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|
Total Volume |
Feb 2008 Volume (20 days) |
% Change vs Feb 2007(19 days) |
% Change vs Jan 2008 (21 days) |
Year-To-Date Volume (41 days) |
% Change vs 2007 (39 days) |
|---|---|---|---|---|---|
|
Industry Total |
244,419,633 |
+33.3% |
-32% |
601,582,921 |
+58% |
|
CBOE Total |
78,726,593 |
+28.4% |
-29.0% |
189,557,681 |
+54.6% |
|
Avg Daily Vol |
3,936,330 |
+22.0% |
-25.4% |
4,623,358 |
+47.1% |
|
Equity |
40,318,333 |
+17.5% |
-26.8% |
95,367,828 |
+32.9% |
|
Index & ETF |
38,407,542 |
+42.3% |
-31.1% |
94,189,021 |
+85.2% |
|
ETF (only) |
21,501,971 |
+72.8% |
-32.8% |
53,483,883 |
+135.5% |
|
Open Interest |
235,861,354 |
+19.6% |
+8.2% |
----- |
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CBOE maintained its leadership position with 32.2% market share of total industry volume for February with a slight decrease of 1.2% compared to February 2007. CBOE's market share in multiply listed index and ETF options was 35.3%, an increase of 0.8% from the previous month.Year-to-date, CBOE's market share of 31.5% is down slightly from 2007.
|
CBOE Market Share |
Feb 2008 Market Share |
% Change vs
Feb 2007 |
% Change vs Jan 2008 |
Year-To-Date Market Share |
% Change vs 2007 |
|---|---|---|---|---|---|
|
Exchange |
32.2% |
-1.2% |
+1.2% |
31.5% |
-0.7% |
|
Equity |
25.4% |
-0.3% |
+1.1% |
24.7% |
-0.3% |
|
Index & ETF (multiple listings only) |
35.3% |
-6.8% |
+0.8 |
35.6% (last 12 months) |
-5.1% |
*In February, volume in equity options totaled 40.3 million contracts, an increase of 17.5% over February 2007's volume of 34.3 million contracts. The top five most actively traded equity options during the month were: Apple Computer, Inc. (AAPL), Yahoo! Inc. (YHOO), Citigroup, Inc. (C), Microsoft Corp. (MSFT) and Clear Channel (CCU).
*Total volume in index and exchange traded fund (ETF) options during February was 38.4 million contracts traded, up 42.3% over February 2007's volume of 26.9 million contracts. The top five most-actively traded index and ETF options at CBOE during February were: S&P 500 Index (SPX), iShares Russell 2000 Index Fund (IWM), Standard & Poor's Depositary Receipts (SPY), PowerShares QQQ Trust (QQQQ) and VIX Options (VIX).
*Total volume for the month in VIX options was 1,995,487 contracts, up 130% over February 2007's volume of 866,495 contracts.
*During February, two CBOE memberships, or seats, were traded. The first sale of the month occurred on Wednesday, February 11, at a price of $3,100,000 and the second sale on February 21, was for $3 million.
*During February, volume at the CBOE Stock Exchange (CBSX) totaled 232,751,993 shares. Average daily volume at CBSX was 11,637,600 shares and a total of 252,203 trades were executed during February.
*On February 25, CBOE and The Chicago Cubs announced their partnership for the first-ever auction of season tickets to Cubs home games. The partnership also includes naming rights to the new seats at Wrigley Field as well as presenting sponsorship of front row tickets at the Friendly Confines.
CBOE Individual Index Volume Figures For February 2008
|
Symbol |
Product |
Total Volume |
% Change vs Feb 07 |
% Change vs Jan 08 |
Open Interest |
% Change vs 2007 |
|---|---|---|---|---|---|---|
|
SPX |
S&P 500 Index |
11,430,307 |
+14% |
-31% |
11,196,295 |
+27% |
|
VIX |
CBOE Volatility Index (options) |
1,995,487 |
+130% |
-9% |
956,037 |
+14% |
|
SPY |
Standard & Poor's Depositary Receipts (SPDRs) |
5,917,653 |
+180% |
-25% |
10,001,016 |
+123% |
|
XSP |
Mini-S&P 500 Index |
116,020 |
-7% |
-60% |
338,406 |
-66% |
|
OEX |
S&P 100 Index (American-Style Exercise) |
845,452 |
-26% |
-35% |
270,333 |
-8% |
|
XEO |
S&P 100 Index
(European-Style Exercise) |
125,778 |
-48% |
-21% |
112,600 |
-31% |
|
DJX |
Dow Jones Industrial Average |
526,405 |
-13% |
-8% |
769,649 |
+15% |
|
DIA |
DIAMONDS Trust, Series 1 |
691,963 |
27% |
-38% |
1,510,812 |
+33% |
|
NDX |
Nasdaq-100 Index |
416,233 |
-40% |
-31% |
483,723 |
-26% |
|
MNX |
CBOE Mini-NDX Index (based on Nasdaq-100) |
329,623 |
+24% |
-30% |
1,676,578 |
-10% |
|
VXN |
CBOE NDX Volatility Index |
217 |
|
-7% |
351 |
|
|
QQQQ |
PowerShares QQQ Trust |
4,018,853 |
24% |
-43% |
6,895,595 |
-8% |
|
RUT |
Russell 2000 Index |
896,809 |
+120% |
-41% |
1,735,811 |
+100% |
|
RVX |
CBOE RSL2000 VOLATILITY INDEX |
2172 |
|
-21% |
1,345 |
|
|
IWM |
iShares Russell 2000 Index Index Fund |
5,954,249 |
+23% |
-42% |
6,933,330 |
+16% |
|
SMH |
Semiconductor HOLDRs Trust |
91,541 |
-21% |
-34% |
619,681 |
-12% |
|
OIH |
Oil Services HOLDRs Trust |
221,542 |
-16% |
-43% |
436,453 |
-26% |
|
EEM |
iShares MSCI Emerging Markets Index |
1,082,380 |
+301% |
+14% |
1,612,558 |
207% |
|
XLF |
Financial Select SPDR |
1,275,836 |
676% |
-22% |
5,227,395 |
305% |
|
XLE |
Energy Select SPDR |
446,450 |
157% |
0% |
1,561,318 |
19% |
|
QQQQ |
PowerShares QQQ Trust |
4,018,853 |
24% |
-43% |
6,895,595 |
-8% |
CBOE, the largest options marketplace in the U.S. and the creator of listed options, is regulated by the Securities and Exchange Commission (SEC). For additional information about the CBOE and its products, access the CBOE website at: www.cboe.com/.
