CBOE Holdings, Inc. reported that total trading volume in October for options contracts on Chicago Board Options Exchange? (CBOE?) and C2 Options Exchange (C2) and futures contracts on CBOE Futures Exchange (CFE?) was 98.8 million contracts. This is down 5% from September and 39% from record October 2014.
Average daily volume (ADV) was 4.5 Million contracts, a 9% decrease from September and a 37% decrease from record October 2014.
CBOE Trading Volume: October??
- CBOE’s ADV for the month was 4.0 million contracts and total volume was 88.8 million contracts, decreases of 8 percent and 4 percent, respectively, from September 2015.? When compared to October 2014’s records in ADV and total volume, October 2015 ADV declined 36 percent and total volume declined 39 percent.?? ?
- October ADV in equity options increased 16 percent from September 2015 and decreased 33 percent from October 2014.?
- October ADV in exchange-traded product (ETP) options decreased 21 percent from September 2015 and 51 percent versus October 2014.
- October ADV in index options decreased 16 percent from September 2015 and 26 percent from the record ADV in October 2014.?? ?
CBOE Market Share: October ???
- CBOE’s market share of total U.S. options industry volume was 24.5 percent in October, a decrease of 1.6 percentage points from September 2015 and 4.9 percentage points from October 2014.
C2 Trading Volume: October
- C2’s ADV for the month was 274,198 contracts and total volume was 6.0 million contracts, decreases of 7 percent and 2 percent, respectively, from September 2015.?
- When compared to October 2014’s records in ADV and total volume, October 2015 ADV declined 43 percent and total volume declined 45 percent.?? ?
C2 Market Share: October
- C2 market share of total industry volume in October was 1.7 percent, unchanged from September 2015 and a decrease of 0.6 percentage points from October 2014.
CBOE Futures Exchange (CFE) Trading Volume: October
- Total ADV at CFE was 181,760 contracts in October, a decrease of 28 percent from September 2015 and 44 percent from the record ADV in October 2014. Total volume at CFE for the month was 4.0 million contracts, down 24 percent from September 2015 and 46 percent from the record total volume a year ago.???
- Total volume in CBOE Volatility Index? (VIX? Index) futures for October was 4.0 million contracts, down 24 percent from September 2015 and 46 percent from October 2014’s all-time high. October VIX futures’ ADV was 181,562 contracts.