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Monthly volume in VIX futures, which are based on the CBOE Volatility Index (ticker VX), totaled 113,407 contracts - 44% above the May 2007 volume of 78,716 contracts.Average daily volume in VIX futures during May 2008 was 5,400 contracts, 51% more than the average daily volume of 3,578 contracts from a year-ago.
Volume in futures on the CBOE DJIA Volatility Index (ticker DV) totaled 3,162 contracts during May, up 80% over the year-ago volume of 1,758 contracts traded.Volume in the CBOE Russell 2000 Volatility Index futures, RVX, (ticker VR) totaled 2,475 contracts traded for the month, 13% ahead of the previous month's volume of 2,185 contracts.
Total CBOE Futures Exchange open interest stood at 58,153 contracts at the end of May, 23% ahead of the same period a year-ago.
|
CBOE Futures Exchange May 2008 Volume Summary |
|||||
|---|---|---|---|---|---|
|
|
May 2008 Volume |
% Change vs May 2007 |
% Change vs Apr 2008 |
Year-To-Date Volume |
% Changevs 2007 |
|
Exchange |
119,271 |
+47% |
+15% |
509,210 |
+85% |
|
Average Daily Volume |
5,679 |
+54% |
+21% |
4,896 |
+83% |
|
Open Interest |
58,153 |
+23% |
0% |
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CFE currently offers futures on seven different contracts, including: the CBOE Volatility Index (VIX), CBOE DJIA Volatility Index (VXD), CBOE Nasdaq-100 Volatility Index (VXN), CBOE Russell 2000 Volatility Index (RVX), CBOE S&P 500 3-Month and 12-Month Variance (VT and VA, respectively), and the CBOE S&P 500 BuyWrite Index (BXM).
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 triple-A 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.
