2015 - Cboe | Cboe Options Exchange

CBOE Market Statistics

2015

Table of Contents

CBOE HOLDINGS TRADING ACTIVITY - 2015

(Includes CBOE and C2) .......................................................................................1 Total Options Trading Summary Total Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions................................................2 Total Options Contract Volume - All Options...........................................................2

CBOE TRADING ACTIVITY - 2015

Total CBOE Options Trading Summary...................................................................3 Total CBOE Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions................................................4 Total CBOE Options Contract Volume - All Options .................................................4

CBOE EQUITY OPTIONS - 2015

Equity Options Contract Volume ............................................................................5 Equity Options Open Interest and Dollar Volume.....................................................5 Equity Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions................................................6 Equity FLEX? Options Contract Volume, Open Interest

and Dollar Volume .........................................................................................7 Equity FLEX? Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions................................................7 CBOE Equity Options Volume ................................................................................8-63 CBOE Top 100 Equity Options Ranked By Volume ................................................64-65

CBOE CASH INDEX OPTIONS - 2015

(Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions) Cash Index Options Launch Dates .......................................................................66 Most Active Cash Indexes ? 2015.......................................................................67-68 Total CBOE Cash Index Options...........................................................................69-70 Total CBOE Cash Index FLEX (NDX, RUT, SPX, XSP) .............................................71-72 Total CBOE Volume for FLEX, QUARTERLY, WEEKLY and BINARY Cash Index Options ............................................................................72 SPX (S&P 500?) ................................................................................................73-74 XSP? (Mini-S&P 500? Index) ..............................................................................75-76 SPXpm (S&P 500?)............................................................................................77-78 OEX? (S&P 100?) ..............................................................................................79-80 XEO? (S&P 100? European Style) .......................................................................81-82 DJX (Dow Jones Industrial AverageSM) .................................................................83-84 NDX (Nasdaq-100 Index?) ..................................................................................85-86 MNX (Mini Nasdaq-100 Index?) ..........................................................................87-88 RUT (Russell 2000? Index) .................................................................................89-90 VIX? (CBOE Volatility Index?)...............................................................................91-92 Other Cash Index Option Products.......................................................................93-94 Other Cash Index Options Contract Volume Detail ................................................95

CBOE BINARY OPTIONS - 2015

(Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions) BSZ CBOE Binary Options (SPX) ..........................................................................96 BVZ CBOE Binary Options (VIX) ...........................................................................97

CBOE EXCHANGE TRADED FUNDS OPTIONS - 2015

(Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions) Exchange Traded Funds ? 2015.........................................................................98-102 Most Active Exchange Traded Funds.................................................................103 Total CBOE Exchange Traded Funds Options .....................................................104-105 Total CBOE Exchange Traded Funds FLEX.........................................................106-107 Total CBOE Volume for FLEX, QUARTERLY and WEEKLY Exchange Traded Funds Options................................................................108 QQQ (PowerShares QQQ) .................................................................................109-110 DIA (DIAMONDS?)............................................................................................111-112 SPY (S&P Depository Receipts) .........................................................................113-114 IWM (iShares Russell 2000? Index Fund) ..........................................................115-116 Other CBOE Exchange Traded Funds Option Products........................................117-118 Other CBOE Exchange Traded Funds Options Contract Volume Detail .................119-131

C2 TRADING ACTIVITY - 2015

Total C2 Options Trading Summary...................................................................132 Total C2 Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions ...........................................133 Total C2 Options Contract Volume - All Options .................................................133

C2 EQUITY OPTIONS - 2015

Equity Options Contract Volume........................................................................134 Equity Options Open Interest and Dollar Volume Equity Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions ...........................................135 C2 Equity Options Volume ................................................................................136-142 C2 Top 100 Equity Options Ranked By Volume..................................................143-144

C2 CASH INDEX OPTIONS - 2015

(Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions) Cash Index Options Launch Date ......................................................................145 RUT (Russell 2000? Index) ...............................................................................146

C2 EXCHANGE TRADED FUNDS OPTIONS - 2015

(Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions) Total C2 Exchange Traded Funds Options-2015 ................................................147-148 Total C2 Volume for WEEKLY and QUARTERLY Options ......................................149 QQQ (PowerShares QQQ) .................................................................................150-151 DIA (DIAMONDS?)............................................................................................152-153 SPY (S&P Depository Receipts) .........................................................................154-155 IWM (iShares Russell 2000? Index Fund) ..........................................................156-157 Other C2 Exchange Traded Funds Option Products ............................................158-159 Other C2 Exchange Traded Funds Options Contract Volume Detail......................160-162

CBOE HOLDINGS, INC. TRADING ACTIVITY AND MARKET SHARE - 2015

Total Options Contract Volume by Exchange ......................................................163 Total Equity Options Contract Volume by Exchange ............................................163 Total Exchange Traded Funds Contract Volume by Exchange ..............................164 Total Cash Index Options Contract Volume by Exchange .....................................164

CBOE/C2 HISTORICAL TRADING ACTIVITY

Total CBOE Options..........................................................................................165-168 Total C2 Options ..............................................................................................169 Total Options Contract Volume by Exchange ......................................................170 Total CBOE Equity Options................................................................................171-173 Total C2 Equity Options ....................................................................................174 Total Equity Options Contract Volume by Exchange ............................................175 Total CBOE Equity LEAPS Contract Volume ........................................................176 Total CBOE Cash Index Options.........................................................................177-184 Total C2 Cash Index Options.............................................................................185 Total Cash Index Options Contract Volume by Exchange .....................................186 Total CBOE Exchange Traded Funds Options .....................................................187-190 Total C2 Exchange Traded Funds Options..........................................................191-192 Total Exchange Traded Funds Contract Volume by Exchange ..............................193 Total CBOE Interest Rate Options ......................................................................194-195 Total CBOE Credit Options ................................................................................196

CBOE FUTURES EXCHANGE ACTIVITY (CFE) ? 2015

Total CFE Trading Summary .............................................................................197 Total CFE Futures Contract Volume ...................................................................197 Total CFE Futures Average Contracts Per Trade and Transactions .......................197

CFE FUTURES TRADING ACTIVITY ? 2015

VIX (CBOE Volatility Index Futures).....................................................................198 VXW (CBOE Volatility Index Weekly Futures) ......................................................199 VU (CBOE Russell 2000 Volatility Index Futures) ................................................200 GVZ (CBOE Gold ETF Volatility Index Futures) .....................................................201 OVX (CBOE Oil ETF Volatility Index Security Futures) ...........................................202 VXEEM (CBOE Emerging Markets ETF Volatility Index Futures).............................203 VXEWZ (CBOE Brazil ETF Volatility Index Security Futures) ..................................204 VXN (Nasdaq-100 Volatility Index Futures) .........................................................205 VA (S&P 500 Twelve-Month Variance Futures)...................................................206 VXST (CBOE Short-Term Volatility Index Futures )...............................................207 VXTYN (CBOE 10-Year U.S. Treasury Note Volatility Index Futures) ......................208

CFE HISTORICAL TRADING ACTIVITY

Total CFE Futures Contract Volume ...................................................................209-212

CBOE HOLDINGS, INC. TRADING ACTIVITY - 2015 (Includes CBOE and C2 combined)

Total CBOE HOLDINGS Options Trading Summary

No. of Contracts Average Daily Volume Dollar Volume Open Interest Transactions

Call

556,570,874 2,208,615

$288,947,822,729 153,673,603 33,749,909

Put

565,687,699 2,244,792

$314,974,894,465 139,782,075 28,925,248

Total

1,122,258,573 4,453,407

$603,922,717,194 293,455,678 62,675,157

Month

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Trading Days

20 19 22 21 20 22 22 21 21 22 20 22 252

Contract Volume

Call

Put

50,198,425

52,467,660

43,120,401

42,220,499

44,751,413

46,497,252

45,118,813

42,921,673

41,904,507

39,883,002

47,934,455

46,604,543

50,362,225

51,095,449

55,490,166

63,344,522

45,927,688

52,792,132

49,024,348

45,817,917

39,462,077

39,823,935

43,276,356

42,219,115

556,570,874

565,687,699

Average Daily

Total

Total

102,666,085

5,133,304

85,340,900

4,491,626

91,248,665

4,147,667

88,040,486

4,192,404

81,787,509

4,089,375

94,538,998

4,297,227

101,457,674

4,611,712

118,834,688

5,658,795

98,719,820

4,700,944

94,842,265

4,311,012

79,286,012

3,964,301

85,495,471

3,886,158

1,122,258,573

4,453,407

Call

118,894,861 124,514,632 126,879,160 141,797,433 143,611,513 143,989,678 155,364,982 161,708,995 158,879,054 164,587,484 157,785,714 153,673,603

--

Open Interest Put

113,549,063 121,983,571 124,921,877 134,895,913 135,610,664 133,095,912 143,280,937 152,317,134 150,244,439 155,109,178 145,364,576 139,782,075

--

Total

232,443,924 246,498,203 251,801,037 276,693,346 279,222,177 277,085,590 298,645,919 314,026,129 309,123,493 319,696,662 303,150,290 293,455,678

Total Dollar Volume

$60,386,721,638 $39,536,191,977 $44,581,215,992 $36,916,182,202 $32,440,800,577 $43,228,383,067 $43,558,140,039 $79,161,208,609 $76,303,161,401 $50,656,299,583 $43,796,538,059 $53,357,874,050 $603,922,717,194

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Total CBOE HOLDINGS Options Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Trading Days

20 19 22 21 20 22 22 21 21 22 20 22 252

Average Premium Per Contract

Call

Put

Total

$592

$585

$588

$491

$435

$463

$498

$480

$489

$436

$401

$419

$398

$395

$397

$477

$437

$457

$409

$449

$429

$489

$822

$666

$685

$849

$773

$549

$518

$534

$597

$509

$552

$622

$627

$624

$519

$557

$538

Average Contracts Per Trade

Call

Put

Total

15

18

17

14

18

15

15

18

16

15

17

16

16

19

17

17

20

18

17

21

19

19

22

21

18

21

19

18

21

19

17

21

19

19

20

19

16

20

18

Call 3,338,529 3,149,319 3,056,746 3,091,061 2,575,869 2,801,326 2,888,947 2,895,526 2,578,032 2,763,788 2,282,949 2,327,817 33,749,909

Transactions Put

2,848,487 2,401,160 2,615,546 2,521,625 2,102,611 2,360,634 2,447,044 2,872,066 2,510,319 2,221,784 1,921,965 2,102,007 28,925,248

Total 6,187,016 5,550,479 5,672,292 5,612,686 4,678,480 5,161,960 5,335,991 5,767,592 5,088,351 4,985,572 4,204,914 4,429,824 62,675,157

Total CBOE HOLDINGS Options Contract Volume - All Options

Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total

Trading Days

20 19 22 21 20 22 22 21 21 22 20 22 252

Total Volume 102,666,085

85,340,900 91,248,665 88,040,486 81,787,509 94,538,998 101,457,674 118,834,688 98,719,820 94,842,265 79,286,012 85,495,471 1,122,258,573

Equity Volume 39,335,452 35,592,722 35,362,146 35,894,680 29,912,625 30,577,299 33,708,044 33,486,927 27,292,239 33,138,939 31,049,016 27,634,530 392,984,619

Cash Index Volume 31,418,398 26,169,169 27,754,923 26,908,218 28,409,088 35,732,894 38,567,490 51,943,533 42,342,335 37,467,746 29,000,970 32,563,513 408,278,277

ETF Volume 31,912,235 23,579,009 28,131,596 25,237,588 23,465,796 28,228,805 29,182,140 33,404,228 29,085,246 24,235,580 19,236,026 25,297,428 320,995,677

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