CHICAGO, Aug. 3, 2015 /PRNewswire/ -- CBOE
Futures Exchange, LLC (CFE®) today reported that
July 2015 monthly average daily
volume (ADV) and monthly total volume, both exchangewide at CFE and
for futures on the CBOE Volatility Index®
(VIX® Index), rose from June
2015 and from year-ago levels. Total volumes hit a second
consecutive monthly high for 2015, surpassing the previous monthly
high for the year set in June.
VIX Futures
July ADV in VIX futures was 227,970 contracts, an increase of 8
percent from June 2015 and up 16
percent from July 2014. Total volume
in VIX futures for July was 5.0 million contracts, an increase of 8
percent from the previous month and 16 percent from a year ago. The
July volume total includes VIX Weeklys futures contracts, which
were launched July 23. July's total
and average daily volumes for VIX futures ranked second in terms of
all-time records, trailing only the 7.4 million total and 323,761
ADV traded in October 2014.
|
CFE Monthly Volume
Summary
|
Year-To-Date
|
|
July
2015
|
July
2014
|
%
Chg
|
June
2015
|
%
Chg
|
July
2015
|
July
2014
|
%
Chg
|
|
Trading
Days
|
22
|
22
|
|
22
|
|
146
|
146
|
|
|
VIX Index
Futures
|
|
Total
|
5,015,350
|
4,333,778
|
16%
|
4,641,194
|
8%
|
27,959,403
|
27,126,722
|
3%
|
|
ADV
|
227,970
|
196,990
|
16%
|
210,963
|
8%
|
191,503
|
185,799
|
3%
|
|
CFE Total
Exchange
|
|
Total
|
5,018,696
|
4,342,089
|
16%
|
4,641,754
|
8%
|
27,974,455
|
27,167,629
|
3%
|
|
ADV
|
228,123
|
197,368
|
16%
|
210,989
|
8%
|
191,606
|
186,080
|
3%
|
Total CFE
Exchangewide ADV at CFE was 228,123 contracts in July, an
increase of 8 percent from June 2015
and up 16 percent from July 2014.
Exchangewide total volume for the month was 5.0 million contracts,
an increase of 8 percent from the previous month and 16 percent
from the year-ago total.
About CBOE Futures Exchange
CBOE Futures Exchange (CFE) offers contracts on CBOE Volatility
Index (VIX Index) futures (VX), S&P 500 Variance futures (VA),
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (TYVIX)
futures (VXTY) and CBOE Russell 2000 Volatility Index (RVX) futures
(VU).
VIX futures are available for trading nearly 24 hours a day,
five days a week at CFE, beginning Sunday at 5:00 p.m. CT and ending Friday at 3:15 p.m. CT. CFE closes for 15 minutes
between 3:15 p.m. CT and 3:30 p.m.
CT, Monday through Thursday, after which the next trading
day begins at 3:30 p.m. CT. For
additional details on extended trading hours, see www.cboe.com/ETH.
CFE, an all-electronic market, is a wholly-owned subsidiary of
CBOE Holdings, Inc. (NASDAQ: CBOE). 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®, Execute
Success®, CBOE Volatility Index® and
VIX® are registered trademarks, and CBOE Futures
ExchangeSM, CBOE/CBOT 10-year U.S. Treasury Note
Volatility IndexSM, CBOE Russell 2000 Volatility
IndexSM, VXSM, VASM,
TYVIXSM, VXTYSM, RVXSM, and
VUSM 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. Russell® and Russell 2000®
are registered trademarks of the Frank Russell Company, used under
license. CBOT is a trademark of CME Group, Inc. (CME). CBOE has,
with the permission of CME, used such trademark in the CBOE/CBOT
10-year U.S. Treasury Note Volatility Index. CME makes no
representation regarding the advisability of investing in any
investment product that is based on such index. All
other trademarks and service marks are the property of their
respective owners.
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SOURCE CBOE Futures Exchange