The CBOE Futures Exchange, LLCSM (CFE®) today announced that new single-day volume records for total trading volume exchange-wide at CFE and for futures on the CBOE Volatility Index® (VIX® Index) were set on Friday, August 1.
Total volume at CFE on Friday was an estimated 530,794 contracts traded, which surpassed the previous high of 452,139 contracts traded on April 15, 2013.
For VIX futures, an estimated 527,803 contracts traded, including an estimated record of 68,033 contracts during non-U.S. trading hours. Today's record trading in VIX futures eclipsed the previous record of 449,955 contracts, also set on April 15, 2013.
Earlier on Friday, CFE reported July 2014 trading activity.
Total CFE
Exchange-wide ADV during July was 197,368 contracts, a 46-percent increase from a year ago and a 13-percent increase from June 2014. Exchange-wide total volume during the month was 4.34 million contracts, a 46-percent increase from July 2013 and a 19-percent increase from June 2014. In terms of total volume, July ranks as the second-busiest month all-time, trailing only the 4.4 million contracts traded in January 2014.
VIX Futures
Average daily volume in VIX futures was 196,990 contracts during July, an increase of 48 percent from July 2013 and an increase of 13 percent from June 2014. Total volume in VIX futures during July was 4.33 million contracts, up 48 percent from July 2013 and up 19 percent from June 2014. July's total volume stands as the second most-active month all-time, trailing only the 4.4 million contracts in January 2014.