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A total of 188,047 contracts traded at CFE during October 2009, an increase of 51 percent over 124,289 contracts traded last year.When compared to 144,016 contracts traded during September 2009, October 2009 total volume was up 31 percent.Year to date, CFE's total volume of 829,921 contracts is off 22 percent from 2008's pace of 1,066,379 contracts.
October 2009 stands as the second-busiest month ever at CFE, trailing only the 189,408 contracts traded during November 2007.October was the sixth consecutive month this year that CFE posted month-over-month volume gains.
|
CBOE Futures Exchange October 2009 Volume Summary |
|||||
|---|---|---|---|---|---|
|
|
Oct 2009 Volume 22 trading days |
% Change vs Oct 2008 23 trading days |
% Change vs Sept 2009 21 trading days |
Year-To-Date Volume 210 trading days |
% Change vs 2008 212 trading days |
|
Exchange |
188,047 |
+51% |
+31% |
829,921 |
-22% |
|
Average Daily Volume |
8,548 |
+58% |
+25% |
3,952 |
-21% |
Volume in VIX futures, based on the CBOE Volatility Index (ticker VX), set a new all-time high in October with 187,628 contracts traded, besting the previous record of 173,864 contracts in November 2007.October 2009's volume posted increases of 56 percent and 31 percent from 120,280 contracts traded in October 2008 and 143,585 contracts traded in September 2009, respectively.Average daily volume in VIX futures during October was 8,529 contracts, 63 percent ahead of 5,230 contracts per day from a year ago and up 25 percent from 6,837 contracts per day from September.
Volume in CFE's newest contract, the CBOE mini-VIX futures (ticker symbol VM), totaled 415 contracts traded during October, relatively unchanged from 427 contracts during September.CBOE mini-VIX futures contracts are one-tenth the size of CFE's standard CBOE VIX futures contract.CBOE mini-VIX futures were launched in March 2009. Additional information on mini-VIX futures can be found at: http://cfe.cboe.com/Products/Products_VM.aspx.
CFE currently offers futures on five different contracts, including: the CBOE Volatility Index (VIX), CBOE mini-VIX (VM), CBOE Russell 2000 Volatility Index (RVX) and CBOE S&P 500 3-Month and 12-Month Variance (VT and VA, respectively).
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 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: www.cboe.com/CFE.
