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
2016 | August
2015 | %
Chg | July
2016 | %
Chg | August
2016 | August
2015 | %
Chg |
Trading Days | 23 | 21 |
| 20 |
| 168 | 167 |
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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% |
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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
2016 | August
2015 | %
Chg | July
2016 | %
Chg | August
2016 | August
2015 | %
Chg |
Trading Days | 23 | 21 |
| 20 |
| 168 | 167 |
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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
2016 | August
2015 | %
Chg | July
2016 | %
Chg | August
2016 | August
2015 | %
Chg |
Trading Days | 23 | 21 |
| 20 |
| 168 | 167 |
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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
2016 | August
2015 | %
Chg | July
2016 | %
Chg | August
2016 | August
2015 | %
Chg |
Trading Days | 23 | 21 |
| 20 |
| 168 | 167 |
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