The CBOE Futures Exchange, LLC (CFE®) today announced that trading volume in futures on the CBOE Volatility Index® (the VIX® Index) during August 2012 totaled nearly two million contracts, five percent ahead of August 2011 and nearly even with July 2012.
August 2012 average daily volume (ADV) in VIX futures was 83,016 contracts, an increase of five percent from 79,402 contracts ADV in August 2011. August 2012average daily volume decreased by nine percent when compared to ADV of 91,140 contracts in July 2012.
Year to date through August, trading volume in VIX futures totaled 13,765,607 contracts, 59 percent ahead of 8,677,477 contracts traded during the same period in 2011.
The top five most active trading months for VIX futures have all occurred during 2012, with August 2012 ranking as the fifth most-active month ever. Open interest in VIX futures rose to a record 403,608 contracts in August.
|
VIX Index Futures Volume Summary |
Year-To-Date |
|||||||
|
Aug-12 |
Aug-11 |
% Chg |
Jul-12 |
% Chg |
Aug-12 |
Aug-11 |
% Chg |
|
|
Trading Days |
23 |
23 |
21 |
169 |
168 |
|||
|
VIX Total |
1,909,373 |
1,826,241 |
5% |
1,913,951 |
-- |
13,765,607 |
8,677,477 |
59% |
|
VIX ADV |
83,016 |
79,402 |
5% |
91,140 |
-9% |
81,453 |
51,652 |
58% |
August trading volume at CFE totaled 1,915,695 contracts, surpassing 1,828,511 contracts traded a year ago by nearly five percent.
August ADV at CFE was 83,290 contracts, up four percent from 79,500 contracts per day during August 2011 and down nine percent from the July 2012 ADV of 91,386 contracts.
