CBOE Futures Exchange Reports July 2015 Trading Volume

- VIX Futures ADV, Total Volume Up From Prior Month and Year Ago

- 5 Million VIX Futures Contracts Traded

- July Was Second-Busiest Month of All Time

Aug 03, 2015, 17:00 ET from CBOE Futures Exchange

CHICAGO, Aug. 3, 2015 /PRNewswire/ -- CBOE Futures Exchange, LLC (CFE®) today reported that July 2015 monthly average daily volume (ADV) and monthly total volume, both exchangewide at CFE and for futures on the CBOE Volatility Index® (VIX® Index), rose from June 2015 and from year-ago levels. Total volumes hit a second consecutive monthly high for 2015, surpassing the previous monthly high for the year set in June.

VIX Futures

July ADV in VIX futures was 227,970 contracts, an increase of 8 percent from June 2015 and up 16 percent from July 2014. Total volume in VIX futures for July was 5.0 million contracts, an increase of 8 percent from the previous month and 16 percent from a year ago. The July volume total includes VIX Weeklys futures contracts, which were launched July 23. July's total and average daily volumes for VIX futures ranked second in terms of all-time records, trailing only the 7.4 million total and 323,761 ADV  traded in October 2014.   

CFE Monthly Volume Summary

Year-To-Date


July

2015

July

 2014

% Chg

June  2015

% Chg

July

 2015

July

 2014

% Chg

Trading Days

22

22


22


146

146


VIX Index Futures

     Total

5,015,350

4,333,778

16%

4,641,194

8%

27,959,403

27,126,722

3%

     ADV

227,970

196,990

16%

210,963

8%

191,503

185,799

3%

CFE Total Exchange

     Total

5,018,696

4,342,089

16%

4,641,754

8%

27,974,455

27,167,629

3%

     ADV

228,123

197,368

16%

210,989

8%

191,606

186,080

3%

Total CFE

Exchangewide ADV at CFE was 228,123 contracts in July, an increase of 8 percent from June 2015 and up 16 percent from July 2014. Exchangewide total volume for the month was 5.0 million contracts, an increase of 8 percent from the previous month and 16 percent from the year-ago total. 

About CBOE Futures Exchange

CBOE Futures Exchange (CFE) offers contracts on CBOE Volatility Index (VIX Index) futures (VX), S&P 500 Variance futures (VA), CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (TYVIX) futures (VXTY) and CBOE Russell 2000 Volatility Index (RVX) futures (VU).   

VIX futures are available for trading nearly 24 hours a day, five days a week at CFE, beginning Sunday at 5:00 p.m. CT and ending Friday at 3:15 p.m. CT. CFE closes for 15 minutes between 3:15 p.m. CT and 3:30 p.m. CT, Monday through Thursday, after which the next trading day begins at 3:30 p.m. CT. For additional details on extended trading hours, see www.cboe.com/ETH.   

CFE, an all-electronic market, is a wholly-owned subsidiary of CBOE Holdings, Inc. (NASDAQ: CBOE).  CFE is regulated by the Commodity Futures Trading Commission (CFTC) and all trades are cleared by the OCC. More information on CFE and its products, including contract specifications, can be found at: http://cfe.cboe.com/.

CBOE-EF

CBOE®, Chicago Board Options Exchange®, CFE®, Execute Success®, CBOE Volatility Index® and VIX® are registered trademarks, and CBOE Futures ExchangeSM, CBOE/CBOT 10-year U.S. Treasury Note Volatility IndexSM, CBOE Russell 2000 Volatility IndexSM, VXSM, VASM, TYVIXSM, VXTYSM, RVXSM, and VUSM are service marks of Chicago Board Options Exchange, Incorporated (CBOE).

Standard & Poor's®, S&P® and S&P 500® are registered  trademarks of Standard & Poor's Financial Services, LLC and have been licensed for use by CBOE and CFE. Russell® and Russell 2000® are registered trademarks of the Frank Russell Company, used under license. CBOT is a trademark of CME Group, Inc. (CME). CBOE has, with the permission of CME, used such trademark in the CBOE/CBOT 10-year U.S. Treasury Note Volatility Index. CME makes no representation regarding the advisability of investing in any investment product that is based on such index. All other trademarks and service marks are the property of their respective owners.

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SOURCE CBOE Futures Exchange



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