- Fourth Consecutive Record Year
- Over 40 Million Contracts Traded
- Several Milestones Achieved During 2013
The CBOE Futures Exchange, LLC (CFE®) today reported that annual trading for total exchange-wide activity and for futures on the CBOE Volatility Index® (VIX® Index) reached new all-time highs in 2013, with several other trading records set during the year.
2013 Volume
For a fourth consecutive year, exchange-wide trading volume at CFE set a new annual record. The 40.2 million contracts traded in 2013 was an increase of 68 percent from the 23.9 million contracts traded in 2012. Average daily volume (ADV) at CFE also reached a new high for a fourth straight year in 2013. The 159,498 contracts per day was 67 percent above the ADV of 95,569 contracts in 2012.
Trading volume in VIX futures totaled 39.9 million contracts for the year, a fourth straight annual volume record, and surpassing the 23.8 million contracts traded in 2012 by 68 percent. Average daily volume in VIX futures was 158,508 contracts, also a fourth consecutive annual record, and up 67 percent from 2012.
CFE Monthly Volume Summary |
Year-To-Date |
|||||||
Dec 2013 |
Dec 2012 |
% Chg |
Nov 2013 |
% Chg |
Dec 2013 |
Dec 2012 |
% Chg |
|
Trading Days |
21 |
20 |
20 |
252 |
250 |
|||
VIX Index Futures |
||||||||
Total |
3,195,262 |
2,435,618 |
31% |
2,522,828 |
27% |
39,944,022 |
23,785,831 |
68% |
ADV |
152,155 |
121,781 |
25% |
126,141 |
21% |
158,508 |
95,143 |
67% |
CFE Total Exchange |
||||||||
Total |
3,201,242 |
2,446,471 |
31% |
2,561,432 |
25% |
40,193,447 |
23,892,203 |
68% |
ADV |
152,440 |
122,324 |
25% |
128,072 |
19% |
159,498 |
95,569 |
67% |
December Trading
December exchange-wide trading volume at CFE totaled 3.2 million contracts, an increase of 31 percent over December 2012 and an increase of 25 percent over November. Monthly ADV during December was 152,440 contracts, an increase of 25 percent from a year ago and an increase of 19 percent from the previous month.
2013 Volume Records and Exchange Highlights
Exchange-Wide Volume Records |
||
Monthly Volume |
4,220,447 contracts |
June 2013 |
Monthly ADV |
211,022 contracts |
June 2013 |
Single-Day Volume |
452,139 contracts |
April 15, 2013 |
Quarterly Volume |
11,510,990 contracts |
Second Quarter, 2013 |
VIX Futures Volume Records |
||
Monthly Volume |
4,213,488 contracts |
June 2013 |
Monthly ADV |
210,674 contracts |
June 2013 |
Single-Day Volume |
449,955 contracts |
April 15, 2013 |
Quarterly Volume |
11,482,647 contracts |
Second Quarter, 2013 |
Exchange Highlights |
||
|
||
|
||
|
||
|
||
|
||
|
||
|