Exchange Volume, October 2005:
Total Volume
49,622,561 contracts
2,362,979 contracts, average daily volume
+49% vs year-ago (October 04)
Year-To-Date Volume
384,614,148 contracts
+30% vs YTD 2004
Open Interest
181,396,101 contracts
+21% vs year-ago (October 04)
October volume records at CBOE:
- Monthly average daily volume, total exchange: 2,362,979 contracts
- Monthly index volume, total exchange: 21,942,688 contracts
- Monthly volume, S&P 500 Index options (SPX): 8,237,059 contracts
- Weekly volume, S&P 500 Index options (SPX): 2,709,318 contracts, October 17-21
- Month-end open interest, S&P 500 Index options (SPX): 8,196,611 contracts
- Monthly volume, S&P 100 Index options, European settlement (XEO): 232,330 contracts
- Monthly volume, SPDRs options (SPY): 1,972,904 contracts
- Monthly volume, options on DIAMONDS (DIA): 1,219,572 contracts
- Monthly volume, Nasdaq-100 Index options (NDX): 670,629 contracts
- Single-day volume, Nasdaq-100 Index options (NDX): 144,025 contracts, October 21
- Monthly volume, options on iShares Russell 2000 Index Fund (IWM): 2,672,277 contracts
October highlights at CBOE included:
- Volume in index options was 21.9 million contracts, an increase of 86% over October 2004, while volume in stock option classes rose 28% over last year as 27.7 million contracts were traded.
- The week of October 17-21 saw, in succession, the fourth, third and second busiest trading days in CBOE history: 3,083,451 contracts, 10/19; 3,247,509 contracts, 10/20; and 3,516,387 contracts, 10/21.
- On Friday, October 28th, CBOE launched "Weeklys" options in the S&P 500 Index (SPX) and the S&P 100 Index (OEX). Weeklys are options that list on Friday and expire the following Friday. Volume during their first two days of trading was 5,293 contracts: 1,352 SPX Weekly options and 3,941 OEX Weekly options traded.
- On Tuesday, October 25th, CBOE began trading Mini-SPX options (XSP) based on the S&P 500 Index. Through the first five days of trading, XSP options had an average daily volume of 34,808 contracts.
- At CBOE Futures Exchange (CFE), October volume totaled 15,622 contracts traded, up 147% over September 2005. At the end of October, open interest stood at 15,276 contracts, an increase of 22% compared to the end of September 2005. On Friday, October 28th, CFE introduced new "Gas At The Pump" (GAPP) futures contracts.
Individual Index Volume Figures For October 2005
|
|
Product |
Total Volume |
% change vs Oct 04 |
% change vs Sep 05 |
Open Interest |
% change vs Oct 04 |
|---|---|---|---|---|---|---|
|
SPX |
S&P 500 Index |
8,237,059 |
+84% |
+27% |
8,196,611 |
+43% |
|
SPY |
Standard & Poor's Depositary Receipts (SPDRs) |
1,972,904 |
----- |
+17% |
3,312,576 |
(-5%) vs Sep |
|
OEX |
S&P 100 Index(American-Style Exercise) |
1,902,220 |
+30% |
+26% |
391,744 |
(-6%) |
|
XEO |
S&P 100 Index (European-Style Exercise) |
232,330 |
+55% |
+59% |
58,660 |
(-43%) |
|
DJX |
Dow Jones Industrial Average |
634,625 |
(-11%) |
+17% |
768,765 |
(-6%) |
|
DIA |
DIAMONDS Trust, Series 1 |
1,219,572 |
+73% |
+30% |
1,364,579 |
+50% |
|
NDX |
Nasdaq-100 Index |
670,629 |
+74% |
+47% |
722,543 |
+87% |
|
MNX |
CBOE Mini-NDX Index (based on Nasdaq-100) |
463,939 |
+16% |
(-25%) |
2,066,142 |
+19% |
|
QQQ |
Nasdaq-100 Index Tracking Stock |
2,281,837 |
(-8%) |
(-1%) |
7,944,666 |
(-22%) |
|
RUT |
Russell 2000 Index |
117,136 |
+117% |
+88% |
186,828 |
+60% |
|
IWM |
iShares Russell 2000 Index Fund |
2,672,277 |
+527% |
+173% |
3,430,332 |
+469% |
|
SMH |
Semiconductor HOLDRs Trust |
163,731 |
(-29%) |
+14% |
1,070,400 |
+8% |
|
TLT |
iShares Lehman 20+Year Treasury Bond Fund |
32,384 |
(-24%) |
(-22%) |
224,671 |
+60% |
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/
