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CBOE Futures Exchange, LLC (CFE®) today reported that February average daily volume (ADV) was up 23 percent from February 2015, but down 25 percent from January 2016. Exchangewide total volume also rose in February compared with a year ago, up 29 percent compared with February 2015, but down 21 percent from January 2016.
VIX Futures
Total February volume in futures on the CBOE Volatility Index® (VIX® Index) was 4.1 million contracts, up 29 percent from February 2015, but down 21 percent from January 2016. February VIX futures' ADV was 204,609 contracts, up 23 percent from a year ago and down 25 percent from the previous month.
|
CFE Monthly Volume Summary |
Year-To-Date |
|||||||
|
|
Feb-16 |
Feb-15 |
% |
Jan-16 |
% |
Feb-16 |
Feb-15 |
% |
|
Trading Days |
20 |
19 |
|
19 |
|
39 |
39 |
|
|
VIX Index Futures |
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|
Total |
4,092,187 |
3,164,386 |
29% |
5,167,889 |
-21% |
9,260,076 |
7,733,114 |
20% |
|
ADV |
204,609 |
166,547 |
23% |
271,994 |
-25% |
237,438 |
198,285 |
20% |
|
CFE Total Exchange |
||||||||
|
Total |
4,092,473 |
3,166,538 |
29% |
5,168,403 |
-21% |
9,260,876 |
7,740,188 |
20% |
|
ADV |
204,624 |
166,660 |
23% |
272,021 |
-25% |
237,458 |
198,466 |
20% |
|
|
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|
*Volume numbers for 2016 now include VIX Weeklys futures totals. |
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Total CFE
Exchangewide ADV was 204,624 contracts in February, up 23 percent from a year ago and down 25 percent from January 2016. Total volume for February rose to 4.1 million contracts, a 29-percent increase from the same period a year ago but down 21 percent from January 2016.
Extended Trading Hours
In February, monthly ADV for VIX futures traded during extended trading hours was 25,332, representing 12.4 percent of total VIX futures volume, up from 7.3 percent in February 2015.
