The CBOE Futures Exchange, LLC (CFE®) announced today that CBOE Volatility Index® (VIX® index) futures set a new single-day volume record of 212,800 contracts (estimated) today. The new daily record eclipsed the previous single-day record of 190,081 contracts traded on September 13, 2012.
This is the first time in CFE history that trading volume has surpassed 200,000 contracts in a single day. VIX futures are poised for another record year in 2012, with trading volume up 86 percent through November. The top four trading months for VIX futures occurred in the last four months of 2012.