Market Overview

CBOE Futures Exchange Reports 3.5 Million Contracts Traded During August


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


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. (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:

Posted-In: News


Related Articles (CBOE)

Around the Web, We're Loving...

Get Benzinga's Newsletters

Our Experts vs. S&P 500Powered by Benzinga
Marketfy Products Return S&P 500
Morning Profit Maker 42.72% 6.69%
The Option Prophet 91.14% 6.69%
SecretCaps 26.55% 6.69%
Short-Term Trend Trading 11.89% 6.69%
View the highest rated products→