Equity Options Volume Statistics (Includes ETF)
|
Current Month |
Year-to-Date |
(000s) |
Jun-13 |
Jun-12 |
% Change |
Jun-13 |
Jun-12 |
% Change |
ISE Average Daily Volume |
2,706.1 |
2,464.9 |
9.8% |
2,627.9 |
2,635.9 |
-0.3% |
ISE Total Volume |
54,122.8 |
51,763.3 |
4.6% |
325,859.7 |
329,487.6 |
-1.1% |
Market Share* |
16.7% |
18.1% |
(1.4) pts |
17.6% |
18.2% |
(0.6) pts |
|
Index Options Volume Statistics (Includes FX)
|
Current Month |
Year-to-Date |
(000s) |
Jun-13 |
Jun-12 |
% Change |
Jun-13 |
Jun-12 |
% Change |
ISE Average Daily Volume |
7.0 |
18.9 |
-63.2% |
28.8 |
19.6 |
46.6% |
ISE Total Volume |
139.0 |
396.6 |
-64.9% |
3,565.2 |
2,451.7 |
45.4% |
|
FX Volume Statistics
|
Current Month |
Year-to-Date |
(000s) |
Jun-13 |
Jun-12 |
% Change |
Jun-13 |
Jun-12 |
% Change |
ISE Average Daily Volume |
1.0 |
0.2 |
400.0% |
0.4 |
0.2 |
100.0% |
ISE Total Volume |
19.5 |
4.7 |
314.9% |
47.2 |
23.0 |
105.2% |
|
*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**
June 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 |
63,119.8 |
0.0 |
63,119.8 |
19.5% |
19.3% |
0.2 pts |
0.0% |
ISE |
54,122.8 |
0.0 |
54,122.8 |
16.7% |
16.6% |
0.1 pts |
0.0% |
AMEX |
52,741.5 |
0.0 |
52,741.5 |
16.3% |
16.1% |
0.2 pts |
0.0% |
PHLX |
52,300.6 |
2,942.3 |
55,242.9 |
16.1% |
16.9% |
(0.8) pts |
5.3% |
ARCA |
37,121.8 |
0.0 |
37,121.8 |
11.5% |
11.4% |
0.1 pts |
0.0% |
NSDQ |
29,947.4 |
0.0 |
29,947.4 |
9.2% |
9.2% |
0.0 pts |
0.0% |
BATS |
13,631.2 |
0.0 |
13,631.2 |
4.2% |
4.2% |
0.0 pts |
0.0% |
BOX |
7,464.0 |
0.0 |
7,464.0 |
2.3% |
2.3% |
0.0 pts |
0.0% |
C2 |
6,717.8 |
0.0 |
6,717.8 |
2.1% |
2.1% |
0.0 pts |
0.0% |
MIAX |
3,449.2 |
0.0 |
3,449.2 |
1.1% |
1.1% |
0.0 pts |
0.0% |
BXOptions |
3,337.6 |
0.0 |
3,337.6 |
1.0% |
1.0% |
0.0 pts |
0.0% |
|
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