-100) |
550,985 | +38% | +46% | 1,728,267 | +16% |
|
QQQ |
Nasdaq-100 Index Tracking Stock |
2,463,922 | (-16%) | +11% | 7,468,661 | (-20%) |
|
RUT |
Russell 2000 Index |
72,764 | +25% | (-10%) | 158,374 | +47% |
|
IWM |
iShares Russell 2000 Index Fund |
1,254,538 | +342% | +14% | 2,703,292 | +541% |
|
SMH |
Semiconductor HOLDRs Trust |
82,027 | +16% | (-22%) | 952,082 | +53% |
|
TLT |
iShares Lehman 20+Year Treasury Bond Fund |
122,183 | +178% | +155% | 330,311 | +190% |
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/.
