Exchange Volume, January 2006:
Total Volume
53,892,233 contracts
2,694,612 contracts, average daily volume
+55% vs year-ago (January 05)
Sector Volume
Equity Option Volume: 35,021,674 contracts, +63% vs year-ago
Index Option Volume: 18,869,425 contracts, +42% vs year-ago
Open Interest
140,144,021 contracts
+20% vs. year-ago (January 05)
January highlights at CBOE included:
- On Friday, January 20th, CBOE experienced the busiest day in its history, trading nearly 5.3 million contracts, and also set new all-time single-day trading records in: 1) total equity option volume: 2,878,351 contracts; 2) total index option volume: 2,391,146 contracts; 3) total S&P 500 Index option (SPX) volume: 922,876 contracts; and 4) total number of trades handled: 542,098.
- January volume in stock option classes rose 63% over last year as an all-time record 35.0 million contracts were traded. The top five most-actively traded equity options during the month were: Apple Computer, Inc. (AAPL), General Motors (GM), Google Inc. (GOOG), IVAX Corporation (IVX), and Intel Corporation (INTC).
- Volume in index options was 18.9 million contracts, an increase of 42% over January 2005. The top five most-actively traded index options were: S&P 500 Index (SPX), Nasdaq-100 Index Tracking Stock (QQQ), S&P 100 Index (OEX), iShares Russell 2000 Index Fund (IWM), and Standard & Poor's Depositary Receipts (SPY).
- Volume in options on the Nasdaq-100 Index (NDX) set a new all-time monthly record in January as 737,236 contracts traded, an increase of 96% over January 2005.
- At CBOE Futures Exchange (CFE), January volume totaled 24,668 contracts traded, the second busiest month in CFE's 22-month history, and an increase of 193% over January 2005. At month's end, open interest stood at a new record high of 21,510 contracts. Trading in futures on the CBOE Volatility Index (VIX) set three new all-time records, including: 1) monthly volume: 21,502 contracts; 2) open interest: 19,476 contracts; and 3) single-day volume: 4,604 contracts traded on January 31st.
|
|
Product |
Total Volume |
% change vs Jan 05 |
% change vs Dec 05 |
Open Interest |
% change vs Jan 05 |
|---|---|---|---|---|---|---|
|
SPX |
S&P 500 Index |
7,110,679 |
+55% |
+17% |
6,774,768 |
+24% |
|
XSP |
Mini-S&P 500 Index |
229,579 |
----- |
+2% |
962,063 |
(-2%)vs Dec |
|
SPY |
Standard & Poor's Depositary Receipts (SPDRs) |
1,100,196 |
+24% |
(-29%) |
2,607,894 |
+104% |
|
OEX |
S&P 100 Index (American-Style Exercise) |
1,496,761 |
+7% |
+13% |
338,781 |
(-7%) |
|
XEO |
S&P 100 Index (European-Style Exercise) |
190,704 |
+53% |
+22% |
61,782 |
(-1%) |
|
DJX |
Dow Jones Industrial Average |
732,803 |
+7% |
+30% |
718,126 |
+24% |
|
DIA |
DIAMONDS Trust, Series 1 |
692,191 |
+35% |
(-1%) |
1,005,429 |
+95% |
|
NDX |
Nasdaq-100 Index |
737,236 New Record |
+96% |
+34% |
662,862 |
+90% |
|
MNX |
CBOE Mini-NDX Index (based on Nasdaq-100) |
631,579 |
+1% |
+37% |
1,803,623 |
+2% |
|
QQQ |
Nasdaq-100 Index Tracking Stock |
3,022,012 |
+22% |
+21% |
5,200,125 |
(-29%) |
|
RUT |
Russell 2000 Index |
171,225 |
+169% |
+33% |
251,739 |
+157% |
|
IWM |
iShares Russell 2000 Index Fund |
1,446,060 |
+47% |
+38% |
2,605,569 |
+157% |
|
SMH |
Semiconductor HOLDRs Trust |
200,624 |
+70% |
(-10%) |
786,488 |
+26% |
|
OIH |
Oil Services HOLDRs Trust |
205,018 |
+876% |
+45% |
413,858 |
+212% |
|
XLE |
Energy Select SPDR |
289,277 |
+903% |
+39% |
1,179,992 |
+542% |
|
TLT |
iShares Lehman 20+Year Treasury Bond Fund |
28,256 |
(-56%) |
(-13%) |
123,850 |
(-41%) |
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/
