New Single-Day Volume Record Set On Monday at CBOE Futures Exchange

June 18, 2012

CBOE future exchange

Volume in VIX Futures Also Reaches New High

CHICAGO, June 18, 2012 /PRNewswire/ -- CBOE Futures Exchange (CFE) announced that Monday, June 18 was the most active trading day in CFE history. Volume totaled 160,552 contracts traded throughout its full suite of products. Today's record volume surpassed the previous high of 152,133 contracts set on August 5, 2011.  In addition, trading volume in futures on the CBOE Volatility Index (the VIX Index) also established a new single-day record today as 159,744 contracts traded, eclipsing the previous record of 152,067 contracts, also on August 5, 2011.   

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Today's single-day records come on the heels of the most active trading month in CFE history.  During May 2012, trading volume, both exchange-wide and in VIX futures, exceeded two million contracts for the first time ever.  Last month, total exchange volume hit 2,022,433 contracts, while 2,000,154 VIX futures contracts changed hands.  

Through the end of May, CFE's year-to-date trading volume stood at 7,838,752 contracts, 76 percent ahead of the 4,463,758 contracts from 2011. 

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, VXEWSM, CBOE Crude Oil ETF Volatility IndexSM, OVXSM, CBOE Emerging Markets ETF Volatility IndexSM, VXEMSM, CBOE Emerging Market Brazil ETF IndexSM, VXEWSM, GVZSM, 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.

SOURCE CBOE Futures Exchange

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