Cash Settled Index Options
| Symbol/Index | Average Daily Volume | Average Premium Per Contract | |
|---|---|---|---|
| SPX (S&P 500) | 614,562 | $2,605 | |
| XSP (Mini S&P 500 Index) | 3,250 | $311 | |
| OEX (S&P 100) | 35,913 | $616 | |
| XEO (S&P 100 European Style) | 8,853 | $754 | |
| DJX (Dow Jones Industrial Average) | 17,171 | $283 | |
| NDX (Nasdaq-100 Index) | 17,210 | $9,355 | but median is maybe 5000 |
| MNX (Mini Nasdaq-100 Index) | 6,841 | $775 | |
| RUT (Russell 2000 Index) | 47,798 | $1,237 | |
| VIX (CBOE Volatility Index) | 132,255 | $157 |
Index ETF Options
| ETF (symbol) | Average Daily Volume | Average Premium Per Contract |
|---|---|---|
| SPDR® S&P® 500 ETF (SPY) | 343,151 | $223 |
| iShares Russell 2000 Index Fund (IWM) | 114,216 | $220 |
| DIAMONDS (DIA) | 18,675 | $252 |
| PowerShares QQQ™ (QQQQ) | 182,533 | $109 |
Total CBOE Volume for FLEX, LEAPS and Quarterly Options
| Symbol | FLEX | LEAPS | Quarterly |
|---|---|---|---|
| DIA | 111,988 | 4,706,166 | |
| IWM | 1,112,042 | 28,782,379 | |
| QQQQ | 767,125 | 45,998,373 | |
| SPY | 141,428 | 4,910,050 | 86,473,960 |
| XLE | 133,320 | 3,271,278 |
Other Symbols with Significant Volume
| Name | Symbol | 2009 Volume |
|---|---|---|
| Market Vectors Gold Miners | (NYSE:GDX) | 1,653,476 |
| iShares NASDAQ Biotechnology Index | (NASDAQ:IBB) | 258,245 |
| iShares Dow Jones US Real Estate | (NYSE:IYR) | 1,862,999 |
| Oil Service HOLDRs | (NYSE:OIH) | 1,893,159 |
| Retail HOLDRs | (NYSE:RTH) | 463,957 |
| Semiconductor HOLDRs | (NYSE:SMH) | 1,184,018 |
| SPDR S&P Homebuilders | (NYSE:XHB) | 1,124,363 |
| Materials SPDR | (NYSE:XLB) | 605,610 |
| Energy Select Sector SPDR | (NYSE:XLE) | 3,271,278 |
| Financial Select Sector SPDR | (NYSE:XLF) | 17,557,491 |
| Industrial SPDR | (NYSE:XLI) | 998,619 |
| Technology SPDR | (NYSE:XLK) | 406,255 |
| Consumer Staples Select Sect. SPDR | (NYSE:XLP) | 220,549 |
| Utilities SPDR | (NYSE:XLU) | 531,793 |
| Health Care SPDR | (NYSE:XLV) | 218,367 |
| Consumer Discretionary SPDR | (NYSE:XLY) | 886,230 |
| SPDR S&P Metals and Mining | (NYSE:XME) | 216,391 |
| SPDR S&P Retail | (NYSE:XRT) | 1,567,456 |
| SPDR S&P MidCap 400 | (NYSE:MDY) | 234,480 |
| Rydex S&P Equal Weight | (NYSE:RSP) | 207,224 |
| iShares MSCI Emerging Markets Indx | (NYSE:EEM) | 11,698,137 |
| iShares MSCI EAFE Index Fund | (NYSE:EFA) | 1,587,223 |
| iShares MSCI Japan Index | (NYSE:EWJ) | 711,050 |
| iShares MSCI Taiwan Index | (NYSE:EWT) | 256,573 |
| iShares MSCI Mexico Inv. Mt. Idx. | (NYSE:EWW) | 433,434 |
| iShares MSCI South Korea Index Fund | (NYSE:EWY) | 226,516 |
| iShares MSCI Brazil Index | (NYSE:EWZ) | 6,082,407 |
| iShares FTSE/Xinhua China 25 Index | (NYSE:FXI) | 2,837,161 |
| Market Vector Russia ETF Trust | (NYSE:RSX) | 222,428 |
Commodity Pools
| Name | Symbol | 2009 Volume |
|---|---|---|
| PowerShares DB Agriculture Fund | (NYSE:DBA) | 408,160 |
| Powershares DB Base Metals Fund | (NYSE:DBB) | 17,641 |
| PowerShares DB Commodity Index Tracking Fund | (NYSE:DBC) | 133,184 |
| PowerShares DB Energy Fund | (NYSE:DBE) | 5,388 |
| PowerShares DB Oil Fund | (NYSE:DBO) | 13,020 |
| PowerShares DB Precious Metals Fd | (NYSE:DBP) | 3,382 |
| PowerShares DB Silver Fund | (NYSE:DBS) | 3,065 |
| PowerShares DB Gold Fund | (NYSE:DGL) | 3,902 |
| SPDR Gold Trust | (NYSE:GLD) | 12,702,941 |
| iShares S&P GSCI Commodity-Indexed | (NYSE:GSG) | 15,971 |
| iShares Gold Trust | (NYSE:IAU) | 17,806 |
| ProShares UltraShort DJ-UBS Crude Oi ETF | (NYSE:SCO) | 55,056 |
| iShares Silver Trust | (NYSE:SLV) | 1,817,649 |
| United States Gasoline Fund, LP | (NYSE:UGA) | 4,708 |
| United States Natural Gas Fund, LP | (NYSE:UNG) | 6,085,674 |
| United States 12 Month Oil Fund, LP | (NYSE:USL) | 11,190 |
| United States Oil Fund LP | (NYSE:USO) | 3,717,748 |
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