CBOE Futures Exchange Reports May 2015 Trading Volume
- VIX Futures ADV, Total Volume Up From Prior Month and Year - 3.5 Million VIX Futures Contracts Traded
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CHICAGO, June 1, 2015 /PRNewswire/ -- CBOE Futures Exchange, LLC (CFE®) today reported that May 2015 monthly average daily volume (ADV) and monthly total volume, both exchangewide at CFE and for futures on the CBOE Volatility Index® (VIX® Index), rose from last month and from year-ago levels.
VIX FuturesMay average daily volume in VIX futures was 174,923 contracts, an increase of 9 percent from April 2015 and 22 percent from May 2014. Total volume in VIX futures for May was 3.5 million contracts, an increase of 3 percent from the previous month and 16 percent from a year ago.
|
CFE Monthly Volume Summary |
Year-To-Date | |||||||
|
May 2015 |
May 2014 |
% Chg |
April 2015 |
% Chg |
May 2015 |
May 2014 |
% Chg | |
|
Trading Days |
20 |
21 |
21 |
102 |
103 |
|||
|
VIX Index Futures | ||||||||
|
Total |
3,498,454 |
3,022,857 |
16% |
3,384,298 |
3% |
18,302,859 |
19,141,182 |
-4% |
|
ADV |
174,923 |
143,946 |
22% |
161,157 |
9% |
179,440 |
185,837 |
-3% |
|
CFE Total Exchange | ||||||||
|
Total |
3,499,445 |
3,029,577 |
16% |
3,385,940 |
3% |
18,314,005 |
19,168,504 |
-4% |
|
ADV |
174,972 |
144,266 |
21% |
161,235 |
9% |
179,549 |
186,102 |
-4% |
Total CFEExchangewide ADV at CFE was 174,972 contracts in May, an increase of 9 percent from April 2015 and 21 percent from May 2014. Exchangewide total volume during the month was 3.5 million contracts, an increase of 3 percent from the previous month and 16 percent from the year-ago total.
About CBOE Futures ExchangeCBOE Futures Exchange currently offers 10 contracts: CBOE Volatility Index (VIX Index) futures (VX), CBOE Short-Term Volatility Index (VXST) futures (VSW), S&P 500 Variance futures (VA), CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) futures (VXTY), CBOE NASDAQ-100 Volatility Index (VXN) futures (VN), CBOE Russell 2000 Volatility Index (RVX) futures (VU), 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: http://cfe.cboe.com/.
CBOE-EF
CBOE®, Chicago Board Options Exchange®, CFE®, Execute Success®, CBOE Volatility Index®, VIX® and VXTYN® are registered trademarks, and CBOE Futures ExchangeSM, CBOE Short-Term Volatility IndexSM, CBOE/CBOT 10-year U.S. Treasury Note Volatility IndexSM, 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, CBOE Russell 2000 Volatility IndexSM, RVXSM, VASM, VUSM, VXSM, VSWSM, VXTYSM and VXSTSM 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. Nasdaq® and Nasdaq-100® are registered trademarks of The Nasdaq Stock Market, Inc. 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.
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To view the original version on PR Newswire, visit:http://www.prnewswire.com/news-releases/cboe-futures-exchange-reports-may-2015-trading-volume-300091984.html
SOURCE CBOE Futures Exchange, LLC
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