CBOE Futures Exchange Reports November 2015 Trading Volume

- VIX Futures ADV Up 24% from November 2014

- Total of 3.48 Million VIX Futures Contracts Traded

- VIX Futures Up 3% Year to Date

01 Dec, 2015, 15:38 ET from CBOE Futures Exchange, LLC

CHICAGO, Dec. 1, 2015 /PRNewswire/ -- CBOE Futures Exchange, LLC (CFE®) today reported that November average daily volume (ADV) was up 24 percent from November 2014, and total volume was 30 percent higher than totals in November 2014. Monthly total volume was down 13 percent in November, compared with October 2015.

VIX Futures
Total volume in futures on the CBOE Volatility Index® (VIX® Index) for November was 3.48 million contracts, up 30 percent from November 2014, and down 13 percent from October 2015. November VIX futures' ADV was 173,790 contracts, up 24 percent from a year ago and down 4 percent from the previous month. On a year-to-date basis, VIX futures volume was up 3 percent.

CFE Monthly Volume Summary

Year-To-Date


November

2015

November

 2014

% Chg

October  2015

% Chg

 

November

 2015

November

 2014

% Chg

Trading Days

20

19


22


230

230


VIX Index Futures

     Total

3,475,798

2,666,173

30%

3,994,368

-13%

47,096,484

45,545,484

3%

     ADV

173,790

140,325

24%

181,562

-4%

204,767

198,024

3%

CFE Total Exchange

     Total

3,481,215

2,670,992

30%

3,998,723

-13%

47,142,162

45,622,406

3%

     ADV

174,061

140,579

24%

181,760

-4%

204,966

198,358

3%

Total CFE
Exchangewide ADV at CFE was 174,061 contracts in November, up 24 percent from November 2014 but a decrease of 4 percent from October 2015. Exchangewide total volume for the month was 3.48 million contracts, a rise of 30 percent from the year-ago total, but down 13 percent from October 2015. 

Extended Trading Hours
Trading activity in VIX futures during non-U.S. trading hours represented 8 percent of total VIX futures volume.  Monthly volume for VIX futures during extended trading hours was 277,662 contracts, with an ADV of 13,883 contracts. Year to date, extended trading hours represent nearly 9 percent of VIX futures' total volume.

About CBOE Futures Exchange
CBOE Futures Exchange, LLC (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/.   

Media Contacts:          


Analyst Contact:

Suzanne Cosgrove               

Gary Compton                

Debbie Koopman

(312) 786-7123                      

(312) 786-7612               

(312) 786-7136

cosgrove@cboe.com    

comptong@cboe.com          

koopman@cboe.com

CBOE-EF

CBOE®, Chicago Board Options Exchange®, CFE®, Execute Success®, CBOE Volatility Index® and VIX® are registered trademarks, and CBOE Futures ExchangeSM, WeeklysSM, 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, LLC



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