- 4.6 Million VIX Futures Contracts Traded
- VIX Futures ADV Up 9% Over Year Ago
CBOE Futures Exchange, LLC (CFE®) today reported that January 2015 monthly average daily volume (ADV) and monthly total volume, both for exchange-wide at CFE and futures on the CBOE Volatility Index® (VIX® Index), rose from year-ago levels.
VIX Futures
January average daily volume in VIX futures was 228,436 contracts, an increase of nine percent from January 2014 and up one percent from December 2014. Total volume in VIX futures for January was 4.6 million contracts, up four percent from a year ago and down eight percent from the previous month.
|
Monthly Volume Summary |
|||||
|
|
Jan |
Jan |
% |
Dec |
% |
|
Trading Days |
20 |
21 |
|
22 |
|
|
VIX Index Futures |
|||||
|
Total |
4,568,728 |
4,401,826 |
4% |
4,985,882 |
-8% |
|
ADV |
228,436 |
209,611 |
9% |
226,631 |
1% |
|
CFE Total Exchange |
|||||
|
Total |
4,573,650 |
4,407,071 |
4% |
4,992,899 |
-8% |
|
ADV |
228,683 |
209,861 |
9% |
226,950 |
1% |
Total CFE
January exchange-wide ADV was 228,683 contracts, a nine-percent increase from January 2014 and a one-percent increase from December 2014. Exchange-wide total volume during the month was 4.6 million contracts, a four-percent increase from a year ago and an eight-percent decline from the previous month.
