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CBOE's VIX Options Establish New Single-Day Volume Record (pdf, 10KB, opens in a new window) Print

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CBOE's VIX Options Establish New Single-Day Volume Record

March 19, 2013

CBOE Futures Exchange

CHICAGO, IL - March 19, 2013 - Chicago Board Options Exchange® (CBOE®) today reported that options on the CBOE Volatility Index® (VIX® index) established an all-time, single-day volume record, totaling an estimated 1,392,621 contracts. Today's VIX options volume beat the previous record of 1,388,634 contracts traded on February 26, 2013.

CBOE Futures Exchange's (CFE®) VIX futures set their third-best volume day ever as an estimated 298,781 contracts changed hands, just under the record 302,278 contracts traded on February 25 and 299,566 contracts on February 26.

VIX options and futures have also established record-breaking monthly trading volumes this year:

  • In January, VIX options recorded their best month ever with an average daily volume (ADV) of 680,822 contracts, exceeding the previous record ADV of 582,022 contracts set in August 2011.
  • In February, VIX futures reached an all-time high for any month with ADV of 161,176 contracts, topping the previous ADV monthly record of 137,988 contracts set in January 2013.

About CBOE Holdings
CBOE Holdings, Inc. (NASDAQ: CBOE) is the holding company for Chicago Board Options Exchange (CBOE), CBOE Futures Exchange (CFE) and other subsidiaries. CBOE, the largest U.S. options exchange and creator of listed options, continues to set the bar for options and volatility trading through product innovation, trading technology and investor education. CBOE Holdings offers equity, index and ETF options, including proprietary products, such as S&P 500 options (SPX), the most active U.S. index option, and options and futures on the CBOE Volatility Index (the VIX Index). Other products engineered by CBOE include equity options, security index options, LEAPS options, FLEX options, and benchmark products such as the CBOE S&P 500 BuyWrite Index (BXM). CBOE Holdings is home to the world-renowned Options Institute and www.cboe.com, the go-to place for options and volatility trading resources. CBOE is regulated by the Securities and Exchange Commission (SEC), with all trades cleared by the OCC.

Media Contacts:
Gail Osten
(312) 786-7123
osten@cboe.com

Gary Compton
(312) 786-7612
comptong@cboe.com

Analyst Contact:
Debbie Koopman
(312) 786-7136
koopman@cboe.com

CBOE®, Chicago Board Options Exchange®, CFE®, FLEX®, LEAPS®, CBOE Volatility Index® and VIX® are registered trademarks, and BuyWriteSM, BXMSM, CBOE Futures ExchangeSM, SPXSM and The Options Institute are service marks 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.