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Average daily volume during 2010 reached a new high of 17,470 contracts, up 281 percent when compared to the 4,585 contracts per day from the previous year.
2010 Highlights
- The top eleven most-active trading months all-time at CFE occurred in 2010.
- Total trading volume for each month in 2010 posted a year-over-year increase versus 2009.
- 2010 was the largest year-over-year trading volume increase (+281%) ever at CFE.
- 70,754 contracts traded on
November 16 ; 211,157 contracts traded the week ofNovember 15 ; and 751,481 contracts traded during the month of November; new all-time highs for daily, weekly and monthly volume at CFE. - Fourth quarter was the busiest quarter in CFE history with a total volume of 1,787,035 contracts traded.
- VIX futures set new records for daily, weekly, monthly and annual volume in 2010.
- CFE began listing Weekly options on VIX futures on
September 28 . - On
December 10 , CFE extended the trading hours for VIX futures, from8:30 to 7:20 a.m.
CBOE FUTURES EXCHANGE VOLUME SUMMARY Current Month | Year-To-Date | ||||||||
December 2010 | December 2009 | % Chg | November 2010 | % Chg | December 2010 | December 2009 | % Chg | ||
Trading Days | 22 | 22 | 21 | 252 | 252 | ||||
Total CFE | 556,250 | 141,002 | +294% | 751,481 | -26% | 4,402,378 | 1,155,318 | +281% | |
Total CFE ADV | 25,284 | 6,410 | +294% | 35,785 | -29% | 17,470 | 4,585 | +281% | |
December Volume
December was the second busiest month ever at CFE as a total of 556,250 contracts traded, an increase of 294 percent over the 141,002 contracts traded in
VIX Futures
Volume in VIX futures, based on the CBOE Volatility Index (VIX), totaled a new record of 4,392,446 contracts traded during 2010, up 284 percent from the previous high of 1,144,188 contracts in 2009. Average daily volume for the year was a new high of 17,430 contracts, surpassing the 4,540 contracts per day in 2009 by 284 percent. In addition to a new high in annual volume, VIX futures set several other trading records in 2010, including:
- Single-Day Volume: 70,704 contracts (
November 16 ) - Total Weekly Volume: 210,995 contracts (
November 15 — 19) - Total Monthly Volume: 750,914 contracts (November)
- Monthly Average Daily Volume: 35,758 contracts (November)
- VIX Futures Open Interest: 172,028 contracts (
November 15 )
For the month of December, volume in VIX futures was 555,494 contracts, exceeding the 140,781 contracts traded in
Trading in
CFE currently offers futures on five different contracts, including: the CBOE Volatility Index (VIX), Weekly options on VIX futures (VOW),
CFE, a wholly owned subsidiary of
More information on CFE and its products, including contract specifications, can be found at: http://cfe.cboe.com.