– Total Index Options ADV Up 8% from May 2015

– VIX Futures ADV Up 31% from May 2015

– SPX Options ADV Up 13% from May 2015

 

CBOE Holdings, Inc. reported today that May average daily volume (ADV) for options contracts traded on Chicago Board Options Exchange? (CBOE?) and C2 Options Exchange (C2), and futures contracts traded on CBOE Futures Exchange (CFE?) was 4.3 million contracts, an increase of 2 percent from April 2016 and relatively unchanged from May 2015.?

 

Trading Volume Highlights: May

  • Index options traded at CBOE had an ADV of 1.5 million contracts in May, an increase of 8 percent from May 2015.
  • S&P 500? Index (SPX) options were the most actively traded index options for the month with an ADV of 899,006 contracts, up 13 percent from the 796,634 contracts traded in May 2015.
  • CBOE Volatility Index? (VIX? Index) options at CBOE had a May ADV of 527,948 contracts, up 3 percent from the 513,842 contracts traded in May 2015.
  • VIX futures traded on CFE had a May ADV of 229,267 contracts, up 31 percent from a year ago.
  • May VIX futures ADV in extended trading hours (ETH) at CFE was 23,360 contracts, representing 10 percent of all CFE ADV for the month, compared with 8 percent in May 2015.

 

Business Developments: May

  • On May 23, CBOE Holdings announced that it made a minority equity investment in Eris Exchange Holdings, LLC, a U.S.-based futures exchange group offering swap futures as a capital-efficient alternative to over-the-counter (OTC) swaps.
  • CBOE Holdings announced the shareholder voting results from its 2016 Annual Meeting on May 19. William M. Farrow III is a new member of the board of directors, while Chairman William Brodsky announced he does not intend to be a candidate for director in 2017.