The Options Insider

July 2015 Trading Volume Reported By CBOE Holdings

by | Aug 4, 2015 | Industry

CBOE Holdings, Inc. (NASDAQ: CBOE) reported that total trading volume in July for options contracts on Chicago Board Options Exchange? (CBOE?) and C2 Options Exchange (C2) and futures contracts on CBOE Futures Exchange (CFE?) was 106.5 million contracts.? This is an increase of 7 percent from June 2015 and a decrease of 2 percent from July 2014.

 

CBOE Trading Volume: July??

  • CBOE’s ADV for the month was 4.3 million contracts, up 7 percent from June 2015 and down 4 percent from July 2014. Exchangewide trading volume totaled 93.9 million contracts, an increase of 7 percent from the previous month and a decrease of 4 percent from a year ago.
  • July ADV in index options rose 8 percent, exchange-traded product (ETP) options increased 3 percent, and equity options increased 10 percent from June 2015.

 

CBOE Market Share: July ???

  • CBOE’s market share of total U.S. options industry volume was 24.8 percent in July, a decrease of 1.4 percentage points from June 2015 and a decrease of 2.7 percentage points from July 2014.

 

C2 Trading Volume: July

  • C2’s July trading volume totaled 7.6 million contracts, an increase of 10 percent from June 2015 and an increase of 10 percent from July 2014.? ADV was 343,996 contracts, a 10-percent increase from June 2015 and a 10-percent increase from July 2014.

 

C2 Market Share: July

  • C2 market share of total industry volume in July was 2.0 percent, a decrease of 0.1 percentage points from June 2015 and up 0.1 of a percentage point from July 2014.

 

CBOE Futures Exchange (CFE) Trading Volume and Highlights

  • Total ADV at CFE was 228,123 contracts in July, an 8-percent increase from June 2015 and up 16 percent from July 2014. Total volume at CFE during the month was 5.0 million contracts, an increase of 8 percent from the previous month and 16 percent from the year-ago total.
  • July average daily volume in CBOE Volatility Index? (VIX? Index) futures was 227,970 contracts, an increase of 8 percent from June 2015 and up 16 percent from July 2014. Total volume in VIX futures for July was 5.0 million contracts, an increase of 8 percent from the previous month and 16 percent from a year ago.
  • July’s total and average daily volumes for VIX futures rank second in terms of all-time monthly records, trailing only the 7.4 million total and 323,761 ADV traded in October 2014.