CBOE Futures Exchange Reports February 2016 Trading Volume
- VIX Posts Monthly ADV of 204,609 Contracts
- 4.1 Million VIX Futures Contracts Traded
- VIX Futures ADV Up 23% from February 2015
- VIX Posts Monthly ADV of 204,609 Contracts
- 4.1 Million VIX Futures Contracts Traded
- VIX Futures ADV Up 23% from February 2015
CHICAGO, March 1, 2016 /PRNewswire/ -- CBOE Futures Exchange, LLC (CFE®) today reported that February average daily volume (ADV) was up 23 percent from February 2015, but down 25 percent from January 2016. Exchangewide total volume also rose in February compared with a year ago, up 29 percent compared with February 2015, but down 21 percent from January 2016.
VIX Futures
Total February volume in futures on the CBOE Volatility Index® (VIX® Index) was 4.1 million contracts, up 29 percent from February 2015, but down 21 percent from January 2016. February VIX futures' ADV was 204,609 contracts, up 23 percent from a year ago and down 25 percent from the previous month.
CFE Monthly Volume Summary |
Year-To-Date |
|||||||
Feb-16 |
Feb-15 |
% |
Jan-16 |
% |
Feb-16 |
Feb-15 |
% |
|
Trading Days |
20 |
19 |
19 |
39 |
39 |
|||
VIX Index Futures |
||||||||
Total |
4,092,187 |
3,164,386 |
29% |
5,167,889 |
-21% |
9,260,076 |
7,733,114 |
20% |
ADV |
204,609 |
166,547 |
23% |
271,994 |
-25% |
237,438 |
198,285 |
20% |
CFE Total Exchange |
||||||||
Total |
4,092,473 |
3,166,538 |
29% |
5,168,403 |
-21% |
9,260,876 |
7,740,188 |
20% |
ADV |
204,624 |
166,660 |
23% |
272,021 |
-25% |
237,458 |
198,466 |
20% |
*Volume numbers for 2016 now include VIX Weeklys futures totals. |
Total CFE
Exchangewide ADV was 204,624 contracts in February, up 23 percent from a year ago and down 25 percent from January 2016. Total volume for February rose to 4.1 million contracts, a 29-percent increase from the same period a year ago but down 21 percent from January 2016.
Extended Trading Hours
In February, monthly ADV for VIX futures traded during extended trading hours was 25,332, representing 12.4 percent of total VIX futures volume, up from 7.3 percent in February 2015.
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 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 |
CBOE-OE
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.
Logo - http://photos.prnewswire.com/prnh/20121022/MM97794LOGO-d
SOURCE CBOE Futures Exchange, LLC
Share this article