- Total Volume of 103.0 Million Contracts
- Up 14% from December 2015, Down 4% from January 2015
- ADV of 5.4 Million Contracts
- Up 32% from December 2015 and 1% from January 2015
CHICAGO
, Feb. 1, 2016 /PRNewswire/ -- CBOE Holdings, Inc. (NASDAQ: CBOE) reported today that total trading volume in January for options contracts on
Chicago
Board Options Exchange® (CBOE®) and C2 Options Exchange (C2) and futures contracts on CBOE Futures Exchange (CFE®) was 103.0 million contracts, with an average daily volume (ADV) of 5.4 million contracts, increases of 14 percent and 32 percent, respectively, from December 2015.
When compared to January 2015's 107.2 million total options and futures contracts, total volume for January 2016 decreased 4 percent. ADV during January 2016 slightly increased by 1 percent over January 2015's ADV of 5.4 million contracts.
CBOE Holdings Consolidated Trading Volume Current Month |
(contracts in thousands) |
Jan
2016 |
Jan
2015 |
%
Chg |
Dec
2015 |
%
Chg |
Trading Days |
19 |
20 |
|
22 |
|
Total Contracts (options & futures) |
102,994.5 |
107,239.7 |
-4% |
90,028.8 |
14% |
Total Options Contracts (CBOE & C2) |
97,826.1 |
102,666.1 |
-5% |
85,495.5 |
14% |
Total Futures Contracts (CFE) |
5,168.4 |
4,573.7 |
13% |
4,533.4 |
14% |
|
|
|
|
|
|
Total ADV (options & futures) |
5,420.8 |
5,362.0 |
1% |
4,092.2 |
32% |
Total Options ADV (CBOE & C2) |
5,148.7 |
5,133.3 |
-- |
3,886.2 |
32% |
Total Futures ADV (CFE) |
272.0 |
228.7 |
19% |
206.1 |
32% |
CBOE Trading Volume and Market Share
CBOE Volume: January
- CBOE's ADV for the month was 4.8 million contracts and total volume was 90.8 million contracts, increases of 33 percent and 15 percent, respectively, from December 2015. When compared to a year ago, January 2016 ADV was unchanged and total volume decreased 5 percent.
- January ADV in index options increased 35 percent from December 2015 and increased 26 percent from January 2015.
- January ADV in equity options increased 31 percent from December 2015, but decreased 17 percent from January 2015.
- January ADV in exchange-traded product (ETP) options increased 35 percent from December 2015, but decreased 6 percent from January 2015.
- Expanded volume information for CBOE index and ETP options is available at: www.cboe.com/data/monthlyvolume.aspx.
CBOE Trading Volume Current Month |
(contracts in thousands) |
Jan
2016 |
Jan
2015 |
%
Chg |
Dec
2015 |
%
Chg |
Trading Days |
19 |
20 |
|
22 |
|
Total Exchange |
90,837.3 |
95,516.1 |
-5% |
78,798.9 |
15% |
Total Exchange ADV |
4,780.9 |
4,775.8 |
-- |
3,581.8 |
33% |
Equity Options |
29,415.5 |
37,463.3 |
-21% |
26,090.9 |
13% |
Equity Options ADV |
1,548.2 |
1,873.2 |
-17% |
1,186.0 |
31% |
Index Options |
37,626.4 |
31,351.5 |
20% |
32,326.0 |
16% |
Index Options ADV |
1,980.3 |
1,567.6 |
26% |
1,469.4 |
35% |
ETP Options |
23,795.4 |
26,701.2 |
-11% |
20,382.0 |
17% |
ETP Options ADV |
1,252.4 |
1,335.1 |
-6% |
926.5 |
35% |
CBOE Market Share: January
- CBOE's market share of total
U.S.
options industry volume was 24.9 percent in January, an increase of 1.6 percentage points from December 2015 and a decrease of 2.1 percentage points from January 2015.
CBOE Market Share Current Month |
|
Jan
2016 |
Jan
2015 |
% Pt.
Chg |
Dec
2015 |
% Pt.
Chg |
Total Exchange |
24.9% |
27.0% |
-2.1% |
23.3% |
1.6% |
Equity Options |
17.2% |
19.3% |
-2.1% |
16.2% |
1.0% |
Index Options |
98.2% |
96.2% |
2.0% |
98.2% |
-- |
ETP Options |
15.3% |
21.1% |
-5.8% |
14.1% |
1.2% |
C2 Trading Volume and Market Share
C2 Volume: January
- C2's ADV for the month was 367,831 contracts and total volume was 7.0 million contracts, increases of 21 percent and 4 percent, respectively, from December 2015.
- When compared to a year ago, January 2016 ADV increased 3 percent and total volume decreased 2 percent.
C2 Trading Volume Current Month |
(contracts in thousands) |
Jan
2016 |
Jan
2015 |
%
Chg |
Dec
2015 |
%
Chg |
Trading Days |
19 |
20 |
|
22 |
|
Total Exchange |
6,988.8 |
7,150.0 |
-2% |
6,696.5 |
4% |
Total Exchange ADV |
367.8 |
357.5 |
3% |
304.4 |
21% |
Equity Options |
1,605.8 |
1,872.2 |
-14% |
1,543.6 |
4% |
Equity Options ADV |
84.5 |
93.6 |
-10% |
70.2 |
20% |
Index Options |
291.8 |
66.9 |
336% |
237.5 |
23% |
Index Options ADV |
15.4 |
3.3 |
359% |
10.8 |
42% |
ETP Options |
5,091.2 |
5,211.0 |
-2% |
4,915.4 |
4% |
ETP Options ADV |
268.0 |
260.5 |
3% |
223.4 |
20% |
C2 Market Share: January
- C2's market share of total industry volume in January was 1.9 percent, a decrease of 0.1 percentage points from both December 2015 and January 2015.
C2 Market Share Current Month |
|
Jan
2016 |
Jan
2015 |
% Pt.
Chg |
Dec
2015 |
% Pt.
Chg |
Total Exchange |
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