SYS-CON MEDIA Authors: Elizabeth White, Peter Silva, Liz McMillan, Yeshim Deniz, Pat Romanski

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CBOE Futures Exchange Reports July 2014 Trading Volume

- Total CFE Volume: 4.3 Million Contracts

CHICAGO, Aug. 1, 2014 /PRNewswire/ -- The CBOE Futures Exchange, LLC (CFE®) today reported that July 2014 was the second-busiest month all-time for total trading volume exchange-wide at CFE and for futures on the CBOE Volatility Index® (VIX® Index).  

CBOE Futures Exchange (CFE) logo

 

VIX Futures
Average daily volume in VIX futures was 196,990 contracts during July, an increase of 48 percent from July 2013 and an increase of 13 percent from June 2014.  Total volume in VIX futures during July was 4.33 million contracts, up 48 percent from July 2013 and up 19 percent from June 2014. July's total volume stands as the second most-active month all-time, trailing only the 4.4 million contracts in January 2014. 

CFE Monthly Volume Summary

Year-To-Date


July
2014

July
2013

%
Chg

June
2014

%
Chg

July
2014

July
2013

%
Chg

Trading Days

22

22


21


146

146


VIX Index Futures

     Total

4,333,778

2,921,386

48%

3,651,762

19%

27,126,722

23,585,093

15%

     ADV

196,990

132,790

48%

173,893

13%

185,799

161,542

15%

CFE Total Exchange

     Total

4,342,089

2,965,509

46%

3,657,036

19%

27,167,629

23,720,761

15%

     ADV

197,368

134,796

46%

174,145

13%

186,080

162,471

15%

Total CFE
Exchange-wide ADV during July was 197,368 contracts, a 46-percent increase from a year ago and a 13-percent increase from June 2014.  Exchange-wide total volume during the month was 4.34 million contracts, a 46-percent increase from July 2013 and a 19-percent increase from June 2014. In terms of total volume, July ranks as the second-busiest month all-time, trailing only the 4.4 million contracts traded in January 2014.            

VIX Futures 24-Hour Trading
In July, the first full month of nearly 24-hour trading in VIX futures, volume outside of regular U.S. trading hours averaged more than 19,000 contracts per day, accounting for approximately 10 percent of CFE's total daily volume. 

On August 1, CFE reported record trading volume in VIX futures during non-U.S. trading hours, with an estimated 68,033 contracts changing hands overnight. Today's record surpassed the previous record in non-U.S. trading hours of 59,505 contracts set on July 10, 2014.

On June 22, CFE expanded VIX futures trading hours to nearly 24 hours a day, five days a week.  The trading week for VIX futures at CFE now begins each Sunday at 5:00 p.m. CT and ends each Friday at 3:15 p.m. CT.  Monday through Thursday, CFE closes for 15 minutes at 3:15 p.m. CT before the "new" trading day begins at 3:30 p.m. CT.  After Friday's 3:15 p.m. CT close, CFE remains closed until the start of the new trading week at 5:00 p.m. CT on Sunday.  See CFE Regulatory Circular RG14-017 for additional information. 

About CBOE Futures Exchange
CBOE Futures Exchange currently offers nine contracts: CBOE Volatility Index (VIX Index) futures (VX), CBOE Short-Term Volatility Index (VXST) futures, S&P 500 Variance futures (VA), 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® and VIX® are registered trademarks, and CBOE Futures ExchangeSM, CBOE Short-Term 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, , SPXSM, RVXSM, VASM, VUSM, VXSM , VXSTSM and WeeklysSM 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. 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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