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.
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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