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CBOE Holdings Reports June 2012 Trading Volume
PR Newswire
Jul 02, 2012
CHICAGO, July 2, 2012 /PRNewswire/ -- CBOE Holdings, Inc. (NASDAQ: CBOE) today reported that June 2012 trading volume for options on the Chicago Board Options Exchange (CBOE) and C2 Options Exchange (C2), combined, totaled 96.7 million contracts. June average daily volume (ADV) was 4.6 million contracts, a two percent increase from June 2011 ADV of 4.5 million contracts and a seven-percent decline from May 2012 ADV of 5.0 million contracts.
(Logo: http://photos.prnewswire.com/prnh/20100614/CG20953LOGO)
CBOE Futures Exchange (CFE) and the exchange's flagship product, futures on the CBOE Volatility Index (the VIX Index), posted back-to-back monthly records in June 2012 and surpassed the two-million contract benchmark for the second straight month.
CBOE Trading Volume and Market Share
-- CBOE trading volume - CBOE's June 2012 ADV was 4.41 million contracts,
up two percent from 4.31 million contracts ADV in June 2011 and down
seven percent from May 2012 ADV of 4.74 million contracts.
-- CBOE index options - June 2012 index option ADV was 1.25 million
contracts, down four percent from 1.30 million contracts ADV in June
2011 and down seven percent from May 2012 ADV of 1.34 million contracts.
-- CBOE ETF options - June 2012 ETF option ADV was 1.43 million contracts,
up nine percent from 1.31 million contracts ADV in June 2011 and down
less than one percent from May 2012 ADV of nearly 1.44 million
contracts.
-- CBOE equity options - June 2012 equity option ADV was 1.73 million
contracts, up about two percent from 1.70 million contracts ADV in June
2011 and down 12 percent from May 2012 ADV of 1.96 million contracts.
-- The five most actively traded index and ETF options at CBOE during June
were the S&P 500 Index (SPX), Standard & Poor's Depositary Receipts
(SPY), CBOE Volatility Index (VIX), PowerShares QQQ Trust (QQQ) and
iShares Trust Russell 2000 Index Fund (IWM).
-- The five most actively traded equity options at CBOE during June were
Apple (AAPL), Bank of America (BAC), JPMorgan Chase (JPM), Facebook (FB)
and Arena Pharmaceuticals (ARNA).
CBOE Trading Volume Year-To-Date
------------------- ------------
(trades in Jun-12 Jun-11 % Chg May-12 % pt. Chg Jun-12 Jun-11 % Chg
thousands)
---------
Trading Days 21 22 22 125 125
------------ --- --- --- --- ---
Total Exchange 92,510.8 94,714.6 -2% 104,274.4 -11% 568,207.6 567,396.0 0%
-------------- -------- -------- --- --------- --- --------- --------- ---
Total Exchange
ADV 4,405.3 4,305.2 2% 4,739.7 -7% 4,545.7 4,539.2 0%
-------------- ------- ------- --- ------- --- ------- ------- ---
Equity Options 36,325.0 37,338.1 -3% 43,054.9 -16% 259,635.6 274,449.6 -5%
-------------- -------- -------- --- -------- --- --------- --------- ---
Equity Options 1,729.8 1,697.2 2% 1,957.0 -12% 2,077.1 2,195.6 -5%
ADV
---
Index Options 26,187.1 28,632.0 -9% 29,534.5 -11% 150,871.2 142,892.6 6%
------------- -------- -------- --- -------- --- --------- --------- ---
Index Options 1,247.0 1,301.5 -4% 1,342.5 -7% 1,207.0 1,143.1 6%
ADV
---
ETF Options 29,998.8 28,744.6 4% 31,685.0 -5% 157,700.8 150,053.7 5%
----------- -------- -------- --- -------- --- --------- --------- ---
ETF Options 1,428.5 1,306.6 9% 1,440.2 -1% 1,261.6 1,200.4 5%
ADV
---
Expanded June 2012 volume information for CBOE index and ETF options is available at: www.cboe.com/data/monthlyvolume.aspx.
CBOE Market Share:
CBOE June market share was 28.4 percent, up three percentage points from June 2011 and up about one percentage point from May 2012. If the volume from dividend trades was excluded from industry data for June 2012, CBOE's total market share would be 29.0 percent.
Exclusion of dividend trades from total industry volume data presents a more relevant measure of the relative trends in the options business.
CBOE Current Month Year-To-Date
------------------- ------------
Jun 2012 Jun 2011 % pt. Chg May 2012 % pt. Chg Jun 2012 Jun 2011 % pt. Chg
-------- -------- --------- -------- --------- -------- -------- ---------
Total
Exchange 28.4% 25.4% 3.0% 27.6% 0.8% 27.3% 25.6% 1.7%
--------- ---- ---- --- ---- --- ---- ---- ---
Total
Exchange
(excl.
dividend
trades) 29.0% 26.1% 2.9% 28.5% 0.5% 28.5% 26.6% 1.9%
--------- ---- ---- --- ---- --- ---- ---- ---
Equity
Options 23.0% 19.9% 3.1% 21.3% 1.7% 22.0% 21.3% 0.7%
-------- ---- ---- --- ---- --- ---- ---- ---
Equity
Option
(excl.
dividend
trades) 23.7% 20.5% 3.2% 22.6% 1.1% 23.5% 22.6% 0.9%
--------- ---- ---- --- ---- --- ---- ---- ---
Index
Options 93.8% 94.3% -0.5% 94.2% -0.4% 94.3% 94.3% 0.0%
-------- ---- ---- ---- ---- ---- ---- ---- ---
Index
Options
(excl.
dividend
trades) 93.9% 94.5% -0.6% 94.3% -0.4% 94.5% 94.6% -0.1%
--------- ---- ---- ---- ---- ---- ---- ---- ----
ETF Options 21.4% 18.6% 2.8% 22.0% -0.6% 21.3% 19.2% 2.1%
----------- ---- ---- --- ---- ---- ---- ---- ---
ETF Options
(excl.
dividend
trades) 21.9% 19.0% 2.9% 22.0% -0.1% 21.6% 19.5% 2.1%
----------- ---- ---- --- ---- ---- ---- ---- ---
CBOE June 2012 Market Share by Product:
-- Index options - CBOE's market share was 93.8 percent, down about one
half of a percentage point from June 2011 and down less than one half of
a percentage point from May 2012.
-- Equity options - CBOE's market share was 23.0 percent, up three
percentage points from June 2011 and up almost two percentage points
from May 2012.
-- ETF options - CBOE's market share was 21.4 percent, up almost three
percentage points from June 2011 and down about one half of a percentage
point from May 2012.
C2 Options Exchange Trading Volume and Market Share
C2 Trading Volume:
In June 2012, daily volume on C2 Options Exchange averaged 199,800 contracts, down five percent from June 2011 ADV of 210,900 contracts and down eleven percent from May 2012 ADV of 223,700 contracts.
June 2012 equity option average daily volume rose 22 percent over June 2011, while ETF options daily volume was down 19 percent from a year ago.
C2 Trading Volume Year-To-Date
----------------- ------------
(trades in thousands) Jun-12 Jun-11 % Chg May-12 % pt. Chg Jun-12 Jun-11 % Chg
-------------------- ------ ------ ------ ------ --------- ------ ------ ------
Trading Days 21 22 22 125 125
------------ --- --- --- --- ---
Total Exchange 4,195.2 4,639.7 -10% 4,920.8 -15% 27,101.6 22,120.4 23%
-------------- ------- ------- --- ------- --- -------- -------- ---
Total Exchange ADV 199.8 210.9 -5% 223.7 -11% 216.8 177.0 23%
------------------ ----- ----- --- ----- --- ----- ----- ---
Equity Options 1,436.3 1,233.8 16% 1,827.0 -21% 10,682.0 8,965.6 19%
-------------- ------- ------- --- ------- --- -------- ------- ---
Equity Options ADV 68.4 56.1 22% 83.0 -18% 85.5 71.7 19%
------------------ ---- ---- --- ---- --- ---- ---- ---
Index Options 139.4 N/A N/A 162.4 -14% 790.0 N/A N/A
------------- ----- --- --- ----- --- ----- --- ---
Index Options ADV 6.6 N/A N/A 7.4 -10% 6.3 N/A N/A
----------------- --- --- --- --- --- --- --- ---
ETF Options 2,619.5 3,405.9 -23% 2,931.5 -11% 15,629.7 13,154.8 19%
----------- ------- ------- --- ------- --- -------- -------- ---
ETF Options ADV 124.7 154.8 -19% 133.2 -6% 125.0 105.2 19%
--------------- ----- ----- --- ----- --- ----- ----- ---
C2 Market Share:
In June 2012, C2's market share was 1.3 percent, up slightly from June 2011 and unchanged from May 2012.
C2 Current Month Year-To-Date
----------------- ------------
Jun 2012 Jun 2011 % pt. Chg May 2012 % pt. Chg Jun 2012 Jun 2011 % pt. Chg
-------- -------- --------- -------- --------- -------- -------- ---------
Total
Exchange 1.3% 1.2% 0.1% 1.3% 0.0% 1.3% 1.0% 0.3%
--------- --- --- --- --- --- --- --- ---
Total
Exchange
(excl.
dividend
trades) 1.3% 1.3% 0.0% 1.3% 0.0% 1.4% 1.0% 0.4%
--------- --- --- --- --- --- --- --- ---
Equity
Options 0.9% 0.7% 0.2% 0.9% 0.0% 0.9% 0.7% 0.2%
-------- --- --- --- --- --- --- --- ---
Equity
Option
(excl.
dividend
trades) 0.9% 0.7% 0.2% 1.0% -0.1% 1.0% 0.7% 0.3%
--------- --- --- --- --- ---- --- --- ---
Index
Options 0.5% N/A N/A 0.6% -0.1% 0.5% N/A N/A
-------- --- --- --- --- ---- --- --- ---
Index
Options
(excl.
dividend
trades) 0.5% N/A N/A 0.5% 0.0% 0.5% N/A N/A
--------- --- --- --- --- --- --- --- ---
ETF Options 1.9% 2.2% -0.3% 2.0% -0.1% 2.1% 1.7% 0.4%
----------- --- --- ---- --- ---- --- --- ---
ETF Options
(excl.
dividend
trades) 1.9% 2.2% -0.3% 2.0% -0.1% 2.1% 1.7% 0.4%
----------- --- --- ---- --- ---- --- --- ---
CBOE Futures Exchange Trading
-- Futures on the CBOE Volatility Index (the VIX Index) volume totaled a
record 2.15 million contracts in June, up 76 percent from 1.22 million
contracts traded in June 2011 and up eight percent from 2.0 million
contracts traded in May 2012, the previous high.
CBOE Holdings Average Transaction Fee Per Contract
The following represents the average transaction fee per contract based on a three-month rolling average, reported on a one-month lag. The average transaction fee per contract represents total transaction fees for CBOE, C2, and CBOE Futures Exchange recognized for the period divided by total contracts traded during the period. Average transaction fees per contract can be affected by various factors, including exchange fee rates, volume-based discounts and transaction mix by contract type and product type.
(In dollars) Three-Month Period Ended
----------- ------------------------
Product: May April March February
2012 2012 2012 2012
--- ---- ---- ---- ----
Equities $0.117 $0.112 $0.110 $0.128
-------- ------ ------ ------ ------
Indexes 0.673 0.667 0.658 0.651
------- ----- ----- ----- -----
Exchange Traded Funds 0.176 0.172 0.171 0.188
--------------------- ----- ----- ----- -----
Total Options Average Transaction Fee Per Contract 0.279 0.267 0.261 0.275
------------------------------ ----- ----- ----- -----
Futures 1.650 1.655 1.697 1.610
------- ----- ----- ----- -----
Total Average Transaction Fee Per Contract $0.304 $0.290 $0.280 $0.289
------------------------------ ------ ------ ------ ------
About CBOE Holdings, Inc.
CBOE Holdings, Inc. (NASDAQ: CBOE) is the holding company for Chicago Board Options Exchange (CBOE), C2 Options Exchange and other subsidiaries. CBOE, the largest U.S. options exchange and creator of listed options, continues to set the bar for options trading through product innovation, trading technology and investor education. CBOE offers equity, index and ETF options, including proprietary products, such as S&P 500 options (SPX), the most active U.S. index option, and options on the CBOE Volatility Index (the VIX Index). Other products engineered by CBOE include equity options, security index options, LEAPS options, FLEX options, and benchmark products such as the CBOE S&P 500 BuyWrite Index (BXM). CBOE is home to the world-renowned Options Institute and www.cboe.com, named "Best of the Web" for options information and education. CBOE is regulated by the Securities and Exchange Commission (SEC), with all trades cleared by the OCC.
CBOE®, Chicago Board Options Exchange®, FLEX®, LEAPS®, CBOE Volatility Index® and VIX® are registered trademarks, and BuyWrite(SM), BXM(SM), SPX(SM) and The Options Institute are service marks of Chicago Board Options Exchange, Incorporated (CBOE). C2(SM), C2 Options Exchange, Incorporated(SM) and SPXpm(SM) are service marks of C2 Options Exchange, Incorporated (C2). Standard & Poor's® , S&P® and S&P 500® are registered trademarks of Standard & Poor's Financial Services, LLC and have been licensed for use by CBOE, C2 and CFE.
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SOURCE CBOE Holdings, Inc.
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