Exchange Volume, April 2006:
Total Volume
- 50,646,007 contracts
- 2,665,579 contracts, average daily volume
- +24% vs year-ago (April '05)
Year-To-Date Volume
- 204,937,354 contracts
- 2,530,091 contracts, average daily volume
- +41% vs year-ago
Open Interest
- 175,388,910 contracts
- +20% vs year-ago (April '05)
April highlights at CBOE included:
- On Monday, April 10th, CBOE set a new single-day trading record in options on the CBOE Volatility Index, "VIX," when 50,522 contracts traded. For April, total volume was 285,994 contracts, with an average daily volume of 15,052, and 57% above the previous month's volume. At the end of April, open interest already stood at 351,146 contracts, up 121% from March 2006.
- The volume of 18.3 million index options contracts was an increase of 7% over April 2005. S&P 500 Index (SPX), iShares Russell 2000 Index Fund (IWM), Nasdaq-100 Index Tracking Stock (QQQ), S&P 100 Index (OEX), and Standard & Poor's Depositary Receipts (SPY) and were the most-actively traded index options during the month.
- April volume in stock option classes rose 37% over 2005 as 32.3 million contracts were traded. The top five most-actively traded equity options during the month were: Apple Computer, Inc. (AAPL), Google Inc. (GOOG), Intel Corporation (INTC), Microsoft Corp. (MSFT), and General Motors (GM).
- At CBOE Futures Exchange (CFE), April trading volume totaled 17,641 contracts. At month's end, open interest reached 28,996 contracts, which was up 5% from March 2006 and 104% from April 2005. On Wednesday, April 12th, CFE open interest topped 30,000 contracts for the first time ever (31,433). Volume in futures on the CBOE Volatility Index, "VIX," totaled 15,733 contracts, while open interest in VIX futures was 27,254 contracts at month's end, up 3% over March 2006.
INDIVIDUAL INDEX VOLUME FIGURES FOR APRIL 2006
|
|
Product |
Total Volume |
% change vs Apr 05 |
% change vs Mar 06 |
Open Interest |
% change vs Apr 05 |
|---|---|---|---|---|---|---|
|
SPX |
S&P 500 Index |
6,807,874 |
+14% |
(-11%) |
7,684,681 |
+11% |
|
XSP |
Mini-S&P 500 Index |
116,601 |
----- |
+1% |
814,698 |
(-4%)vs Mar 06 |
|
SPY |
Standard & Poor's Depositary Receipts (SPDRs) |
1,367,037 |
(-15%) |
(-65%) |
3,096,464 |
+19% |
|
VIX |
CBOE Volatility Index(options) |
285,994 |
----- |
+57% |
351,146 |
+121%vs Mar 06 |
|
OEX |
S&P 100 Index(American-Style Exercise) |
1,406,323 |
(-33%) |
+8% |
320,384 |
(-34%) |
|
XEO |
S&P 100 Index (European-Style Exercise) |
168,118 |
(-8%) |
(-22%) |
80,574 |
(-3%) |
|
DJX |
Dow Jones Industrial Average |
532,104 |
(-21%) |
(-2%) |
678,516 |
(-6%) |
|
DIA |
DIAMONDS Trust, Series 1 |
678,949 |
+5% |
(-24%) |
1,107,488 |
+91% |
|
NDX |
Nasdaq-100 Index |
481,101 |
(-8%) |
(-18%) |
585,514 |
+11% |
|
MNX |
CBOE Mini-NDX Index(based on Nasdaq-100) |
315,151 |
(-43%) |
(-2%) |
1,749,001 |
(-10%) |
|
QQQ |
Nasdaq-100 Index Tracking Stock |
2,011,010 |
(-18%) |
(-9%) |
5,918,964 |
(-26%) |
|
RUT |
Russell 2000 Index |
234,057 |
+70% |
+29% |
484,385 |
+224% |
|
IWM |
iShares Russell 2000 Index Fund |
2,545,494 |
+79% |
+6% |
4,976,412 |
+230% |
|
SMH |
Semiconductor HOLDRs Trust |
184,098 |
+48% |
(-18%) |
984,930 |
+1% |
|
OIH |
Oil Services HOLDRs Trust |
252,797 |
+954% |
(-12%) |
458,248 |
+143% |
|
XLE |
Energy Select SPDR |
323,389 |
+81% |
-24% |
1,146,937 |
+168% |
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/
