CBOE Futures Exchange (CFE) announced yesterday that trading volume in futures based on the CBOE Volatility Index® (VIX®) established a new single-day record of 104,773 contracts on Thursday. Today's record exceeded the previous daily record of 101,146 contracts set on June 16, 2011.
During June, trading of futures on the CBOE Volatility Index (VIX) set several new volume records, including: total monthly volume (1,222,257 contracts), monthly average daily volume (55,557 contracts per day), early open session (22,727 contracts on June 13) and open interest (253,919 contracts at the end of the day on June 15). In addition, the top four most-active trading months for VIX futures have occurred during the last four months (June -- 1,222,257 contracts; March -- 1,065,374 contracts, May -- 993,990 contracts and April -- 834,110 contracts).
CFE currently offers futures on six different contracts, including: the CBOE Volatility Index (VIX), Weekly options on VIX futures (VOW), CBOE mini-VIX (VM), CBOE Gold ETF Volatility Index (GVZ), CBOE S&P 500 3-Month Variance (VT) and CBOE S&P 500 12-Month Variance (VA).
CFE, a wholly owned subsidiary of CBOE Holdings, Inc. (NASDAQ: CBOE), offers an all-electronic, open-access market model, with traders providing liquidity and making markets. CFE trades are cleared by the AAA-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: http://cfe.cboe.com/.