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CBOE Futures Exchange: VIX Futures Bust Through Old Daily Volume Record

Date 14/04/2013

  • Set New Single-Day Volume Record of 449,955 Contracts
  • Gold ETF Volatility Index Futures Set New Daily Record

The CBOE Futures Exchange, LLC (CFE®) announced today that CBOE Volatility Index® (VIX® index) futures established an all-time single-day volume record of an estimated 449,955 contracts. Monday's record eclipsed the 302,278-contract record set on February 25, 2013.

In addition, the CBOE Gold ETF Volatility Index (GV) futures contract traded a single-day record of an estimated 1,488 contracts today. The previous record, 765 contracts, was set on March 28, 2013.

In the most recent reported month, a record 3,220,977 VIX futures contracts changed hands in March, exceeding the 3,062,344 contracts traded in February, the previous record, by five percent. February and March are the first two months in CFE history to register more than three million VIX futures contracts traded. When compared to the 1,963,893 contracts traded a year ago, March's volume rose by 64 percent.