The CBOE Futures Exchange, LLC (CFE®) today reported August 2013 trading volume for total exchange-wide activity and for futures on the CBOE Volatility Index® (VIX®).
VIX Futures
August trading volume in VIX futures totaled 3,488,149 contracts, an increase of 83 percent over August's total in 2012 and a gain of 19 percent over the previous month.
Average daily volume in VIX futures during August was 158,552 contracts, an increase of 91 percent over August 2012 and up 19 percent from July.
Year-to-date trading volume in VIX futures is outpacing last year by 97 percent. Through the end of August, a total of 27.1 million VIX futures contracts have traded.
CFE Monthly Volume Summary
Year-To-Date
August
2013
August
2012
% Chg
July
2013
% Chg
August
2013
August
2012
% Chg
Trading Days
22
23
22
168
169
VIX Index Futures
Total
3,488,149
1,909,373
83%
2,921,386
19%
27,073,242
13,771,535
97%
ADV
158,552
83,016
91%
132,790
19%
161,150
81,488
98%
CFE Total Exchange
Total
3,527,672
1,915,701
84%
2,965,509
19%
27,248,433
13,841,570
97%
ADV
160,349
83,291
93%
134,796
19%
162,193
81,903
98%
Total CFE
August exchange-wide trading volume at CFE totaled 3,527,672 contracts, an increase of 84 percent over August 2012 and an increase of 19 percent from July. Exchange-wide monthly ADV during August was 160,349 contracts, an increase of 93 percent over a year ago and up 19 percent from July.
About CBOE Futures Exchange
CBOE Futures Exchange currently offers eight contracts: CBOE Volatility Index (the VIX Index) futures (VX), Mini-VIX futures (VM), S&P 500 Variance futures (VA), 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) and CBOE Brazil ETF Volatility Index (VXEWZ) security futures (VXEW).
CFE, a wholly-owned subsidiary of CBOE Holdings, Inc. 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/.
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