CBOE Futures Exchange Reports Record Trading Volume For 2015
- Sixth Consecutive Record Year for VIX Futures
- More Than 51 Million VIX Futures Contracts Traded
- VIX Futures' Extended Hours Volume Hits 4.6 Million Contracts
- Sixth Consecutive Record Year for VIX Futures
- More Than 51 Million VIX Futures Contracts Traded
- VIX Futures' Extended Hours Volume Hits 4.6 Million Contracts
CHICAGO, Ill., Jan. 4, 2016 /PRNewswire/ -- CBOE Futures Exchange, LLC (CFE®) today reported that annual total trading volume and annual daily volume for both total exchangewide activity and for futures on the CBOE Volatility Index® (VIX® Index) reached new all-time highs in 2015, posting trading records for the sixth consecutive year.
VIX Futures
Trading volume in VIX futures set a new annual record with 51.6 million contracts in 2015, an increase of 2 percent from 2014. Average daily volume (ADV) in VIX futures was a record 204,856 contracts, up 2 percent from 2014.
In the first full year of nearly 24-hour trading, VIX futures posted volume of 4.6 million contracts in extended (non-U.S.) trading hours, with an ADV of more than 18,000 contracts, representing nearly 9 percent of total volume.
Total CFE
Exchangewide trading volume at CFE totaled a record 51.7 million contracts for the year, up 2 percent from 2014. Total ADV at CFE reached a new high of 205,062 contracts, up 2 percent from 2014.
CFE Monthly Volume Summary |
Full Year |
|||||||||
December 2015 |
December 2014 |
% Chg |
November 2015 |
% Chg |
2015 |
2014 |
% Chg |
|||
Trading Days |
22 |
22 |
20 |
252 |
252 |
|||||
VIX Index Futures |
||||||||||
Total |
4,527,217 |
4,985,882 |
-9% |
3,475,798 |
30% |
51,623,701 |
50,531,366 |
2% |
||
ADV |
205,783 |
226,631 |
-9% |
173,790 |
18% |
204,856 |
200,521 |
2% |
||
CFE Total Exchange |
||||||||||
Total |
4,533,369 |
4,992,899 |
-9% |
3,481,215 |
30% |
51,675,531 |
50,615,305 |
2% |
||
ADV |
206,062 |
226,950 |
-9% |
174,061 |
18% |
205,062 |
200,854 |
2% |
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 the 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-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.
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SOURCE CBOE Futures Exchange, LLC
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