CBOE Futures Exchange (CFE) has reported a month-on-month increase in March in average daily volume (ADV) and monthly total volume, both exchange-wide at CFE and for futures on the CBOE Volatility Index.
Both totals though, are down from level achieved a year ago.
March average daily volume in VIX futures was 167,591 contracts, an increase of one per cent from February 2015 and a decrease of nine percent from March 2014. Total volume in VIX futures for March was 3.7 million contracts, up 17 per cent from the previous month and down four per cent from a year ago.
March exchange-wide ADV at CFE was 167,656 contracts, a one-per cent increase from February 2015 and a nine-per cent decrease from March 2014. Exchange-wide total volume during the month was 3.7 million contracts, a 16-per cent increase from the previous month and a four-per cent decrease from a year ago.
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