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- Sixth Consecutive Record Year for VIX Futures
- More Than 51 Million VIX Futures Contracts Traded
- VIX Futures’ Extended Hours Volume Hits 4.6 Million Contracts
CBOE Futures Exchange, LLC (CFE®) today reported that annual total trading volume and annual daily volume for both total exchangewide activity and for futures on the CBOE Volatility Index® (VIX® Index) reached new all-time highs in 2015, posting trading records for the sixth consecutive year.
VIX Futures
Trading volume in VIX futures set a new annual record with 51.6 million contracts in 2015, an increase of 2 percent from 2014. Average daily volume (ADV) in VIX futures was a record 204,856 contracts, up 2 percent from 2014.
In the first full year of nearly 24-hour trading, VIX futures posted volume of 4.6 million contracts in extended (non-U.S.) trading hours, with an ADV of more than 18,000 contracts, representing nearly 9 percent of total volume.
Total CFE
Exchangewide trading volume at CFE totaled a record 51.7 million contracts for the year, up 2 percent from 2014. Total ADV at CFE reached a new high of 205,062 contracts, up 2 percent from 2014.
|
CFE Monthly Volume Summary |
Full Year |
|||||||||
|
|
December 2015 |
December 2014 |
% Chg |
November 2015 |
% Chg |
2015 |
2014 |
% Chg |
||
|
Trading Days |
22 |
22 |
|
20 |
|
252 |
252 |
|
||
|
VIX Index Futures |
||||||||||
|
Total |
4,527,217 |
4,985,882 |
-9% |
3,475,798 |
30% |
51,623,701 |
50,531,366 |
2% |
||
|
ADV |
205,783 |
226,631 |
-9% |
173,790 |
18% |
204,856 |
200,521 |
2% |
||
|
CFE Total Exchange |
||||||||||
|
Total |
4,533,369 |
4,992,899 |
-9% |
3,481,215 |
30% |
51,675,531 |
50,615,305 |
2% |
||
|
ADV |
206,062 |
226,950 |
-9% |
174,061 |
18% |
205,062 |
200,854 |
2% |
||
