CHICAGO, May 1, 2015 /PRNewswire/ -- CBOE Futures Exchange, LLC (CFE®) today reported that April 2015 monthly average daily volume (ADV) and monthly total volume, both exchange-wide at CFE and for futures on the CBOE Volatility Index® (VIX® Index), declined from last month and from year-ago levels.
VIX Futures
April average daily volume in VIX futures was 161,157 contracts, a decrease of 4 percent from March 2015 and decline of 10 percent from April 2014. Total volume in VIX futures for April was 3.4 million contracts, down 8 percent from the previous month and down 10 percent from a year ago.
CFE Monthly Volume Summary |
Year-To-Date |
|||||||
April 2015 |
April 2014 |
% Chg |
March 2015 |
% Chg |
April 2015 |
April 2014 |
% Chg |
|
Trading Days |
21 |
21 |
22 |
82 |
82 |
|||
VIX Index Futures |
||||||||
Total |
3,384,298 |
3,741,500 |
-10% |
3,686,993 |
-8% |
14,804,405 |
16,118,325 |
-8% |
ADV |
161,157 |
178,167 |
-10% |
167,591 |
-4% |
180,542 |
196,565 |
-8% |
CFE Total Exchange |
||||||||
Total |
3,385,940 |
3,747,193 |
-10% |
3,688,432 |
-8% |
14,814,560 |
16,138,927 |
-8% |
ADV |
161,235 |
178,438 |
-10% |
167,656 |
-4% |
180,665 |
196,816 |
-8% |
Total CFE
April exchange-wide ADV at CFE was 161,235 contracts, a 4-percent decrease from March 2015 and a 10-percent decrease from April 2014. Exchange-wide total volume during the month was 3.4 million contracts, an 8-percent decrease from the previous month and a 10-percent decrease from a year ago.
About CBOE Futures Exchange
CBOE Futures Exchange currently offers 10 contracts: CBOE Volatility Index (VIX Index) futures (VX), CBOE Short-Term Volatility Index (VXST) futures (VSW), S&P 500 Variance futures (VA), CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) futures (VXTY), CBOE NASDAQ-100 Volatility Index (VXN) futures (VN), CBOE Russell 2000 Volatility Index (RVX) futures (VU), CBOE Gold ETF Volatility Index (GVZ) security futures (GV), CBOE Crude Oil ETF Volatility Index (OVX) security futures (OV), CBOE Emerging Markets ETF Volatility Index (VXEEM) security futures (VXEM) and CBOE Brazil ETF Volatility Index (VXEWZ) security futures (VXEW).
CFE, a wholly-owned subsidiary of CBOE Holdings, Inc. (NASDAQ: CBOE), offers an all-electronic, open-access market model, with traders providing liquidity and making markets. 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®, VIX® and VXTYNâ are registered trademarks, and CBOE Futures ExchangeSM, CBOE Short-Term Volatility IndexSM, CBOE/CBOT 10-year U.S. Treasury Note Volatility IndexSM, CBOE Nasdaq-100 Volatility IndexSM, VXNSM, VNSM, CBOE Brazil ETF Volatility IndexSM, VXEWSM, VXEWZSM, CBOE Crude Oil ETF Volatility IndexSM, OVXSM, OVSM, CBOE Emerging Markets ETF Volatility IndexSM, VXEMSM, VXEEMSM, CBOE Gold ETF Volatility IndexSM, GVZSM, GVSM, CBOE Russell 2000 Volatility IndexSM, RVXSM, VASM, VUSM, VXSM, VSWSM, VXTYSM and VXSTSM 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. Nasdaq® and Nasdaq-100® are registered trademarks of The Nasdaq Stock Market, Inc. 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.
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SOURCE CBOE Futures Exchange, LLC
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