CBOE Holdings’ year-to-date ADV was 5.18 million contracts, 12 percent ahead of the same period one year ago.
July was the second-most-active-month in total trading volume for futures on the CBOE Volatility Index(R) (VIX(R) index), up 48 percent from July 2013.
CBOE Trading Volume:
?? — CBOE’s July ADV was 4.44 million contracts, a nine-percent increase from
????? July 2013 and a three-percent increase from June 2014.
?
?? — Index options ADV was 1.43 million contracts, a nine-percent increase
????? from July 2013 and a five-percent decrease from June 2014.
?
?? — Equity options ADV was 1.91 million contracts, a 14-percent increase from
????? July 2013 and a 10-percent increase from June 2014.
?
?? — Exchange traded product (ETP) options ADV was 1.10 million contracts, a
????? two-percent increase from July 2013 and a four-percent increase from June
????? 2014.
?
?? — The five most actively traded index and ETP options at CBOE in July were
????? options on S&P 500(R) Index (SPX), CBOE Volatility Index(R) (VIX(R)
????? Index), Standard & Poor’s Depositary Receipt (SPY), iShares Trust –
????? Russell 2000(R) Index Fund (IWM) and iPath S&P 500 VIX Short-Term Futures
????? ETN (VXX).
CBOE Market Share:
CBOE’s market share of total U.S. options industry volume was 27.5 percent in July 2014, a decrease of 0.1 of a percentage point from July 2013 and a decrease of 0.6 of a percentage point from June 2014.
C2 Trading Volume :
C2’s July trading volume totaled 6.88 million contracts. ADV was 312,600 contracts, a 20-percent increase from July 2013 and a five-percent increase from June 2014.
?C2 Market Share:
C2 market share of total industry volume in July 2014 was 1.9 percent, an increase of 0.1 of a percentage point from July 2013 and even with market share in June 2014.
?CBOE Futures Exchange (CFE) Trading Volume and Highlights
?? — VIX futures volume for July totaled 4.33 million contracts, making July
????? its second-most-active month ever in terms of trading volume. Monthly
????? volume was a 48-percent increase from year-ago volume and a 19-percent
????? increase from June 2014 volume.
?
?? — VIX futures ADV was 196,990 contracts, up 48 percent from a year ago and
????? up 13 percent from June.
?
?? — Volume in VIX futures outside of regular U.S. trading hours averaged more
????? than 19,000 contracts per day in July, accounting for approximately 10
????? percent of CFE’s total daily volume.
?
?? — On August 1, CFE reported record trading volume in VIX futures during
????? non-U.S. trading hours, with an estimated 68,033 contracts changing hands
????? overnight. Today’s record surpassed the previous record in non-U.S.
????? trading hours of 59,505 contracts set on July 10, 2014.