CBOE Futures Exchange Reports Jump In August 2015 Trading Volume

CHICAGO, Sept. 1, 2015 /PRNewswire/ -- CBOE Futures Exchange, LLC (CFE®) today reported that August 2015 was its second-busiest month of all time and its third consecutive monthly gain for 2015. Average daily volume (ADV) in CBOE Volatility Index® (VIX® Index) futures rose 34 percent from July 2015 and 41 percent from August 2014.

VIX FuturesTotal volume in VIX futures for August was 6.4 million contracts, an increase of 28 percent from the previous month and 41 percent from a year ago. The August 2015 volume total includes VIX Weeklys futures contracts, which launched on July 23. August VIX futures' ADV was 304,964 contracts. August's total and ADV for VIX futures ranked second in terms of all-time monthly records, trailing only the 7.4 million total and 323,761 ADV traded in October 2014.   

Total CFEExchangewide ADV at CFE was 305,185 contracts in August, an increase of 34 percent from July 2015 and up 40 percent from August 2014. Exchangewide total volume for the month was 6.4 million contracts, an increase of 28 percent from the previous month and up 40 percent from the year-ago total.    

Extended Trading HoursTrading activity in VIX futures during non-U.S. trading hours surged in August. Monthly ADV reached a record 30,500 contracts, surpassing the 28,365 contracts traded in October 2014. Total monthly volume was 640,498 contracts, the second-highest monthly total on record, topped only by the 652,397 contracts in October 2014 (which had two additional trading days). In addition, single-day volume reached a new high of 140,811 contracts on August 24.

About CBOE Futures ExchangeCBOE Futures Exchange (CFE) offers contracts on CBOE Volatility Index (VIX Index) futures (VX), S&P 500 Variance futures (VA), CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (TYVIX) futures (VXTY) and CBOE Russell 2000 Volatility Index (RVX) futures (VU).   

VIX futures are available for trading nearly 24 hours a day, five days a week at CFE, beginning Sunday at 5:00 p.m. CT and ending Friday at 3:15 p.m. CT. CFE closes for 15 minutes between 3:15 p.m. CT and 3:30 p.m. CT, Monday through Thursday, after which the next trading day begins at 3:30 p.m. CT. For additional details on extended trading hours, see www.cboe.com/ETH.   

CFE, an all-electronic market, is a wholly-owned subsidiary of CBOE Holdings, Inc. (NASDAQ: CBOE).  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® and VIX® are registered trademarks, and CBOE Futures ExchangeSM, WeeklysSM, CBOE/CBOT 10-year U.S. Treasury Note Volatility IndexSM, CBOE Russell 2000 Volatility IndexSM, VXSM, VASM, TYVIXSM, VXTYSM, RVXSM, and VUSM 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. Russell® and Russell 2000® are registered trademarks of the Frank Russell Company, used under license. 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. All other trademarks and service marks are the property of their respective owners.

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SOURCE CBOE Futures Exchange, LLC