Equity Options Volume Statistics (Includes ETF)
|
Current Month |
Year-to-Date |
(000s) |
Jul-13 |
Jul-12 |
% Change |
Jul-13 |
Jul-12 |
% Change |
ISE Average Daily Volume |
2,206.5 |
2,268.9 |
-2.8% |
2,564.4 |
2,583.1 |
-0.7% |
ISE Total Volume |
48,542.7 |
47,647.1 |
1.9% |
374,402.3 |
377,134.7 |
-0.7% |
Market Share* |
16.0% |
17.8% |
(1.2) pts |
17.4% |
18.2% |
(0.8) pts |
|
Index Options Volume Statistics (Includes FX)
|
Current Month |
Year-to-Date |
(000s) |
Jul-13 |
Jul-12 |
% Change |
Jul-13 |
Jul-12 |
% Change |
ISE Average Daily Volume |
4.8 |
22.9 |
-79.2% |
25.1 |
20.1 |
25.1% |
ISE Total Volume |
105.1 |
481.4 |
-78.2% |
3,670.3 |
2,933.1 |
25.1% |
|
FX Volume Statistics
|
Current Month |
Year-to-Date |
(000s) |
Jul-13 |
Jul-12 |
% Change |
Jul-13 |
Jul-12 |
% Change |
ISE Average Daily Volume |
0.7 |
0.1 |
600.0% |
0.4 |
0.2 |
100.0% |
ISE Total Volume |
14.7 |
2.5 |
488.0% |
61.9 |
25.5 |
142.7% |
|
*ISE does not include dividend trade volume in market share statistics. ISE's market share statistics continue to be negatively impacted by dividend trade strategies that are permitted based on a non-economic rationale, and inflate and distort trading volume and market share when transacted. Exclusion of dividend trades from total industry volume data presents a more relevant measure of the relative trends in our business. For ISE's whitepaper on dividend trades and their impact on the options industry, please visitwww.ise.com/dividendtrades.
Dividend Trade Impact on Industry Market Share**
May 2013 (000s)
|
Equity Options Volume Excluding Dividend Trades
|
Dividend Trade Volume
|
Total Reported Equity Options Volume
|
True Market Share
|
Market Share With Dividend Trades
|
Market Share Difference
|
Dividend Trades as % of Equity Options Volume
|
CBOE |
60,593.5 |
0.0 |
60,593.5 |
20.7% |
20.5% |
0.2 pts |
0.0% |
ISE |
48,542.7 |
0.0 |
48,542.7 |
16.6% |
16.5% |
0.1 pts |
0.0% |
PHLX |
44,336.1 |
2,906.5 |
47,242.6 |
15.2% |
16.0% |
(0.8) pts |
6.2% |
AMEX |
42,712.0 |
0.0 |
42,712.0 |
14.6% |
14.5% |
0.1 pts |
0.0% |
ARCA |
35,641.6 |
0.0 |
35,641.6 |
12.2% |
12.1% |
0.1 pts |
0.0% |
NSDQ |
26,584.4 |
0.0 |
26,584.4 |
9.1% |
9.0% |
0.1 pts |
0.0% |
BATS |
13,977.4 |
0.0 |
13,977.4 |
4.8% |
4.7% |
0.1 pts |
0.0% |
BOX |
6,942.5 |
0.0 |
6,942.5 |
2.4% |
2.4% |
0.0 pts |
0.0% |
C2 |
5,721.5 |
0.0 |
5,721.5 |
2.0% |
1.9% |
0.1 pts |
0.0% |
MIAX |
4,045.3 |
0.0 |
4,045.3 |
1.4% |
1.4% |
0.0 pts |
0.0% |
BXOptions |
3,055.9 |
0.0 |
3,055.9 |
1.1% |
1.0% |
0.0 pts |
0.0% |
|
|