Monthly volume in VIX futures, which are based on the CBOE Volatility Index (ticker VX), totaled 96,675 contracts--a 153% rise over the April 2007 volume of 38,262 contracts.Average daily volume in VIX futures during April 2008 was 4,394 contracts.
Volume in futures on the CBOE DJIA Volatility Index (ticker DV) totaled 4,391 contracts during April, while volume in the CBOE Russell 2000 Volatility Index futures, RVX, (ticker VR) totaled 2,185 contracts traded for the month.
Total CBOE Futures Exchange open interest stood at 58,128 contracts at the end of April, 29 percent ahead of the same period a year-ago.
|
CBOE Futures Exchange April 2008 Volume Summary |
|||||
|---|---|---|---|---|---|
|
|
April 2008 Volume |
% Change vs Apr 2007 |
% Change vs Mar 2008 |
Year-To-Date Volume |
% Changevs 2007 |
|
Exchange |
103,438 |
+148% |
-5% |
389,939 |
+101% |
|
Average Daily Volume |
4,701 |
+126% |
-14% |
4,698 |
+96% |
|
Open Interest |
58,128 |
+29% |
+25% |
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-- |
CFE currently offers futures on seven different contracts, including: the CBOE Volatility Index (VIX), CBOE DJIA Volatility Index (VXD), CBOE Nasdaq-100 Volatility Index (VXN), CBOE Russell 2000 Volatility Index (RVX), CBOE S&P 500 3-Month and 12-Month Variance (VT and VA, respectively), and the CBOE S&P 500 BuyWrite Index (BXM).
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.
