The Options Insider

February 2016 Trading Volume Reported By CBOE Holdings

by | Mar 2, 2016 | Industry

CBOE Holdings, Inc. reported that total trading volume in February for options contracts on Chicago Board Options Exchange? (CBOE?) and C2 Options Exchange (C2) and futures contracts on CBOE Futures Exchange (CFE?) was 92.9 million contracts. This is? an increase of 5 percent from February 2015 and a decrease of 10 percent from January 2016.?

 

CBOE Trading Volume

  • CBOE’s total volume for the month was 82.3 million contracts, an increase of 3 percent from February 2015. ADV was 4.1 million contracts, a decrease of 2 percent from a year ago. When compared to January 2016’s ADV and total volume, February 2016 total volume declined 9 percent and ADV declined 14 percent.
  • February ADV in index options increased 26 percent from February 2015, but decreased 13 percent from ADV in January 2016.
  • February ADV in equity options decreased 24 percent from February 2015 and 13 percent from January 2016.
  • February ADV in exchange-traded product (ETP) options was unchanged from February 2015 and fell 17 percent from January 2016.

 

CBOE Market Share:

CBOE’s market share of total U.S. options industry volume was 24.8 percent in February, a decrease of 0.1 percentage points from January 2016 and 1.5 percentage points from February 2015.

 

C2 Trading Volume:

  • C2’s ADV for the month was 324,653 contracts and total volume was 6.5 million contracts, an increase of 9 percent and 15 percent, respectively, from February 2015.
  • When compared to January 2016’s ADV and total volume, February 2016 ADV declined 12 percent and total volume declined 7 percent.

 

C2 Market Share:

C2’s market share of total industry volume in February was 2 percent, an increase of 0.1 percentage points from January 2016 and from February 2015.

 

CBOE Futures Exchange Trading Volume and Highlights

Total ADV at CFE was 204,624 contracts in February, an increase of 23 percent from February 2015 and a decrease of 25 percent from January 2016. Total volume at CFE for the month was 4.1 million contracts, up 29 percent from total volume a year ago and down 21 percent from January 2016.