VIX Futures Set New Single-Day Volume Record Yesterday: 302,278 Contracts

The CBOE Futures Exchange, LLC (CFE®) announced yesterday that CBOE Volatility Index® (VIX® index) futures set an all-time single-day volume record of 302,278 contracts (estimated).

Today's daily record eclipsed the previous VIX futures single-day record of 221,323 contracts traded on January 2, 2013.

Earlier this month, CFE reported that VIX futures average daily volume (ADV) in January 2013 was 137,988 contracts, a record for any month in CFE's history. January's ADV rose 241 percent and 13 percent, respectively, from an ADV of 40,439 futures contracts in January 2012 and an ADV of 121,782 contracts in December 2012.