CBOE HOLDINGS REPORTS MAY 2016 TRADING VOLUME

Transcription

1 News Release For Immediate Release CBOE HOLDINGS REPORTS MAY TRADING VOLUME Total Index Options ADV Up 8 from VIX Futures ADV Up 31 from SPX Options ADV Up 13 from CHICAGO, IL -- June 1, -- CBOE Holdings, Inc. (NASDAQ: CBOE) reported today that 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 il and relatively unchanged from. Trading Volume Highlights: Index options traded at CBOE had an ADV of 1.5 million contracts in, an increase of 8 percent from. 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. CBOE Volatility Index (VIX Index) options at CBOE had a ADV of 527,948 contracts, up 3 percent from the 513,842 contracts traded in. VIX futures traded on CFE had a ADV of 229,267 contracts, up 31 percent from a year ago. 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. Business Developments: On 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, press release. CBOE Holdings announced the shareholder voting results from its Annual Meeting on 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, press release.

2 News Release: CBOE Holdings Volume Report Page 2/5 CBOE Holdings Trading Volume Tables: CBOE Holdings Consolidated Trading Volume Current Month Total Contracts (options & futures) 89, , , , , Total Options Contracts (CBOE & C2) 84, , , , , Total Futures Contracts (CFE) 4, , , , , Total ADV (options & futures) 4, , , , , Total Options ADV (CBOE & C2) 4, , , , , Total Futures ADV (CFE) CBOE Trading Volume Current Month* Total Exchange 78, , , , , Total Exchange ADV 3, , , , , Equity Options 26, , , , , Equity Options ADV 1, , , , , Index Options 32, , , , , Index Options ADV 1, , , , , ETP Options 19, , , , , ETP Options ADV , , *Expanded volume information for CBOE index and ETP options is available at:

3 News Release: CBOE Holdings Volume Report Page 3/5 C2 Trading Volume Current Month Trading Days Total Exchange 6, , , , , Total Exchange ADV Equity Options 1, , , , , Equity Options ADV Index Options , Index Options ADV ETP Options 4, , , , , ETP Options ADV CFE Trading Volume Current Month* VIX Index Futures Total 4,814,598 3,498, ,604, ,620,136 18,302, ADV 229, , , , , CFE Total Exchange Total 4,816,144 3,499, ,605, ,623,303 18,314, ADV 229, , , , , *Volume numbers for now include VIX Weeklys futures totals.

4 News Release: CBOE Holdings Volume Report Page 4/5 CBOE Holdings Market Share Current Month (of total U.S. options industry volume) Pt. Pt. Total Exchange (CBOE & C2) Pt. CBOE C Total Equity Options (CBOE & C2) Total Index Options (CBOE & C2) Total ETF Options (CBOE & C2) CBOE Holdings Average Revenue Per Contract The following represents average revenue per contract based on a three-month rolling average, reported on a one-month lag. The average revenue 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) Product: Three-Month Period Ended Mar Feb Jan Equity Options $0.081 $0.085 $0.092 $0.095 Index Options $0.706 $0.720 $0.733 $0.738 ETP Options $0.111 $0.117 $0.131 $0.138 Total Options Average Revenue Per Contract $0.335 $0.346 $0.351 $0.351 Futures $1.697 $1.643 $1.623 $1.636 Total Average Revenue Per Contract $0.397 $0.405 $0.413 $0.412

5 News Release: CBOE Holdings Volume Report Page 5/5 About CBOE Holdings: CBOE Holdings, Inc. (NASDAQ: CBOE) is the holding company for Chicago Board Options Exchange (CBOE), CBOE Futures Exchange (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 options and futures on the CBOE Volatility Index (VIX Index) and S&P 500 options (SPX), the most active U.S. index option. Other products engineered by CBOE include equity options, security index options, Weeklys 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, Livevol options analytics and data tools, 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-OE CBOE-EF CBOE, Chicago Board Options Exchange, CFE, FLEX, Livevol, 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). 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 and CFE. All other trademarks and service marks are the property of their respective owners. # # #