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
2015
|
March
2014
|
%
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