CBOE Holdings Reports August 2016 Trading Volume
- Total ADV Down 13% from July 2016, 31% from Year Ago
CHICAGO, Sept. 1, 2016 /PRNewswire/ -- CBOE Holdings, Inc. (NASDAQ: CBOE) reported today that August average daily volume (ADV) for options contracts traded on Chicago Board Options Exchange® (CBOE®) and C2 Options Exchange (C2), and futures contracts traded on CBOE Futures Exchange (CFE®) was 4.1 million contracts, a decrease of 13 percent from July 2016 and 31 percent from August 2015.
New CBOE Holdings Monthly Trading Volume Report and RPC Format
Beginning in October, on the second business day of each month, CBOE Holdings plans to issue a press release to give notice when new monthly trading volume and average revenue per contract (RPC) data is updated and available on the CBOE website. Going forward, each notice and the posting of data on the website will replace monthly trading volume report press releases. The complete volume and RPC statistics will be available under the Quotes & Data section of www.cboe.com.
Business Developments: August
- On August 15, CBOE listed for trading S&P 500® Index (SPX) Monday-expiring WeeklysSM options, which have had an ADV of 32,604 contracts through the end of August, press release.
- CBOE will host its 5th annual CBOE Risk Management Conference Europe in County Wicklow, Ireland, from September 26 through September 28, press release.
- On August 17, CFE announced it received approval from the Monetary Authority of Singapore (MAS) to be a Registered Market Operator (RMO) in Singapore. With this designation, CFE can allow professional investors, accredited investors and expert investors, as defined under Singaporean law, to become CFE Trading Privilege Holders (TPHs) and access CFE's market directly, press release.
- On August 15, CBOE announced the launch of the CBOE-SMA Large Cap Index (SMLC Index), the first of a series of sentiment-based strategy benchmark indexes that measure short-term market momentum based on Social Market Analytics' (SMA) social media metrics, press release.
CBOE Holdings Trading Volume Tables: August
| CBOE Holdings Consolidated Trading Volume Current Month |
Year-To-Date |
|||||||
| (contracts in thousands) |
August |
August |
% |
July |
% |
August |
August |
% |
| Trading Days |
23 |
21 |
20 |
168 |
167 |
|||
| Total Contracts (options & futures) |
94,439.1 |
125,243.6 |
-25% |
94,405.3 |
--- |
771,316.1 |
798,298.3 |
-3% |
| Total Options Contracts (CBOE & C2) |
89,672.4 |
118,834.7 |
-25% |
89,929.6 |
--- |
732,349.3 |
763,915.0 |
-4% |
| Total Futures Contracts (CFE) |
4,766.7 |
6,408.9 |
-26% |
4,475.7 |
7% |
38,967.1 |
34,383.3 |
13% |
| Total ADV (options & futures) |
4,106.0 |
5,964.0 |
-31% |
4,720.3 |
-13% |
4,591.1 |
4,780.2 |
-4% |
| Total Options ADV (CBOE & C2) |
3,898.8 |
5,658.8 |
-31% |
4,496.5 |
-13% |
4,359.2 |
4,574.3 |
-5% |
| Total Futures ADV (CFE) |
207.2 |
305.2 |
-32% |
223.8 |
-7% |
231.9 |
205.9 |
13% |
| CBOE Trading Volume Current Month* |
Year-To-Date |
|||||||
| (contracts in thousands) |
August |
August |
% |
July |
% |
August |
August |
% |
| Trading Days |
23 |
21 |
20 |
168 |
167 |
|||
| Total Exchange |
82,766.6 |
111,068.7 |
-25% |
83,332.4 |
-1% |
680,174.1 |
708,649.2 |
-4% |
| Total Exchange ADV |
3,598.5 |
5,289.0 |
-32% |
4,166.6 |
-14% |
4,048.7 |
4,243.4 |
-5% |
| Equity Options |
30,030.8 |
31,160.2 |
-4% |
27,893.2 |
8% |
223,555.6 |
257,409.7 |
-13% |
| Equity Options ADV |
1,305.7 |
1,483.8 |
-12% |
1,394.7 |
-6% |
1,330.7 |
1,541.4 |
-14% |
| Index Options |
33,106.8 |
51,735.4 |
-36% |
33,763.5 |
-2% |
284,124.3 |
265,896.8 |
7% |
| Index Options ADV |
1,439.4 |
2,463.6 |
-42% |
1,688.2 |
-15% |
1,691.2 |
1,592.2 |
6% |
| ETP Options |
19,629.0 |
28,173.1 |
-30% |
21,675.7 |
-9% |
172,494.2 |
185,342.7 |
-7% |
| ETP Options ADV |
853.4 |
1,341.6 |
-36% |
1,083.8 |
-21% |
1,026.8 |
1,109.8 |
-7% |
*Expanded volume information for CBOE index and ETP options is available at: www.cboe.com/data/monthlyvolume.aspx.
| C2 Trading Volume Current Month |
Year-To-Date |
|||||||
| (contracts in thousands) |
August |
August |
% |
July |
% |
August |
August |
% |
| Trading Days |
23 |
21 |
20 |
168 |
167 |
|||
| Total Exchange |
6,905.9 |
7,766.0 |
-11% |
6,597.2 |
5% |
52,175.2 |
55,265.8 |
-6% |
| Total Exchange ADV |
300.3 |
369.8 |
-19% |
329.9 |
-9% |
310.6 |
330.9 |
-6% |
| Equity Options |
1,945.5 |
2,326.7 |
-16% |
1,865.3 |
4% |
13,798.2 |
16,460.2 |
-16% |
| Equity Options ADV |
84.6 |
110.8 |
-24% |
93.3 |
-9% |
82.1 |
98.6 |
-17% |
| Index Options |
158.9 |
208.1 |
-24% |
157.5 |
1% |
1,778.8 |
1,006.9 |
77% |
| Index Options ADV |
6.9 |
9.9 |
-30% |
7.9 |
-12% |
10.6 |
6.0 |
76% |
| ETP Options |
4,801.5 |
5,231.1 |
-8% |
4,574.4 |
5% |
36,598.2 |
37,798.7 |
-3% |
| ETP Options ADV |
208.8 |
249.1 |
-16% |
228.7 |
-9% |
217.8 |
226.3 |
-4% |
| CFE Trading Volume Current Month* |
Year-To-Date |
|||||||
| August |
August |
% |
July |
% |
August |
August |
% |
|
| Trading Days |
23 |
21 |
20 |
168 |
167 |
|||
| VIX Index Futures |
||||||||
| Total |
4,766,281 |
6,404,254 |
-26% |
4,475,340 |
7% |
38,962,323 |
34,366,015 |
13% |
| ADV |
207,230 |
304,964 |
-32% |
223,767 |
-7% |
231,919 |
205,785 |
13% |
| CFE Total Exchange |
||||||||
| Total |
4,766,703 |
6,408,878 |
-26% |
4,475,738 |
7% |
38,967,139 |
34,383,333 |
13% |
| ADV |
207,248 |
305,185 |
-32% |
223,787 |
-7% |
231,947 |
205,888 |
13% |
*Volume numbers for 2015 and 2016 now include VIX Weeklys futures totals.
| CBOE Holdings Market Share Current Month |
Year-To-Date |
|||||||
| August |
August |
% Pt. |
July |
% Pt. |
August |
August |
% Pt. |
|
| Total Exchange (CBOE & C2) |
27.7% |
27.9% |
-0.2% |
29.1% |
-1.4% |
27.3% |
27.6% |
-0.3% |
| CBOE |
25.6% |
26.1% |
-0.5% |
27.0% |
-1.4% |
25.3% |
25.6% |
-0.3% |
| C2 |
2.1% |
1.8% |
0.3% |
2.1% |
--- |
1.9% |
2.0% |
-0.1% |
| Total Equity Options (CBOE & C2) |
19.1% |
16.7% |
2.4% |
19.5% |
-0.4% |
18.1% |
18.5% |
-0.4% |
| Total Index Options (CBOE & C2) |
99.1% |
98.5% |
0.6% |
99.4% |
-0.3% |
99.2% |
98.0% |
1.2% |
| Total ETF Options (CBOE & C2) |
20.1% |
19.3% |
0.8% |
21.5% |
-1.4% |
19.2% |
22.1% |
-2.9% |
CBOE Holdings Average Revenue Per Contract
The following represents average revenue per contract (RPC) based on a three-month rolling average, reported on a one-month lag. The average RPC represents total transaction fees for CBOE, C2 and CFE 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: |
July |
June |
May |
April |
| Equity Options |
$0.063 |
$0.070 |
$0.075 |
$0.081 |
| Index Options |
$0.704 |
$0.701 |
$0.698 |
$0.706 |
| ETP Options |
$0.096 |
$0.103 |
$0.104 |
$0.111 |
| Total Options Average Revenue Per Contract |
$0.326 |
$0.328 |
$0.326 |
$0.335 |
| Futures |
$1.677 |
$1.682 |
$1.721 |
$1.697 |
| Total Average Revenue Per Contract |
$0.401 |
$0.405 |
$0.394 |
$0.397 |
About CBOE Holdings:
CBOE Holdings, Inc. (NASDAQ: CBOE) is the holding company for Chicago Board Options Exchange (CBOE), CBOE Futures Exchange (CFE), and other subsidiaries. CBOE, the largest U.S. options exchange and creator of listed options, continues to set the bar for options and volatility trading through product innovation, trading technology and investor education. CBOE Holdings offers equity, index and ETP options, including proprietary products, such as options and futures on the CBOE Volatility Index (VIX Index) and S&P 500 options (SPX), the most active U.S. index option. Other products engineered by CBOE include equity options, security index options, Weeklys options, FLEX options, and benchmark products such as the CBOE S&P 500 BuyWrite Index (BXM). CBOE Holdings is home to the world-renowned Options Institute, Livevol options analytics and data tools, and www.cboe.com, the go-to place for options and volatility trading resources.
| Media Contacts: |
Analyst Contact: |
|
| Suzanne Cosgrove |
Gary Compton |
Debbie Koopman |
| (312) 786-7123 |
(312) 786-7612 |
(312) 786-7136 |
CBOE-V
CBOE-2
CBOE-OE
CBOE-EF
CBOE®, Chicago Board Options Exchange®, CFE®, FLEX®, FLexible EXchange®, Livevol®, CBOE Volatility Index® and VIX® are registered trademarks, and BuyWriteSM, BXMSM, CBOE Futures ExchangeSM, The Options InstituteSM and WeeklysSM are service marks of Chicago Board Options Exchange, Incorporated (CBOE). 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, CFE and C2. MSCI® and the MSCI index names are service marks of MSCI Inc. or its affiliates and have been licensed for use by the CBOE and CFE. Options contracts on any MSCI index are not sponsored, guaranteed or endorsed by MSCI, its affiliates or any other party involved in, or related to, making or compiling such MSCI index. All other trademarks and service marks are the property of their respective owners.
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SOURCE CBOE Holdings, Inc.
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