The CBOE Futures Exchange, LLC (CFE®) today reported August 2013 trading volume for total exchange-wide activity and for futures on the CBOE Volatility Index® (VIX®).
VIX Futures
August trading volume in VIX futures totaled 3,488,149 contracts, an increase of 83 percent over August's total in 2012 and a gain of 19 percent over the previous month.
Average daily volume in VIX futures during August was 158,552 contracts, an increase of 91 percent over August 2012 and up 19 percent from July.
Year-to-date trading volume in VIX futures is outpacing last year by 97 percent. Through the end of August, a total of 27.1 million VIX futures contracts have traded.
|
CFE Monthly Volume Summary |
Year-To-Date |
|||||||
|
August 2013 |
August 2012 |
% Chg |
July 2013 |
% Chg |
August 2013 |
August 2012 |
% Chg |
|
|
Trading Days |
22 |
23 |
22 |
168 |
169 |
|||
|
VIX Index Futures |
||||||||
|
Total |
3,488,149 |
1,909,373 |
83% |
2,921,386 |
19% |
27,073,242 |
13,771,535 |
97% |
|
ADV |
158,552 |
83,016 |
91% |
132,790 |
19% |
161,150 |
81,488 |
98% |
|
CFE Total Exchange |
||||||||
|
Total |
3,527,672 |
1,915,701 |
84% |
2,965,509 |
19% |
27,248,433 |
13,841,570 |
97% |
|
ADV |
160,349 |
83,291 |
93% |
134,796 |
19% |
162,193 |
81,903 |
98% |
Total CFE
August exchange-wide trading volume at CFE totaled 3,527,672 contracts, an increase of 84 percent over August 2012 and an increase of 19 percent from July. Exchange-wide monthly ADV during August was 160,349 contracts, an increase of 93 percent over a year ago and up 19 percent from July.
