June 2, 2014

CBOE Futures Exchange Reports May 2014 Trading Volume

- Total CFE Volume: Three Million Contracts
- VIX Futures ADV Down One Percent From Year Ago

CHICAGO, June 2, 2014 /PRNewswire/ -- The CBOE Futures Exchange, LLC (CFE®) today reported that May 2014 average daily volume (ADV) and total monthly volume in futures on the CBOE Volatility Index® (VIX® Index) and total exchange-wide at CFE decreased from year ago levels.   

CBOE Futures Exchange (CFE) logo.

VIX Futures
Average daily volume in VIX futures was 143,946 contracts during May, a one-percent decrease from May 2013 and a 19-percent decrease from April 2014.  May total trading volume in VIX futures was 3.02 million contracts, a six-percent decrease from May 2013 and a 19-percent decrease from April 2014. Year-to-date, VIX futures total volume of 19.14 million contracts is 16 percent ahead of the prior year period and ADV of 185,837 contracts per day is 17 percent ahead of the prior year period.       

CFE Monthly Volume Summary

Year-To-Date


May

2014

May

2013

% Chg

 April

2014

% Chg

May 

2014

May

2013

% Chg

Trading Days

21

22


21


103

104


VIX Index Futures

     Total

3,022,857

3,212,399

-6%

3,741,500

-19%

19,141,182

16,450,219

16%

     ADV

143,946

146,018

-1%

178,167

-19%

185,837

158,175

17%

CFE Total Exchange

     Total

3,029,577

3,220,913

-6%

3,747,193

-19%

19,168,504

16,534,805

16%

     ADV

144,266

146,405

-1%

178,438

-19%

186,102

158,989

17%

Total CFE
Exchange-wide ADV during May was 144,266 contracts, a one-percent decrease from a year ago and a 19-percent decrease from April 2014.  Exchange-wide total volume during the month was 3.03 million contracts, a six-percent decrease from May 2013 and a 19-percent decrease from April 2014.          

VIX Futures 24-Hour Trading in June
CFE plans to expand VIX futures trading hours to nearly 24 hours a day, five days a week, beginning Sunday, June 22, 2014, pending regulatory review.  The trading week for VIX futures at CFE will begin each Sunday at 5:00 p.m. CT and end on Friday at 3:15 p.m. CT.  CFE will close for 15 minutes between 3:15 p.m. CT and 3:30 p.m. CT on Monday through Thursday, when no trading will be transacted. The new trading day on those days will then begin at 3:30 p.m. CT. See CFE Regulatory Circular RG14-017 for additional information. 

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-EF

CBOE®, Chicago Board Options Exchange®, CFE®, 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, Execute SuccessSM, SPXSM, RVXSM, VA SM, 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.

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SOURCE CBOE Futures Exchange, LLC

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