July VIX Futures Trading Volume Rises 64% From July 2011

August 1, 2012

CBOE future exchange

Year-To-Date Volume 80% Ahead of Same Period One Year Ago

CHICAGO, Aug. 1, 2012 /PRNewswire/ -- The CBOE Futures Exchange, LLC (CFE®) today announced that trading volume in futures on the CBOE Volatility Index® (the VIX® Index) during July 2012 totaled nearly two million contracts, well ahead of July 2011 and down from a record June 2012. 

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Trading volume in VIX futures totaled 1,913,951 contracts during July 2012, an increase of 64 percent from 1,169,064 contracts traded in July 2011.  When compared to the record 2,154,325 VIX futures contracts traded during June, July volume decreased by 11 percent. 

July 2012 average daily volume (ADV) in VIX futures was 91,140 contracts, a gain of 56 percent from 58,453 contracts ADV in July 2011.  When compared to the record ADV of 102,587 contracts in June 2012, July ADV declined by 11 percent.    

Year to date through July, trading volume in VIX futures stands at 11,856,234 contracts, 80 percent ahead of 6,851,069 contracts traded January through July 2011. 

The top four most active trading months for VIX futures have all occurred during 2012, with July 2012 ranking as the fourth most-active month ever.  The robust trading volume during July came on the heels of a record-breaking June 2012, which saw new all-time highs set for total monthly volume, total average daily volume, single-day volume and weekly volume in VIX futures trading.

VIX Index Futures Volume Summary

Year-To-Date


Jul-12

Jul-11

%  Chg

Jun-12

% Chg

Jul-12

Jul-11

% Chg

Trading Days

21

20


21


146

145


VIX Total

1,913,951

1,169,064

64%

2,154,325

-11%

11,856,234

6,581,069

80%

VIX ADV

91,140

58,453

56%

102,587

-11%

81,207

45,386

79%

July trading volume at CFE totaled 1,919,122 contracts for the month, surpassing 1,170,656 contracts traded a year ago by 64 percent.  When compared to the 2,168,751 contracts traded during June, an all-time high, July volume at CFE dipped 12 percent. 

July ADV at CFE was 91,386 contracts, up 56 percent from 58,532 contracts per day during July 2011 and down 12 percent from the record ADV of 103,274 contracts in June.   

About CFE                 

CFE currently offers futures on ten different contracts, including: the CBOE Volatility Index (the VIX Index), Weekly options on VIX futures (VOW), CBOE mini-VIX (VM), CBOE NASDAQ-100 Volatility Index (VXN), CBOE Gold ETF Volatility Index (GVZ), CBOE Crude Oil ETF Volatility Index (OVX),  CBOE Emerging Markets ETF Volatility Index (VXEM), CBOE Brazil ETF Volatility Index (VXEW), CBOE S&P 500 3-Month Variance (VT) and Radar Logic 25-Metropolitan Statistical Area (MSA) RPX Composite Index (RPXCP).

CFE, a wholly-owned subsidiary of CBOE Holdings, Inc. (NASDAQ: CBOE), offers an all-electronic, open-access market model, with traders providing liquidity and making markets. CFE is regulated by the Commodity Futures Trading Commission (CFTC) and all trades are cleared by the OCC.  More information on CFE and its products, including contract specifications, can be found at: http://cfe.cboe.com/.  

CBOE-EF

CBOE®, Chicago Board Options Exchange®, CFE®, CBOE Volatility Index® and VIX® are registered trademarks, and CBOE Futures ExchangeSM, CBOE Brazil ETF Volatility IndexSM, OVXSM, VXEMSM, VXEWSM, GVZSM, VXNSM, VMSM, VTSM, VOWSM and WeeklysSM are servicemarks 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. The NASDAQ-100 Index®, NASDAQ-100®, and NASDAQ® are trademark or service marks of The NASDAQ Stock Market, Inc. (with which its affiliates are the "Corporations"). These marks are licensed for use by CBOE in connection with the trading of products based on the NASDAQ-100 Index. All other trademarks and servicemarks are the property of their respective owners.  

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SOURCE CBOE Futures Exchange, LLC

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