Trading volume at the CBOE Futures Exchange during the week of 6-10 October – both exchange-wide at CFE and for futures on the CBOE Volatility Index – set new records.
Total exchange-wide volume at CFE totalled 1,664,651 contracts, topping the previous record of 1,506,331 contracts traded during the week of 4-8 August.
For VIX futures, volume last week totalled 1,661,153 contracts, surpassing the previous record of 1,504,866 contracts traded during the week of 4-8 August.
Average daily volume in VIX futures was 178,531 contracts during September, an increase of 21 per cent from September 2013 and a decrease of 18 per cent when compared to the record ADV in August 2014. Total volume in VIX futures was 3.75 million contracts during September, up 27 per cent from September 2013 and down 18 per cent from the record total volume in August 2014.
September exchange-wide ADV was 178,993 contracts, a 20-per cent increase from a year ago and an 18-per cent decrease from the record daily volume in August 2014. Exchange-wide total volume during the month was 3.76 million contracts, a 26-per cent increase from September 2013 and an 18 per cent decrease from August 2014’s record total volume.
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