|
Total Volume |
June 2006 Volume |
% Change vs June 2005 |
% Change vs May 2006 |
Year-To-Date Volume |
% Change vs 2005 |
|---|---|---|---|---|---|
|
Industry Total |
170,749,224 |
+49% |
-15% |
1,007,654,401 |
+45% |
|
|
|
|
|
|
|
|
CBOE Total |
62,938,644 |
+71% |
-11% |
338,398,506 |
+56% |
|
Avg Daily Vol |
2,860,847 |
+71% |
-11% |
2,707,188 |
+56% |
|
Equity |
30,346,986 |
+43% |
-18% |
195,795,499 |
+51% |
|
Index & ETF |
32,588,698 |
+109% |
-2% |
142,588,144 |
+65% |
|
ETF (only) |
16,147,972 |
+149% |
+2% |
65,122,423 |
+94% |
|
Open Interest |
197,889,348 |
+29% |
+2% |
----- |
----- |
CBOE Market Share Of Total Industry Volume Is 37% In June, Equity Market Share Continues To Climb
During June, CBOE led the six U.S. options exchanges in market share, handling 37% of all industry volume for the month.CBOE's market share jumped nearly two percentage points from May, climbing from 35.3% to 36.9%; and four and a half percentage points when compared to June 2005's 32.3% market share. In equity options, CBOE market share was 27%, which was an increase of 2.7% from June 2005. In options on multiply listed index and ETF options, CBOE held a 43% market share during June, which was 7% above 2005.
|
CBOE Market Share |
June 2006 Market Share |
% Change vs June 2005 |
% Change vs May 2006 |
Year-To-Date Market Share |
% Change vs 2005 |
|---|---|---|---|---|---|
|
Exchange |
37% |
+4.6% |
+1.6% |
34% |
+2.5% |
|
Equity |
27% |
+2.7% |
+0.7% |
26% |
+1.9% |
|
Index & ETF (multiple listings only) |
43% |
+7.2% |
-0.7% |
40.5% |
+5.1% |
New Records Set In Options On The iShares Russell 2000 Index Fund (IWM), CBOE's Second Quarter 2006 Volume Up 64% Over 2005
- In equity options, volume during June totaled 30,346,986 contracts traded, an increase of 43% over June 2005's volume of 21,254,421 contracts. The top five most actively traded equity options during June were:
1)Altria Group, Inc. (MO), average daily volume of 36,161 contracts
2)Microsoft Corp. (MSFT), average daily volume of 32,132 contracts
3)General Motors Corp. (GM), average daily volume of 29,617 contracts
4)Sprint Nextel Corp. (S), average daily volume of 26,734 contracts
5)Apple Computer, Inc. (AAPL), average daily volume of 26,040 contracts
- Volume in index and exchange traded fund options totaled 32,588,698 contracts during June, an increase of 109% over June 2005. The top five most actively traded index and ETF options during June were: S&P 500 Index (SPX), iShares Russell 2000 Index Fund (IWM), Nasdaq-100 Index Tracking Stock (QQQ), Standard & Poor's Depositary Receipts (SPY) and S&P 100 Index (OEX).
- Options on the iShares Russell 2000 Index Fund (IWM) set new single-day and monthly volume records at CBOE during June. On Wednesday, June 14, 775,538 IWM contracts traded, topping the previous record of 760,803 contracts, set just four days earlier on Thursday, June 8. The June total of 7,026,953 IWM contracts set a new monthly record at CBOE, besting the previous high of 6,533,364 contracts from May 2006.For the month, IWM ranked as the most actively traded ETF option at CBOE.
- On Tuesday, June 13, the CBOE Volatility Index, "VIX," spiked to a three year high when the benchmark closed at 23.81. On Thursday, June 15, the VIX experienced its biggest single day percentage decline as the index closed at 15.90, down 26% from a close of 21.46 at the end of the trading session on Wednesday, June 14.
- For the Second Quarter of 2006, CBOE total volume for the three months was 184,107,159 contracts, which was 64% above Second Quarter 2005's volume of 112,288,887 contracts.
Volume At CBOE Futures Exchanges Soars 197% In June, Year-To-Date Volume Through The First Half Of 2006 Is Up 79% Over 2005
The CBOE Futures Exchange, LLC (CFE) announced today that exchange volume totaled 46,269 contracts traded during June, an increase of 197% over June 2005's volume of 15,576 contracts. Average daily volume at CFE for the month's twenty-two trading days was 2,103 contracts. At month's end, open interest stood at 34,987 contracts, a rise of 145% over June 2005's open interest of 14,305 contracts. Volume in futures on the CBOE Volatility Index was 39,815 contracts traded during June.
Year-to-date volume at CFE is up 79% over 2005 as 188,765 contracts have traded during the first six months of 2006, compared to 2005's year-to-date volume of 105,190 contracts. For Second Quarter, 2006, volume for the three months totaled 120,205 contracts, an increase of 87% over the 64,226 contracts during Second Quarter, 2005.
|
CFE Total Volume |
June 2006 Volume |
% Change vs June 2005 |
% Change vs May 2006 |
Year-To-Date Volume |
% Change vs 2005 |
|---|---|---|---|---|---|
|
Exchange |
46,269 |
+197% |
-18% |
188,765 |
+79% |
|
Avg Daily Vol |
2,103 |
+197% |
-18% |
1,510 |
+79% |
|
Open Interest |
34,987 |
+145% |
-2% |
--- |
--- |
CBOE Individual Index Volume Figures For June 2006
|
Symbol |
Product |
Total Volume |
% Change vs Jun 05 |
% Change vs May 06 |
Open Interest |
% Change vs Jun 05 |
|---|---|---|---|---|---|---|
|
SPX |
S&P 500 Index |
11,114,290 |
+94% |
0% |
7,996,511 |
+18% |
|
XSP |
Mini-S&P 500 Index |
217,342 |
----- |
+87% |
841,589 |
+5% vs May 06 |
|
SPY |
Standard & Poor's Depositary Receipts (SPDRs) |
3,041,486 |
+115% |
+14% |
4,213,508 |
+60% |
|
VIX |
CBOE Volatility Index (options) |
601,445 |
----- |
-41% |
829,616 |
+3% vs May 06 |
|
OEX |
S&P 100 Index (American-Style Exercise) |
1,832,875 |
+34% |
-4% |
481,176 |
+41% |
|
XEO |
S&P 100 Index (European-Style Exercise) |
149,571 |
0% |
-63% |
72,313 |
+6% |
|
DJX |
Dow Jones Industrial Average |
880,707 |
+34% |
-5% |
753,427 |
+29% |
|
DIA |
DIAMONDS Trust, Series 1 |
893,310 |
+13% |
-15% |
1,177,427 |
+94% |
|
NDX |
Nasdaq-100 Index |
690,067 |
+40% |
-18% |
479,952 |
-12% |
|
MNX |
CBOE Mini-NDX Index (based on Nasdaq-100) |
500,761 |
-9% |
-34% |
1,958,677 |
+13% |
|
QQQ |
Nasdaq-100 Index Tracking Stock |
3,078,515 |
+25% |
-8% |
6,939,544 |
-7% |
|
RUT |
Russell 2000 Index |
190,344 |
+162% |
-14% |
630,667 |
+298% |
|
IWM |
iShares Russell 2000
Index Fund |
7,026,953 New Record |
+460% |
+8% |
6,705,021 |
+148% |
|
SMH |
Semiconductor HOLDRs Trust |
128,180 |
+56% |
-32% |
713,399 |
-25% |
|
OIH |
Oil Services HOLDRs Trust |
278,524 |
+1,070% |
-28% |
575,677 |
+103% |
|
XLE |
Energy Select SPDR |
718,738 |
+397% |
-18% |
1,154,083 |
+175% |
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/
