CHICAGO, March 2, 2015 /PRNewswire/ -- CBOE Futures Exchange, LLC (CFE®) today reported that February 2015 monthly average daily volume (ADV) and monthly total volume, both for exchange-wide at CFE and futures on the CBOE Volatility Index® (VIX® Index), declined from year-ago levels.
VIX Futures
February average daily volume in VIX futures was 166,547 contracts, a decrease of 23 percent from February 2014 and a decrease of 27 percent from January 2015. Total volume in VIX futures for February was 3.2 million contracts, down 23 percent from a year ago and down 31 percent from the previous month.
CFE Monthly Volume Summary |
Year-To-Date |
|||||||
February 2015 |
February 2014 |
% Chg |
January 2015 |
% Chg |
February 2015 |
February 2014 |
% Chg |
|
Trading Days |
19 |
19 |
20 |
39 |
40 |
|||
VIX Index Futures |
||||||||
Total |
3,164,386 |
4,119,148 |
-23% |
4,568,728 |
-31% |
7,733,114 |
8,520,974 |
-9% |
ADV |
166,547 |
216,797 |
-23% |
228,436 |
-27% |
198,285 |
213,024 |
-7% |
CFE Total Exchange |
||||||||
Total |
3,166,538 |
4,123,545 |
-23% |
4,573,650 |
-31% |
7,740,188 |
8,530,616 |
-9% |
ADV |
166,660 |
217,029 |
-23% |
228,683 |
-27% |
198,466 |
213,265 |
-7% |
Total CFE
February exchange-wide ADV was 166,660 contracts, a 23-percent decrease from February 2014 and a 27-percent decrease from January 2015. Exchange-wide total volume during the month was 3.2 million contracts, a 23-percent decrease from a year ago and a 31-percent decrease from the previous month.
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 VXTYN® are registered trademarks, and CBOE Futures ExchangeSM, CBOE Short-Term Volatility IndexSM, 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 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.
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. T-Note Volatility Index. CME makes no representation regarding the advisability of investing in any investment product that is based on such index.
Logo - http://photos.prnewswire.com/prnh/20121022/MM97794LOGO-d
SOURCE CBOE Futures Exchange, LLC
Related Links
WANT YOUR COMPANY'S NEWS FEATURED ON PRNEWSWIRE.COM?
Newsrooms &
Influencers
Digital Media
Outlets
Journalists
Opted In
Share this article