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Exchange Volume, November 2005:
Total Volume
42,764,405 contracts
2,036,400 contracts, average daily volume
+23% vs year-ago (November 04)
Year-To-Date Volume
427,378,553 contracts
+29% vs YTD 2004
Open Interest
186,017,128 contracts
+21% vs year-ago (November 04)
November highlights at CBOE included:
- Volume in index options was 18.2 million contracts, an increase of 51% over November 2004. The top five most-actively traded index options were: S&P 500 Index (SPX), Nasdaq-100 Index Tracking Stock (QQQ), iShares Russell 2000 Index Fund (IWM), S&P 100 Index (OEX), and Standard & Poor's Depositary Receipts (SPY).
- November volume in stock option classes rose 8% over last year as 24.6 million contracts were traded. The top five most-actively traded equity options during the month were: General Motors (GE), Google Inc. (GOOG), Altria Group, Inc. (MO), Microsoft Corp. (MSFT), and Apple Computer, Inc. (AAPL).
- Options on the Nasdaq-100 Index (NDX) set a new all-time monthly volume record in November as 680,136 contracts traded for the month.
- Volume in options on the Mini-S&P 500 Index (XSP) was 309,913 contracts during November, their first full month of trading. Mini-S&P 500 Index options were launched on October 25th.
- On Friday, November 18th, CBOE volume totaled 3,164,341 contracts traded, which ranked as the fourth busiest single trading day in CBOE history. Eight of the ten most active trading days in CBOE history have occurred during the last three months.
- At CBOE Futures Exchange (CFE), November volume totaled 16,021 contracts traded, while at the end of November, open interest stood at 11,875 contracts.
|
|
Product |
Total Volume |
% change vs Nov 04 |
% change vs Oct 05 |
Open Interest |
% change vs Nov 04 |
|---|---|---|---|---|---|---|
|
SPX |
S&P 500 Index |
7,264,924 |
+42% |
(-12%) |
8,118,232 |
+32% |
|
XSP |
Mini-S&P 500 Index |
309,913 |
----- |
+78% |
731,083 |
----- |
|
SPY |
Standard & Poor's Depositary Receipts (SPDRs) |
1,247,384 |
----- |
(-37%) |
3,149,387 |
(-5%) vs Oct |
|
OEX |
S&P 100 Index(American-Style Exercise) |
1,581,756 |
(-2%) |
(-17%) |
311,122 |
(-18%) |
|
XEO |
S&P 100 Index (European-Style Exercise) |
193,773 |
+43% |
(-17%) |
87,677 |
(-3%) |
|
DJX |
Dow Jones Industrial Average |
527,405 |
(-13%) |
(-17%) |
810,978 |
(-2%) |
|
DIA |
DIAMONDS Trust, Series 1 |
776,788 |
+2% |
(-36%) |
1,465,203 |
+59% |
|
NDX |
Nasdaq-100 Index |
680,136 |
+82% |
+1% |
691,282 |
+82% |
|
MNX |
CBOE Mini-NDX Index(based on Nasdaq-100) |
359,295 |
(-13%) |
(-23%) |
2,200,386 |
+18% |
|
QQQ |
Nasdaq-100 Index Tracking Stock |
2,204,363 |
+13% |
(-3%) |
9,015,377 |
(-10%) |
|
RUT |
Russell 2000 Index |
92,991 |
+1% |
(-21%) |
204,303 |
+63% |
|
IWM |
iShares Russell 2000 Index Fund |
1,802,292 |
+259% |
(-33%) |
2,910,817 |
+422% |
|
SMH |
Semiconductor HOLDRs Trust |
115,819 |
(-12%) |
(-29%) |
796,129 |
(-1%) |
|
TLT |
iShares Lehman 20+Year Treasury Bond Fund |
28,782 |
(-36%) |
(-11%) |
255,097 |
+56% |
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/
