August 1, 2014
- New Single-Day Volume Records Set For Total Exchange and VIX Futures Trading
- Over Half a Million Contracts Traded
CHICAGO, IL - August 1, 2014 -- The CBOE Futures Exchange, LLCSM (CFE®) today announced that new single-day volume records for total trading volume exchange-wide at CFE and for futures on the CBOE Volatility Index® (VIX® Index) were set on Friday, August 1.
Total volume at CFE on Friday was an estimated 530,794 contracts traded, which surpassed the previous high of 452,139 contracts traded on April 15, 2013.
For VIX futures, an estimated 527,803 contracts traded, including an estimated record of 68,033 contracts during non-U.S. trading hours. Today's record trading in VIX futures eclipsed the previous record of 449,955 contracts, also set on April 15, 2013.
Earlier on Friday, CFE reported July 2014 trading activity.
Exchange-wide ADV during July was 197,368 contracts, a 46-percent increase from a year ago and a 13-percent increase from June 2014. Exchange-wide total volume during the month was 4.34 million contracts, a 46-percent increase from July 2013 and a 19-percent increase from June 2014. In terms of total volume, July ranks as the second-busiest month all-time, trailing only the 4.4 million contracts traded in January 2014.
Average daily volume in VIX futures was 196,990 contracts during July, an increase of 48 percent from July 2013 and an increase of 13 percent from June 2014. Total volume in VIX futures during July was 4.33 million contracts, up 48 percent from July 2013 and up 19 percent from June 2014. July's total volume stands as the second most-active month all-time, trailing only the 4.4 million contracts in January 2014.
About CBOE Futures Exchange
CBOE Futures Exchange currently offers nine contracts: CBOE Volatility Index (VIX Index) futures (VX), CBOE Short-Term Volatility Index (VXST) futures, S&P 500 Variance futures (VA), CBOE NASDAQ-100 Volatility Index (VXN) futures (VN), CBOE Russell 2000 Volatility Index (RVX) futures (VU), 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) and CBOE Brazil ETF Volatility Index (VXEWZ) security futures (VXEW).
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®, Chicago Board Options Exchange®, CFE®, Execute Success®, CBOE Volatility Index® and VIX® are registered trademarks, and CBOE Futures ExchangeSM, CBOE Short-Term Volatility IndexSM, CBOE Nasdaq-100 Volatility IndexSM, VXNSM, VNSM, CBOE Brazil ETF Volatility IndexSM, VXEWSM, VXEWZSM, CBOE Crude Oil ETF Volatility IndexSM, OVXSM, OVSM, CBOE Emerging Markets ETF Volatility IndexSM, VXEMSM, VXEEMSM, CBOE Gold ETF Volatility IndexSM, GVZSM, GVSM, , SPXSM, RVXSM, VASM, VUSM, VXSM , VXSTSM and WeeklysSM 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. All other trademarks and service marks are the property of their respective owners.