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Exchange Volume, September 2005:
Total Volume
41,206,760 contracts
+56% vs year-ago (September 04)
Average Daily Volume
1,962,227 contracts
+56% vs year-ago (September 04)
Year-To-Date Volume
334,991,587 contracts
+28% vs YTD 2004
Open Interest
177,598,354 contracts
+24% vs year-ago (September 04)
September highlights at CBOE included:
- Options on SPDRs set a new all-time CBOE monthly volume record in September with 1,692,228 contracts traded, surpassing the previous high of 1,645,478 contracts traded in August 2005.
- On Friday, September 16th, trading volume in options on the S&P 500 Index (SPX) set a new single day record of 801,974 contracts traded.
- Also on Friday, September 16th, total trading volume at CBOE was 3,043,405 contracts, which ranked as the second busiest trading day in CBOE history. Eight of the top ten highest single trading days in CBOE history occurred in 2005.
- Volume in index options was 17.0 million contracts traded, an increase of 64% over September 2004. The top five index options at CBOE during September 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 50% over September 2004 as 24.2 million contracts were traded. The top five stock option classes at CBOE during September were: Altria Group, Inc. (MO); Apple Computer, Inc. (AAPL); Time Warner, Inc. (TWX); Google Inc. (GOOG); and General Motors Corporation (GM).
Individual Index Volume Figures For September 2005
|
|
Product |
Total Volume |
% change vs Sep 04 |
% change vs Aug 05 |
Open Interest |
% change vs Sep 04 |
|---|---|---|---|---|---|---|
|
SPX |
S&P 500 Index |
6,495,379 |
+63% |
(-2%) |
7,670,547 |
+45% |
|
OEX |
S&P 100 Index(American-Style Exercise) |
1,506,887 |
+29% |
(-6%) |
415,709 |
+6% |
|
XEO |
S&P 100 Index (European-Style Exercise) |
146,066 |
+29% |
(-6%) |
85,082 |
+5% |
|
SPY |
Standard & Poor's Depositary Receipts (SPDRs) |
1,692,228 |
----- |
+3% |
3,470,290 |
+14% vs Aug |
|
DJX |
Dow Jones Industrial Average |
541,999 |
+29% |
+25% |
638,244 |
(-7%) |
|
DIA |
DIAMONDS Trust, Series 1 |
941,706 |
+27% |
(-16%) |
1,085,457 |
+32% |
|
NDX |
Nasdaq-100 Index |
454,872 |
+59% |
(-25%) |
587,374 |
+82% |
|
MNX |
CBOE Mini-NDX Index(based on Nasdaq-100) |
621,485 |
+73% |
(-18%) |
2,050,788 |
+28% |
|
QQQ |
Nasdaq-100 Index Tracking Stock |
2,300,911 |
+2% |
+25% |
7,565,128 |
(-18%) |
|
RUT |
Russell 2000 Index |
62,360 |
+2% |
(-48%) |
159,578 |
+42% |
|
IWM |
iShares Russell 2000 Index Fund |
977,389 |
+96% |
(-46%) |
2,544,580 |
+347% |
|
SMH |
Semiconductor HOLDRs Trust |
143,473 |
(-25%) |
+62% |
955,977 |
+3% |
|
TLT |
iShares Lehman 20+Year Treasury Bond Fund |
41,592 |
+8% |
(-13%) |
249,356 |
+55% |
CBOE, the world's largest options marketplace and the creator of listed options, is regulated by the SEC. For additional information about the CBOE and its products, access the CBOE website at: http://www.cboe.com/
