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Exchange Volume, December 2004:
Total Volume
- 30,654,654 contracts
- +13% vs year-ago (Dec 03); -12% vs previous month (Nov 04)
- 1,393,393 contracts
- +13% vs year-ago (Dec 03); -16% vs previous month (Nov 04)
- 154,632,839 contracts
- +22% vs year-ago (Dec 03); +1% vs previous month (Nov 04)
- Total: 361,086,774 contracts, +27% vs 2003 (283,946,495 contracts)
- Average Daily Volume: 1,432,884 contracts, +27% vs 2003 (1,126,772 contracts)
- December volume in index options rose 13% as nearly 12 million contracts traded. For the year, index option volume increased 23% over 2003 with over 136 million contracts traded, setting a new CBOE record. During 2004, the top five most-actively traded index options at CBOE were:S&P 500 Index (SPX), S&P 100 Index (OEX), Dow Jones Industrial Average (DJX), CBOE Mini-Nasdaq 100 Index (MNX), and Nasdaq-100 Index (NDX); while the three most-actively traded ETF index options at CBOE were: Nasdaq-100 Index Tracking Stock (QQQQ), DIAMONDS Trust, Series 1 (DIA), and iShares Russell 2000 Index Fund (IWM).
- December volume in stock option classes (equities) increased 12% as nearly 19 million contracts traded. For 2004, volume in stock option classes totaled over 224 million contracts, up 30% over the previous year. During 2004, the top five most-actively traded stock option classes at CBOE were: Microsoft Corp. (MSFT), Intel Corp. (INTC), Cisco Systems, Inc. (CSCO), General Electric Co. (GE), and Citigroup, Inc. (C).
- All-time records for yearly volume were set in: S&P 500 Index options (SPX), Nasdaq-100 Index options (NDX), Russell 2000 Index options (RUT), options on Nasdaq-100 Index Tracking Stock (QQQQ), and options on iShares Russell 2000 Index Fund (IWM).
- CBOE's monthly volume in 2004 posted gains over 2003 in each of the twelve months.
- Volume at the CBOE Futures Exchange (CFE) in December was 5,076 contracts traded, with open interest standing at 10,121 contracts at month's end. For the year, CFE traded a total of 88,194 contracts. CFE was launched on March 26, 2004.
|
|
Product |
Dec 04 Volume |
% vs Dec 03 |
2004 Total Vol |
% vs 2003 |
Open Interest |
% vs 2003 |
|---|---|---|---|---|---|---|---|
|
SPX |
S&P 500 Index |
4,805,137 |
+28% |
49,472,117 |
+35% |
4,965,807 |
+29% |
|
OEX |
S&P 100 Index |
1,276,031 |
-4% |
16,426,392 |
+15% |
318,690 |
+25% |
|
XEO |
S&P 100 Index (European Exercise) |
145,701 |
-1% |
1,800,574 |
-7% |
80,488 |
+3% |
|
DJX |
Dow Jones Industrial Average |
568,931 |
-12% |
7,347,14 |
-28% |
584,402 |
-3% |
|
DIA |
DIAMONDS Trust, Series 1 |
572,559 |
-45% |
8,552,875 |
-9% |
722,145 |
-1% |
|
NDX |
Nasdaq-100 Index |
277,568 |
+26% |
3,528,556 |
+117% |
276,491 |
+53% |
|
MNX |
CBOE Mini-NDX Index (based on Nasdaq-100) |
600,021 |
+33% |
5,503,345 |
+36% |
1,528,121 |
+36% |
|
QQQQ |
Nasdaq-100 Index Tracking Stock |
2,267,485 |
+5% |
32,628,165 |
+16% |
11,464,244 |
+24% |
|
RUT |
Russell 2000 Index |
84,536 |
-9% |
889,448 |
+45% |
94,214 |
-20% |
|
IWM |
iShares Russell 2000 Index Fund |
551,108 |
+184% |
4,938,465 |
+624% |
705,572 |
+239% |
|
SMH |
Semiconductor HOLDRs Trust |
136,175 |
+24% |
1,819,380 |
+37% |
727,916 |
+29% |
