During the month of June, average daily volume at CFE was 4,736 contracts, a rise of 22% over the 3,898 contracts per day during June 2007.Total trading volume at CFE during June was 99,464 contracts, an increase of 22% over the year-ago volume of 81,852 contracts.
Monthly volume in VIX futures, which are based on the CBOE Volatility Index (ticker VX), totaled 93,075 contracts - 18% above the June 2007 volume of 78,578 contracts.Average daily volume in VIX futures during June 2008 was 4,432 contracts, compared to the average daily volume of 3,742 contracts from a year-ago.
Volume in futures on the CBOE DJIA Volatility Index (ticker DV) totaled 2,881 contracts during June, up 32% over the year-ago volume of 2,190 contracts traded.Volume in the CBOE Russell 2000 Volatility Index futures, RVX, (ticker VR) totaled 3,084 contracts traded for the month, 25% ahead of the previous month's volume of 2,475 contracts.VR futures were launched on July 6, 2007.
|
CBOE Futures Exchange June 2008 Volume Summary |
|||||
|---|---|---|---|---|---|
|
|
June 2008 Volume |
% Change vs June 2007 |
% Change vs May 2008 |
Year-To-Date Volume |
% Change vs 2007 |
|
Exchange |
99,464 |
+22% |
-17% |
608,674 |
+70% |
|
Average Daily Volume |
4,736 |
+22% |
-17% |
4,869 |
+69% |
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.
