The Options Insider

September 2015 Trading Volume Reported By CBOE Holdings

by | Oct 2, 2015 | Industry

CBOE Holdings, Inc. reported total options and futures average daily volume (ADV)? for September was 5.0 million contracts, a decrease of 5 percent from September 2014 and 17 percent from August 2015.

 

CBOE Trading Volume – September

  • CBOE’s ADV for the month was 4.4 million contracts, a decrease of 5 percent from September 2014 and 17 percent from August 2015. Trading volume totaled 92.6 million contracts, a decrease of 5 percent from a year ago and 17 percent from August 2015.
  • September ADV in index options increased 36 percent, while exchange-traded product (ETP) options decreased 7 percent and equity options decreased 36 percent versus September 2014. When compared to August 2015, ADV in index options, equity options and ETP options decreased 19 percent, 17 percent and 13 percent, respectively.
  • Expanded volume information for CBOE index and ETP options is available at: www.cboe.com/data/monthlyvolume.aspx.

 

CBOE Market Share: September ???

  • CBOE’s market share of total U.S. options industry volume was 26.1 percent in September, a decrease of 0.6 percentage points from September 2014 and unchanged from August 2015.

 

C2 Volume: September

  • C2’s September trading volume totaled 6.2 million contracts, a decrease of 19 percent from September 2014 and 21 percent from August 2015.? ADV was 293,704 contracts, a decrease of 19 percent from September 2014 and 21 percent from August 2015.

 

C2 Market Share: September

  • C2 market share of total industry volume in September was 1.7 percent, a decrease of 0.4 percentage points from September 2014 and 0.1 of a percentage point from August 2015.

 

CBOE Futures Exchange (CFE) Trading Volume and Highlights

  • Total ADV at CFE was 251,376 contracts in September, an increase of 40 percent from September 2014 and a decrease of 18 percent from August 2015. Total volume at CFE for the month was 5.3 million contracts, up 40 percent from the year-ago total and down 18 percent from August 2015.
  • Total volume in CBOE Volatility Index? (VIX? Index) futures for September was 5.3 million contracts, up 41 percent from September 2014, but down 17 percent from August 2015. September VIX futures’ ADV was 251,207 contracts.