August VIX Futures Trading Volume Rises 5% From August 2011

September 4, 2012

CBOE future exchange

Year-To-Date VIX Futures Average Daily Volume 58% Ahead of Same Period One Year Ago

CHICAGO, Sept. 4, 2012 /PRNewswire/ -- The CBOE Futures Exchange, LLC (CFE®) today announced that trading volume in futures on the CBOE Volatility Index® (the VIX® Index) during August 2012 totaled nearly two million contracts, five percent ahead of August 2011 and nearly even with July 2012.

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August 2012 average daily volume (ADV) in VIX futures was 83,016 contracts, an increase of five percent from 79,402 contracts ADV in August 2011.  August 2012 average daily volume decreased by nine percent when compared to ADV of 91,140 contracts in July 2012.   

Year to date through August, trading volume in VIX futures totaled 13,765,607 contracts, 59 percent ahead of 8,677,477 contracts traded during the same period in 2011. 

The top five most active trading months for VIX futures have all occurred during 2012, with August 2012 ranking as the fifth most-active month ever.  Open interest in VIX futures rose to a record 403,608 contracts in August.

VIX Index Futures Volume Summary

Year-To-Date


Aug-12

Aug-11

%  Chg

Jul-12

% Chg

Aug-12

Aug-11

% Chg

Trading Days

23

23


21


169

168


VIX Total

1,909,373

1,826,241

5%

1,913,951

--

13,765,607

8,677,477

59%

VIX ADV

83,016

79,402

5%

91,140

-9%

81,453

51,652

58%

August trading volume at CFE totaled 1,915,695 contracts, surpassing 1,828,511 contracts traded a year ago by nearly five percent. 

August ADV at CFE was 83,290 contracts, up four percent from 79,500 contracts per day during August 2011 and down nine percent from the July 2012 ADV of 91,386 contracts.   

About CFE                 

CFE currently offers nine contracts: CBOE Volatility Index (The VIX Index) futures (VX), Mini-VIX futures (VM), CBOE Nasdaq-100 Volatility Index (VXN) futures (VN), CBOE Gold ETF Volatility Index (GVZ) security futures (GV), CBOE Crude Oil ETF Volatility Index (OVX) security futures (OV), CBOE Emerging Markets ETF Volatility Index (VXEEM) security futures (VXEM), CBOE Brazil ETF Volatility Index (VXEWZ) security futures (VXEW), CBOE S&P 500 3-Month Variance futures (VT), and Radar Logic 25-Metropolitan Statistical Area (MSA) RPX Composite Index futures (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 Nasdaq-100 Volatility IndexSM, VXNSM, VNSM, CBOE Brazil ETF Volatility IndexSM, VXEWZSM, VXEWSM, CBOE Crude Oil ETF Volatility IndexSM, OVXSM, OVSM, CBOE Emerging Markets ETF Volatility IndexSM, VXEEMSM, VXEMSM, CBOE Gold ETF Volatility IndexSM, GVZSM, GVSM, VXSM, VMSM and VTSM 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.

SOURCE CBOE Futures Exchange, LLC

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