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Monthly volume in VIX futures, which are based on the CBOE Volatility Index (ticker VX), totaled 85,731 contracts, a 91% rise over the same time period last year with a volume of 44,927 contracts. Average daily volume in VIX futures during January was 4,082 contracts, versus the 2,246 contracts from January 2007.
Volume in futures on the CBOE DJIA Volatility Index (ticker DV) totaled 6,545 contracts traded during January, increasing 234% over the year-ago total of 1,959 contracts. Trading activity in the CBOE Russell 2000 Volatility Index futures, RVX, (ticker VR) totaled 3,545 contracts, up 19% over December 2007's trading volume of 2,979 contracts. VR futures were launched on July 6, 2007.
Total exchange open interest stood at 58,674 contracts at the end of January, 53% ahead of January 2007.
|
CBOE Futures Exchange January 2008 Volume Summary |
|||||
|---|---|---|---|---|---|
|
|
January 2008 Volume |
% Change vs Jan 2007 |
% Change vs Dec 2007 |
Year-To-Date Volume |
% Change vs 2007 |
|
Exchange |
96,743 |
+105% |
+4% |
96,743 |
+105% |
|
Average Daily Volume |
4,607 |
+96% |
-1% |
4,607 |
+96% |
|
Open Interest |
58,674 |
+53% |
-1% |
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CFE, launched in March 2004, is a wholly-owned subsidiary of Chicago Board Options Exchange, Incorporated, offering an all-electronic, open access market model, with traders providing liquidity and making markets. CFE trades are cleared by triple-A rated Options Clearing Corporation (OCC). CBOE Futures Exchange is regulated by the Commodity Futures Trading Commission (CFTC). More information on CFE and its products, including contract specifications, can be found at: www.cboe.com/CFE.
