CBOE HOLDINGS REPORTS FEBRUARY 2015 TRADING VOLUME
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1 News Release For Immediate Release CBOE HOLDINGS REPORTS FEBRUARY TRADING VOLUME ADV of 4.7 Million Contacts Down 13 vs uary Total Volume of 88.5 Million Contracts Traded CHICAGO, IL -- March 2, -- CBOE Holdings, Inc. (NASDAQ: CBOE) reported today that average daily volume (ADV) during ruary for options contracts on Chicago Board Options Exchange (CBOE ) and C2 Options Exchange SM (C2 SM ) and futures contracts on CBOE Futures Exchange (CFE ) was 4.7 million contracts, a decrease of 22 percent from ruary and a decline of 13 percent from uary. Total options and futures volume at CBOE Holdings during ruary was 88.5 million contracts, a decrease of 22 percent from a year ago and down 17 percent from uary. CBOE Holdings Consolidated Trading Volume (Contracts in thousands) Total Contracts (options & futures) 88, , , , , Total Options Contracts (CBOE & C2) 85, , , , , Total Futures Contracts (CFE) 3, , , , , Total ADV (options & futures) 4, , , , , Total Options ADV (CBOE & C2) 4, , , , , Total Futures ADV (CFE) more
2 News Release: CBOE Holdings ruary Volume Report Page 2/5 CBOE Trading Volume and Market Share CBOE Volume: ruary CBOE s ADV during the month was 4.2 million contracts, down 23 percent from ruary and a decline of 12 percent from uary. Exchange-wide trading volume totaled 79.7 million contracts, down 23 percent from a year ago and off 17 percent from the previous month. During the month, ADV in equity options decreased 16 percent, exchange-traded product (ETP) options decreased 25 percent and index options decreased 28 percent from ruary. Expanded volume information for CBOE index and ETP options is available at: CBOE Trading Volume Current Month (contracts in thousands) Total Exchange 79, , , , , Total Exchange ADV 4, , , , , Equity Options 33, , , , , Equity Options ADV 1, , , , , Index Options 26, , , , , Index Options ADV 1, , , , , ETP Options 19, , , , , ETP Options ADV 1, , , , , CBOE Market Share: ruary CBOE s market share of total U.S. options industry volume was 26.3 percent in ruary, a decrease of 3.6 percentage points from ruary and a decline of 0.7 percentage points from uary. CBOE Market Share Current Month Pt. Pt. Total Exchange Equity Options Pt. Index Options ETP Options
3 News Release: CBOE Holdings ruary Volume Report Page 3/5 C2 Trading Volume and Market Share C2 Volume: ruary C2 s ruary trading volume totaled 5.6 million contracts. ADV was 297,280 contracts, a 10- percent decrease from ruary and a 17-percent decrease from uary. C2 Trading Volume Current Month (contracts in thousands) Total Exchange 5, , , , , Total Exchange ADV Equity Options 1, , , , Equity Options ADV Index Options Index Options ADV ETP Options 3, , , , , ETP Options ADV C2 Market Share: ruary C2 market share of total industry volume in ruary was 1.9 percent, up 0.1 of a percentage point from ruary and down 0.1 of a percentage point from uary. C2 Market Share Current Month Pt. Pt. Total Exchange Equity Options Index Options Pt. ETP Options
4 News Release: CBOE Holdings ruary Volume Report Page 4/5 CBOE Futures Exchange (CFE) Trading Volume CFE Volume: ruary CFE s ADV during the month was 166,660 contracts, down 23 percent from ruary and down 27 percent from uary. Exchange-wide trading volume totaled 3.2 million contracts, a decrease of 23 percent from a year ago and a decline of 31 percent from the previous month. ADV in futures on the CBOE Volatility Index (VIX Index) during the month was 166,547 contracts, down 23 percent from ruary and a decline of 27 percent from uary. VIX futures volume totaled 3.2 million contracts in ruary, a decrease of 23 percent from a year ago and a decline of 31 percent from the previous month. CBOE Holdings Average Revenue Per Contract The following represents average transaction fee per contract based on a three-month rolling average, reported on a one-month lag. The average transaction fee per contract represents total transaction fees for CBOE, C2, and CFE recognized for the period divided by total contracts traded during the period. Average transaction fees per contract can be affected by various factors, including exchange fee rates, volume-based discounts and transaction mix by contract type and product type. (In Dollars) Three-Month Period Ended Product: -15 Dec-14 Nov-14 Oct-14 Equity Options $0.069 $0.068 $0.074 $0.078 Index Options $0.702 $0.696 $0.692 $0.690 ETP Options $0.111 $0.105 $0.107 $0.112 Total Options Average Revenue Per Contract $0.279 $0.284 $0.279 $0.288 Futures $1.647 $1.616 $1.628 $1.598 Total Average Revenue Per Contract $0.333 $0.340 $0.331 $0.344
5 News Release: CBOE Holdings ruary Volume Report Page 5/5 About CBOE Holdings: CBOE Holdings, Inc. (NASDAQ: CBOE) is the holding company for Chicago Board Options Exchange, Incorporated (CBOE), CBOE Futures Exchange, LLC (CFE) and other subsidiaries. CBOE, the largest U.S. options exchange and creator of listed options, continues to set the bar for options and volatility trading through product innovation, trading technology and investor education. CBOE Holdings offers equity, index and ETP options, including proprietary products, such as S&P 500 options (SPX), the most active U.S. index option, and options and futures on the CBOE Volatility Index (the VIX Index). Other products engineered by CBOE include equity options, security index options, Weeklys options, LEAPS options, FLEX options, and benchmark products such as the CBOE S&P 500 BuyWrite Index (BXM). CBOE Holdings is home to the world-renowned Options Institute and the go-to place for options and volatility trading resources. Media Contacts: Analyst Contact: Suzanne Cosgrove Gary Compton Debbie Koopman (312) (312) (312) CBOE-V CBOE-2 CBOE-EF CBOE, Chicago Board Options Exchange, CFE, Execute Success, FLEX, LEAPS, CBOE Volatility Index and VIX are registered trademarks, and BuyWrite SM, BXM SM, CBOE Futures Exchange SM, The Options Institute SM and Weeklys SM are service marks of Chicago Board Options Exchange, Incorporated (CBOE). C2 SM and C2 Options Exchange SM are service marks of C2 Options Exchange, Incorporated (C2). Russell 2000 is a registered trademark of Frank Russell Company, used under license. Standard & Poor's, S&P and S&P 500 are registered trademarks of Standard & Poor's Financial Services, LLC and have been licensed for use by CBOE, C2 and CFE. All other trademarks and service marks are the property of their respective owners. # # #
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