CBOE Futures Exchange Reports June 2015 Trading Volume

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

- 4.6 Million VIX Futures Contracts Traded

Jul 01, 2015, 16:39 ET from CBOE Futures Exchange

CHICAGO, July 1, 2015 /PRNewswire/ -- CBOE Futures Exchange, LLC (CFE®) today reported that June 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 last month and from year-ago levels. June total volumes hit highs for 2015, surpassing previous monthly highs set in January.

VIX Futures
June ADV in VIX futures was 210,963 contracts, an increase of 21 percent from both May 2015 and June 2014. Total volume in VIX futures for June was 4.6 million contracts, an increase of 33 percent from the previous month and 27 percent from a year ago.     

CFE Monthly Volume Summary

Year-To-Date


June

2015

June

 2014

% Chg

May  2015

% Chg

 

June

 2015

June

 2014

% Chg

Trading Days

22

21


20


124

124


VIX Index Futures

     Total

4,641,194

3,651,762

27%

3,498,454

33%

22,944,053

22,792,944

1%

     ADV

210,963

173,893

21%

174,923

21%

185,033

183,814

1%

CFE Total Exchange

     Total

4,641,754

3,657,036

27%

3,499,445

33%

22,955,759

22,825,540

1%

     ADV

210,989

174,145

21%

174,972

21%

185,127

184,077

1%

Total CFE
Exchangewide ADV at CFE was 210,989 contracts in June, an increase of 21 percent from both May 2015 and June 2014. Exchangewide total volume for the month was 4.6 million contracts, an increase of 33 percent from the previous month and 27 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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