September average daily volume (ADV) for options contracts traded on Chicago Board Options Exchange (CBOE) and C2 Options Exchange (C2), and futures contracts traded on CBOE Futures Exchange (CFE) was 5.1 million contracts, an increase of 25 per cent from August 2016 and 3 per cent from September 2015.
Index options traded at CBOE and C2 had an ADV of 1.8 million contracts, up 24 per cent from August 2016, with S&P 500 Index (SPX) options ADV of 1.1 million contracts up 26 per cent from August 2016 and CBOE Volatility Index (VIX Index) options ADV of 615,166 contracts up 22 per cent from August 2016.
VIX futures at CFE had an ADV of 302,205 contracts, up 46 per cent from August 2016 and 20 per cent from September 2015.
Equity options traded at CBOE and C2 had an ADV of 1.6 million contracts in September, an increase of 13 per cent from August 2016 and 20 per cent from September 2015.
Yen carry trade risks mount
Hedge funds and other leveraged investors face renewed risks from the yen carry trade as Japan moves further away from decades of…
More
Valour launches first crypto hedge fund using Neuronomics AI strategy
Valour, the digital asset investment products subsidiary of DeFi Technologies, has launched its first hedge fund as it expands beyond…
More
SocGen targets strong prime brokerage growth
Societe Generale is planning to significantly expand its prime brokerage business as part of Chief Executive Officer Slawomir Krupa's…
More
