CBOE Futures Exchange Reports September 2015 Trading Volume

- VIX Futures ADV Up 41% from Year Ago, Down 17% From August

- 5.3 Million VIX Futures Contracts Traded

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Oct 01, 2015, 04:34 ET

CHICAGO, Oct. 1, 2015 /PRNewswire/ -- CBOE Futures Exchange, LLC (CFE^®) today reported that September average daily volume (ADV) was up 40 percent from September 2014, but down 18 percent from August 2015, when CFE recorded its second-busiest month of all time.

VIX Futures

Total volume in futures on the CBOE Volatility Index^® (VIX^® Index) for September was 5.3 million contracts, up 41 percent from September 2014, but a decrease of 17 percent from August 2015. September VIX futures' ADV was 251,207 contracts.

CFE Monthly Volume Summary						Year-To-Date
	September 2015	September 2014	% Chg	August 2015	% Chg	September 2015	September 2014	% Chg
Trading Days	21	21		21		188	188
VIX Index Futures
Total	5,275,344	3,749,156	41%	6,391,571	-17%	39,626,318	35,432,804	12%
ADV	251,207	178,531	41%	304,361	-17%	210,778	188,472	12%
CFE Total Exchange
Total	5,278,891	3,758,849	40%	6,408,878	-18%	39,662,224	35,492,717	12%
ADV	251,376	178,993	40%	305,185	-18%	210,969	188,791	12%

Total CFE

Exchangewide ADV at CFE was 251,376 contracts in September, an increase of 40 percent from September 2014 and down 18 percent from August 2015. Exchangewide total volume for the month was 5.3 million contracts, up 40 percent from the year-ago total and down 18 percent from August 2015.

Extended Trading Hours

Trading activity in VIX futures during non-U.S. trading hours fell in September from the prior month, but extended trading hours still represented 10 percent of total VIX volume, unchanged from August 2015. Monthly ADV was 25,070 contracts, down from a record 30,500 contracts traded in August. Total September monthly volume was 526,465 contracts.

About CBOE Futures Exchange

CBOE Futures Exchange (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/.

CBOE-EF

CBOE^®, Chicago Board Options Exchange^®, CFE^®, Execute Success^®, CBOE Volatility Index^® and VIX^® are registered trademarks, and CBOE Futures Exchange^SM, Weeklys^SM, CBOE/CBOT 10-year U.S. Treasury Note Volatility Index^SM, CBOE Russell 2000 Volatility Index^SM, VX^SM, VA^SM, TYVIX^SM, VXTY^SM, RVX^SM, and VU^SM 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