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Total VIX Futures Volume Reaches New All-Time High In November

Date : 12/04/2012 @ 3:23AM
Source : PR Newswire (US)
Stock : Cboe Holdings, Inc. (MM) (CBOE)
Quote : 64.18  -0.3 (-0.47%) @ 6:40AM
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Total VIX Futures Volume Reaches New All-Time High In November

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Total VIX Futures Volume Reaches New All-Time High In November

CHICAGO, Dec. 3, 2012 /PRNewswire/ -- The CBOE Futures Exchange, LLC (CFE®) announced today that total monthly trading volume in futures on the CBOE Volatility Index® (VIX®) reached an all-time high for a third consecutive month in November 2012.  The record trading activity in VIX futures also drove total volume at CFE to a new all-time high. 

(Logo:  http://photos.prnewswire.com/prnh/20121022/MM97794LOGO-d)

Total monthly trading activity in VIX futures during November was a new all-time high of 2,734,248 contracts, a gain of 233 percent from the 822,017 contracts traded in November 2011 and up 12 percent from the 2,443,878 contracts during October 2012, which had been the previous record.    

In November, average daily volume (ADV) in VIX futures totaled a new record of 130,202 contracts, an increase of 233 percent over the 39,144 contracts per day November 2011 and up 12 percent versus the ADV of 116,375 contracts in October 2012. November's record ADV surpassed the previous ADV high of 126,345 contracts in September 2012.      

Year to date through November, total volume in VIX futures stands 86 percent ahead of the same time period a year ago -- 21,344,285 contracts versus 11,455,871 contracts.  Average daily volume in VIX futures year to date is 87 percent ahead of 2011 year-to-date – 92,801 contracts per day compared to 49,593 contracts per day.     

Monthly Volume Summary

Year-To-Date


Nov

2012

Nov

2011

%

Chg

Oct

2012

%

Chg

Nov

2012

Nov

2011

%

Chg

Trading Days

21

21


21


230

231


VIX Index Futures

     Total

2,734,248

822,017

233%

2,443,878

12%

21,344,285

11,455,871

86%

     ADV

130,202

39,144

233%

116,375

12%

92,801

49,593

87%

CFE Total Exchange

     Total

2,744,177

822,783

234%

2,449,414

12%

21,446,380

11,392,422

88%

     ADV

130,675

39,180

234%

116,638

12%

93,245

49,318

89%


Total trading volume at CFE during November was 2,744,177 contracts, a new record, and surpassing the 822,783 contracts traded in November 2011 by 234 percent.  When compared to the 2,449,414 contracts traded in October 2012, which had been the previous CFE record, November trading volume rose 12 percent.   

Total exchange-wide ADV during November was a new high of 130,675 contracts, surpassing the previous record of 126,871 contracts in September 2012.  When compared to the ADV of 39,180 contracts in November 2011 and 116,638 contracts in October 2012, November ADV rose by 234 percent and 12 percent, respectively.           

About CBOE Futures Exchange:

CFE currently offers eight contracts: CBOE Volatility Index (The VIX Index) futures (VX), Mini-VIX futures (VM), CBOE NASDAQ-100 Volatility Index (VXN) futures (VN), 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), CBOE Brazil ETF Volatility Index (VXEWZ) security futures (VXEW) and Radar Logic 25-Metropolitan Statistical Area (MSA) RPX Composite Index futures (RPXCP).

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®, CBOE Volatility Index® and VIX® are registered trademarks, and CBOE Futures ExchangeSM, 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, VMSM, VTSM and VXSM 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. The Nasdaq-100 Index®, Nasdaq-100®, and Nasdaq® are trademark or service marks of The Nasdaq Stock Market, Inc. (with which its affiliates are the "Corporations"). These marks are licensed for use by CBOE in connection with the trading of products based on the Nasdaq-100 Index. The products have not been passed on by the Corporations as to their legality or suitability. The products are not issued, endorsed, sold or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE PRODUCT(S). All other trademarks and service marks are the property of their respective owners.

SOURCE CBOE Futures Exchange, LLC

Copyright 2012 PR Newswire



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