The CBOE Futures Exchange, LLC (CFE) today announced that the week of Monday, November 1 through Friday, November 5 was the busiest trading week in CFE's history.
During the record five day period, a total of 172,095 contracts changed hands at CFE, surpassing the previous high of 155,672 contracts traded during the week of May 3 through May 7, 2010.
In addition, on Wednesday, November 3, CFE experienced the busiest day in its history as 46,386 contracts traded, topping the previous record of 46,046 contracts traded on May 7, 2010. CFE's average daily volume (ADV) during October was 22,824 contracts and year-to-date ADV through the end of October was 14,807 contracts.
CFE currently offers five different contracts, including: CBOE Volatility Index (VIX) futures, Weekly options on VIX futures (VOW), CBOE mini-VIX futures (VM), CBOE S&P 500 3-Month Variance futures (VT) and CBOE S&P 500 12-Month Variance futures (VA).
CFE, a wholly owned subsidiary of CBOE Holdings, Inc. (NASDAQ: CBOE), offers an all-electronic, open-access market model, with traders providing liquidity and making markets. CFE trades are cleared by the AAA-rated Options Clearing Corporation (OCC). CBOE Futures Exchange is regulated by the Commodity Futures Trading Commission (CFTC).
More information on CFE and its products, including contract specifications, can be found at: www.cboe.com/CFE.