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- VIX Futures ADV, Total Volume Up From Prior Month and Year
- 3.5 Million VIX Futures Contracts Traded
CBOE Futures Exchange, LLC (CFE®) today reported that May 2015 monthly average daily volume (ADV) and monthly total volume, both exchangewide at CFE and for futures on the CBOE Volatility Index® (VIX® Index), rose from last month and from year-ago levels.
VIX Futures
May average daily volume in VIX futures was 174,923 contracts, an increase of 9 percent from April 2015 and 22 percent from May 2014. Total volume in VIX futures for May was 3.5 million contracts, an increase of 3 percent from the previous month and 16 percent from a year ago.
|
CFE Monthly Volume Summary |
Year-To-Date |
|||||||
|
|
May |
May |
% Chg |
April 2015 |
% Chg |
|
May |
% Chg |
|
Trading Days |
20 |
21 |
|
21 |
|
102 |
103 |
|
|
VIX Index Futures |
||||||||
|
Total |
3,498,454 |
3,022,857 |
16% |
3,384,298 |
3% |
18,302,859 |
19,141,182 |
-4% |
|
ADV |
174,923 |
143,946 |
22% |
161,157 |
9% |
179,440 |
185,837 |
-3% |
|
CFE Total Exchange |
||||||||
|
Total |
3,499,445 |
3,029,577 |
16% |
3,385,940 |
3% |
18,314,005 |
19,168,504 |
-4% |
|
ADV |
174,972 |
144,266 |
21% |
161,235 |
9% |
179,549 |
186,102 |
-4% |
Total CFE
Exchangewide ADV at CFE was 174,972 contracts in May, an increase of 9 percent from April 2015 and 21 percent from May 2014. Exchangewide total volume during the month was 3.5 million contracts, an increase of 3 percent from the previous month and 16 percent from the year-ago total.
