The CBOE Futures Exchange, LLC (CFE) announced that the Exchange experienced the busiest weekly trading activity in its three-year history as volume during the week of May 7-11, 2007 totaled 40,487 contracts traded, which surpassed the previous high of 27,441 contracts traded during the week of October 16-20, 2006.
Futures on the CBOE Volatility Index (VIX) set a new weekly volume record during the week of May 7-11, 2007 as 39,489 contracts traded, eclipsing the previous record of 26,783 contracts during the week of October 16-20, 2006. VIX futures also set a single-day volume record on Thursday, May 10 as 12,102 contracts traded, topping the previous high of 10,673 contracts traded on October 10, 2006. Also on Thursday, May 10, the Exchange set a new single-day trading record as volume totaled 12,351 contracts traded. Yesterday's new record exceeded the previous high of 10,846 contracts traded on October 10, 2006.
CFE currently offers futures on six different contracts, including: the CBOE Volatility Index (VIX), CBOE S&P 500 3-Month and 12-Month Variance, CBOE DJIA Volatility Index, CBOE China Index, and the CBOE S&P 500 BuyWrite Index (BXM).
