CBOE Futures Exchange, LLC (CFE®) today reported that September average daily volume (ADV) was up 40 percent from September 2014, but down 18 percent from August 2015, when CFE recorded its second-busiest month of all time.
VIX Futures
Total volume in futures on the CBOE Volatility Indexâ (VIXâ Index) for September was 5.3 million contracts, up 41 percent from September 2014, but a decrease of 17 percent from August 2015. September VIX futures’ ADV was 251,207 contracts.
|
CFE Monthly Volume Summary |
Year-To-Date |
|||||||||
|
|
September 2015 |
September 2014 |
% Chg |
August 2015 |
% Chg |
September 2015 |
September 2014 |
% Chg |
||
|
Trading Days |
21 |
21 |
|
21 |
|
188 |
188 |
|
||
|
VIX Index Futures |
||||||||||
|
Total |
5,275,344 |
3,749,156 |
41% |
6,391,571 |
-17% |
39,626,318 |
35,432,804 |
12% |
||
|
ADV |
251,207 |
178,531 |
41% |
304,361 |
-17% |
210,778 |
188,472 |
12% |
||
|
CFE Total Exchange |
||||||||||
|
Total |
5,278,891 |
3,758,849 |
40% |
6,408,878 |
-18% |
39,662,224 |
35,492,717 |
12% |
||
|
ADV |
251,376 |
178,993 |
40% |
305,185 |
-18% |
210,969 |
188,791 |
12% |
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Total CFE
Exchange-wide ADV at CFE was 251,376 contracts in September, an increase of 40 percent from September 2014 and down 18 percent from August 2015. Exchangewide total volume for the month was 5.3 million contracts, up 40 percent from the year-ago total and down 18 percent from August 2015.
Extended Trading Hours
Trading activity in VIX futures during non-U.S. trading hours fell in September from the prior month, but extended trading hours still represented 10 percent of total VIX volume, unchanged from August 2015. Monthly ADV was 25,070 contracts, down from a record 30,500 contracts traded in August. Total September monthly volume was 526,465 contracts.
