Exchange Volume, May 2005:
Total Volume
·34,689,801 contracts
·+24% vs year-ago(May 04)
Average Daily Volume
·1,651,895 contracts
·+18% vs year-ago(May 04)
Year-To-Date Volume
·179,666,991 contracts
·+17% vs YTD 2004
Open Interest
·152,287,786 contracts
·+11% vs year-ago(May 04)
May highlights at CBOE included:
·Volume in index options totaled 14.5 million contracts, an increase of 14% over year-ago levels.The top five index options at CBOE during May were: S&P 500 Index (SPX); Nasdaq-100 Index Tracking Stock (QQQ); S&P 100 Index (OEX); Standard & Poor's Depositary Receipts/SPDRs (SPY), and iShares Russell 2000 Index Fund (IWM).
·Volume in stock option classes rose 33% over May 2004 as 20.2 million contracts were traded.The top five stock option classes at CBOE during May were: General Motors Corporation (GM), Google Inc. (GOOG), Apple Computer, Inc. (AAPL), Hewlett-Packard Co. (HPQ), and Microsoft Corp. (MSFT).
·During May, CBOE Futures Exchange (CFE) volume rose 32% over the previous month and set a new CFE monthly trading record as 27,692 contracts traded, breaking the previous high of 20,958 contracts traded in April.CFE's May average daily volume, also a new record, was 1,319 contracts.On May 18, CFE set a new open interest record of 17,772 contracts.At the end of May, open interest stood at 15,566 contracts, up 10% from the previous month.
·Additionally, CFE set two single-day trading records on May 4: total exchange, single-day volume: 4,531 futures contracts traded; and single-day volume, CBOE Volatility Index (VIX) futures: 4,004 futures contracts.
Individual Index Volume Figures For May 2005
|
|
Product |
Total Volume |
% change vs Apr 04 |
% change vs Mar 05 |
Open Interest |
% change vs Apr 04 |
|---|---|---|---|---|---|---|
|
SPX |
S&P 500 Index |
5,479,041 | +34% | (-9%) | 7,527,447 | +41% |
|
OEX |
S&P 100 Index (American-Style Exercise) |
1,469,511 | (-4%) | (-30%) | 370,924 | +14% |
|
XEO |
S&P 100 Index (European-Style Exercise) |
150,875 | (-16%) | (-18%) | 52,139 | (-51%) |
|
SPY |
Standard & Poor's Depositary Receipts (SPDRs) |
1,145,667 |
----- |
(-29%) | 2,780,057 |
+7% vs Apr |
|
DJX |
Dow Jones Industrial Average |
506,145 | (-27%) | (-25%) | 724,323 | (-9%) |
|
DIA |
DIAMONDS Trust, Series 1 |
619,708 | (-34%) | (-4%) | 534,213 | (-30%) |
|
NDX |
Nasdaq-100 Index |
559,122 *New Record |
+162% | +7% | 543,380 |
+103% |
|
MNX |
CBOE Mini-NDX Index (based on Nasdaq-100) |
377,211 | (-19%) | (-31%) | 2,086,069 | +20% |
|
QQQ |
Nasdaq-100 Index Tracking Stock |
2,212,769 | (-34%) | (-9%) | 8,504,132 | (-17%) |
|
RUT |
Russell 2000 Index |
81,268 | (-24%) | (-41%) | 145,001 | +14% |
|
IWM |
iShares Russell 2000 Index Fund |
1,105,230 | +61% | (-22%) | 1,438,532 | +245% |
|
SMH |
Semiconductor HOLDRs Trust |
105,183 | (-8%) | (-16%) | 888,179 | +68% |
|
TLT |
iShares Lehman 20+Year Treasury Bond Fund |
47,957 | +40% | +49% | 283,014 | +129% |
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/.
