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ISE was the second largest equity options exchange in August with market share of 17.9%, excluding dividend trades.
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Dividend trades made up 5.1% of industry volume in August 2012.
The International Securities Exchange (ISE) today reported average daily volume of 2.1 million contracts in August 2012. This represents a decrease of 48.2% compared to August 2011, which was a month of exceptionally high volatility. Total options volume for the month was 49.1 million contracts. ISE was the second largest U.S. equity options exchange in August with market share of 17.9%*.
Business highlights for the month of August include:
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On August 14, 2012, ISE completed the roll out of Implied Order functionality for all products in its complex order book. Implied Orders significantly enhance ISE's industry-leading complex order book by enabling greater interaction of multi-legged orders with the regular order book.
Detailed volume statistics are found in the tables below:
Total Options Volume (Equity, ETF, Index and FX Options)
|
Current Month
|
Year-to-Date
|
(000s) |
Aug-12
|
Aug-11
|
% Change
|
Aug-12
|
Aug-11
|
% Change
|
ISE Average Daily Volume
|
2,135.7
|
4,123.1
|
-48.2%
|
2,539.7
|
3,152.0
|
-19.4%
|
ISE Total Volume |
49,120.3
|
94,831.6
|
-48.2%
|
429,213.6
|
529,538.6
|
-18.9%
|
|
Equity and ETF Options Volume Statistics
|
Current Month
|
Year-to-Date
|
(000s) |
Aug-12
|
Aug-11
|
% Change
|
Aug-12
|
Aug-11
|
% Change
|
ISE Average Daily Volume |
2,109.7
|
4,078.6
|
-48.3%
|
2,518.7
|
3,113.2
|
-19.1%
|
ISE Total Volume |
48,523.9
|
93,808.5
|
-48.3%
|
425,658.6
|
523,010.7
|
-18.6%
|
Market Share* |
17.9%
|
18.9%
|
(1.0) pts
|
18.2%
|
18.9%
|
(0.7) pts
|
|
Index Options Volume Statistics
|
Current Month
|
Year-to-Date
|
(000s) |
Aug-12
|
Aug-11
|
% Change
|
Aug-12
|
Aug-11
|
% Change
|
ISE Average Daily Volume
|
25.8
|
43.9
|
-41.1%
|
20.9
|
38.4
|
-45.6%
|
ISE Total Volume
|
594.4
|
1,008.9
|
-41.1%
|
3,527.6
|
6,450.9
|
-45.3%
|
|
ISE FX Options® Volume Statistics
|
Current Month
|
Year-to-Date
|
(000s) |
Aug-12
|
Aug-11
|
% Change
|
Aug-12
|
Aug-11
|
% Change
|
ISE Average Daily Volume
|
0.1
|
0.6
|
-83.3%
|
0.2
|
0.5
|
-60.0%
|
ISE Total Volume
|
1.9
|
14.3
|
-86.7%
|
27.4
|
76.9
|
-64.4%
|
|
|