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CBOE Futures Exchange VIX futures ADV up 9 per cent in May

June 3, 2015 at 6:00 am

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Average daily volume in VIX futures in May on the CBOE Futures Exchange (CFE) totalled 174,923 contracts, an increase of 9 per cent from April 2015 and 22 per cent from May 2014. 

Total volume in VIX futures for May was 3.5 million contracts, an increase of 3 per cent from the previous month and 16 percent from a year ago.     

Exchange-wide ADV at CFE was 174,972 contracts in May, an increase of 9 per cent from April 2015 and 21 per cent from May 2014. Exchange-wide total volume during the month meanwhile, was 3.5 million contracts, an increase of 3 per cent from the previous month and 16 per cent from the year-ago total.