CHICAGO, April 1, 2015 /PRNewswire/ -- CBOE Futures Exchange, LLC (CFE®) today reported that March 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), increased from last month, although the totals declined from year-ago levels.
VIX Futures
March average daily volume in VIX futures was 167,591 contracts, an increase of one percent from February 2015 and a decrease of nine percent from March 2014. Total volume in VIX futures for March was 3.7 million contracts, up 17 percent from the previous month and down four percent from a year ago.
CFE Monthly Volume Summary |
Year-To-Date |
|||||||
March 2015 |
March 2014 |
% Chg |
February 2015 |
% Chg |
March |
March |
% Chg |
|
Trading Days |
22 |
21 |
19 |
61 |
61 |
|||
VIX Index Futures |
||||||||
Total |
3,686,993 |
3,855,851 |
-4% |
3,164,386 |
17% |
11,420,107 |
12,376,825 |
-8% |
ADV |
167,591 |
183,612 |
-9% |
166,547 |
1% |
187,215 |
202,899 |
-8% |
CFE Total Exchange |
||||||||
Total |
3,688,432 |
3,861,118 |
-4% |
3,166,538 |
16% |
11,428,620 |
12,391,734 |
-8% |
ADV |
167,656 |
183,863 |
-9% |
166,660 |
1% |
187,352 |
203,143 |
-8% |
Total CFE
March exchange-wide ADV at CFE was 167,656 contracts, a one-percent increase from February 2015 and a nine-percent decrease from March 2014. Exchange-wide total volume during the month was 3.7 million contracts, a 16-percent increase from the previous month and a four-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 VXTYN* 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.
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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