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CBOE Futures Exchange (CFE) announced today that trading volume in futures on the CBOE Volatility Index® (VIX®) established a new single-day record on Thursday, August 4. The 137,132 contracts that traded today surpassed the previous single-day record of 104,773 contracts traded on July 14, 2011.
July 2011 was the third consecutive month for record average daily volume (ADV) in VIX futures trading as 58,453 contracts per day changed hands at CFE during the month. July VIX futures ADV was up 356 percent over July 2010 ADV of 12,827 contracts and up five percent from June 2011 ADV of 55,557 contracts. July also marked the third month this year in which the total monthly trading volume in VIX futures exceeded one million contracts (1,170,656 contracts).
Total exchange volume also reached a new all-time at CFE as 137,508 contracts traded today, besting the previous high mark of 104,811 contracts on July 14.
CFE currently offers futures on five different contracts, including: the CBOE Volatility Index (VIX), Weekly options on VIX futures (VOW), CBOE mini-VIX (VM), CBOE Gold ETF Volatility Index (GVZ) and CBOE S&P 500 3-Month Variance (VT).
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/
