- New Volume Records Set for Total Exchange and VIX Futures
- More Than 1.65 Million Contracts Traded Last Week
The CBOE Futures Exchange, LLC (CFE®) today announced that trading volume during the week of October 6 through 10 -- both exchange-wide at CFE and for futures on the CBOE Volatility Index® (VIX® Index) -- set new records for a one-week period.
Total exchange-wide volume at CFE from October 6 through 10 totaled 1,664,651 contracts, topping the previous record of 1,506,331 contracts traded during the week of August 4 through 8. For VIX futures, volume last week totaled 1,661,153 contracts, surpassing the previous record of 1,504,866 contracts traded during the week of August 4 through 8.
September Trading Activity
Average daily volume in VIX futures was 178,531 contracts during September, an increase of 21 percent from September 2013 and a decrease of 18 percent when compared to the record ADV in August 2014. Total volume in VIX futures was 3.75 million contracts during September, up 27 percent from September 2013 and down 18 percent from the record total volume in August 2014.
September exchange-wide ADV was 178,993 contracts, a 20-percent increase from a year ago and an 18-percent decrease from the record daily volume in August 2014. Exchange-wide total volume during the month was 3.76 million contracts, a 26-percent increase from September 2013 and an 18-percent decrease from August 2014’s record total volume.