- 3.7 Million VIX Futures Contracts Traded
- VIX Futures ADV, Total Volume Up From Prior Month
CBOE Futures Exchange, LLC (CFE®) today reported that March 2015 monthly average daily volume (ADV) and monthly total volume, both exchange-wide at CFE and for futures on the CBOE Volatility Index® (VIX® Index), increased from last month, although the totals declined from year-ago levels.
VIX Futures
March average daily volume in VIX futures was 167,591 contracts, an increase of one percent from February 2015 and a decrease of nine percent from March 2014. Total volume in VIX futures for March was 3.7 million contracts, up 17 percent from the previous month and down four percent from a year ago.
|
CFE Monthly Volume Summary |
Year-To-Date |
|||||||
|
|
March |
March 2014 |
% Chg |
February 2015 |
% Chg |
|
March 2014 |
% Chg |
|
Trading Days |
22 |
21 |
|
19 |
|
61 |
61 |
|
|
VIX Index Futures |
||||||||
|
Total |
3,686,993 |
3,855,851 |
-4% |
3,164,386 |
17% |
11,420,107 |
12,376,825 |
-8% |
|
ADV |
167,591 |
183,612 |
-9% |
166,547 |
1% |
187,215 |
202,899 |
-8% |
|
CFE Total Exchange |
||||||||
|
Total |
3,688,432 |
3,861,118 |
-4% |
3,166,538 |
16% |
11,428,620 |
12,391,734 |
-8% |
|
ADV |
167,656 |
183,863 |
-9% |
166,660 |
1% |
187,352 |
203,143 |
-8% |
Total CFE
March exchange-wide ADV at CFE was 167,656 contracts, a one-percent increase from February 2015 and a nine-percent decrease from March 2014. Exchange-wide total volume during the month was 3.7 million contracts, a 16-percent increase from the previous month and a four-percent decrease from a year ago.
