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FTSE Mondo Visione Exchanges Index:

CBOE's VIX Options Establish New Single-Day Volume Record

Date 27/02/2013

  • VIX Options Volume Totals Nearly 1.4 Million Contracts
  • Second-Best Day Ever for CFE VIX Futures

Chicago Board Options Exchange® (CBOE®) today reported that options on the CBOE Volatility Index® (VIX® index) established an all-time, single-day volume record, totaling an estimated 1,388,937 contracts. Today's VIX options volume beat the previous record of 1,219,226 contracts traded on September 11, 2012.

CBOE Futures Exchange's (CFE®) VIX futures notched their second-best day ever as 299,566 contracts changed hands today on the heels of a new volume high of 302,278 contracts traded yesterday.

In February, CBOE and CFE reported that in January, VIX options and futures both established record-breaking monthly trading volumes:

  • VIX options recorded their best month ever with an average daily volume (ADV) of 680,822 contracts, exceeding the previous record ADV of 582,022 contracts in August 2011. Total volume for the month was 14.3 million contracts, also a new record.
  • VIX futures recorded their best month ever as daily volume averaged 137,988 contracts, beating the previous record ADV of 130,202 contracts in November 2012. Total volume for the month was a record 2.9 million contracts.