CBOE GLOBAL MARKETS CHICAGO, Dec. 1, 2015 /PRNewswire/ -- CBOE Futures Exchange, LLC (CFE(®)) today reported that November average daily volume (ADV) was up 24 percent from November 2014, and total volume was 30 percent higher than totals in November 2014. Monthly total volume was down 13 percent in November, compared with October 2015.
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VIX Futures
Total volume in futures on the CBOE Volatility Index(®) (VIX(®) Index) for November was 3.48 million contracts, up 30 percent from November 2014, and down 13 percent from October 2015. November VIX futures' ADV was 173,790 contracts, up 24 percent from a year ago and down 4 percent from the previous month. On a year-to-date basis, VIX futures volume was up 3 percent.
CFE Monthly Volume Summary Year-To-Date
========================== ============
November November % Chg October 2015 % Chg November % Chg
2015 2014 November 2014
2015
=== ===
Trading
Days 20 19 22 230 230
------- --- --- --- --- ---
VIX Index Futures
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Total 3,475,798 2,666,173 30% 3,994,368 -13% 47,096,484 45,545,484 3%
----- --------- --------- --- --------- --- ---------- ---------- ---
ADV 173,790 140,325 24% 181,562 -4% 204,767 198,024 3%
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CFE Total Exchange
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Total 3,481,215 2,670,992 30% 3,998,723 -13% 47,142,162 45,622,406 3%
----- --------- --------- --- --------- --- ---------- ---------- ---
ADV 174,061 140,579 24% 181,760 -4% 204,966 198,358 3%
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Total CFE
Exchangewide ADV at CFE was 174,061 contracts in November, up 24 percent from November 2014 but a decrease of 4 percent from October 2015. Exchangewide total volume for the month was 3.48 million contracts, a rise of 30 percent from the year-ago total, but down 13 percent from October 2015.
Extended Trading Hours
Trading activity in VIX futures during non-U.S. trading hours represented 8 percent of total VIX futures volume. Monthly volume for VIX futures during extended trading hours was 277,662 contracts, with an ADV of 13,883 contracts. Year to date, extended trading hours represent nearly 9 percent of VIX futures' total volume.
About CBOE Futures Exchange
CBOE Futures Exchange, LLC (CFE) offers contracts on CBOE Volatility Index (VIX Index) futures (VX), S&P 500 Variance futures (VA), CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (TYVIX) futures (VXTY) and CBOE Russell 2000 Volatility Index (RVX) futures (VU).
VIX futures are available for trading nearly 24 hours a day, five days a week at CFE, beginning Sunday at 5:00 p.m. CT and ending Friday at 3:15 p.m. CT. CFE closes for 15 minutes between 3:15 p.m. CT and 3:30 p.m. CT, Monday through Thursday, after which the next trading day begins at 3:30 p.m. CT. For additional details on extended trading hours, see www.cboe.com/ETH.
CFE, an all-electronic market, is a wholly-owned subsidiary of CBOE Holdings, Inc. (NASDAQ: CBOE). 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/.
Media Contacts: Analyst Contact:
Suzanne Cosgrove Gary Compton Debbie Koopman
(312) 786-7123 (312) 786-7612 (312) 786-7136
cosgrove@cboe.com comptong@cboe.com koopman@cboe.com
CBOE-EF
CBOE(®), Chicago Board Options Exchange(®), CFE(®), Execute Success(®), CBOE Volatility Index(®) and VIX(®) are registered trademarks, and CBOE Futures Exchange(SM), Weeklys(SM), CBOE/CBOT 10-year U.S. Treasury Note Volatility Index(SM), CBOE Russell 2000 Volatility Index(SM), VX(SM), VA(SM), TYVIX(SM), VXTY(SM), RVX(SM), and VU(SM) 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. 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. All other trademarks and service marks are the property of their respective owners.
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SOURCE CBOE Futures Exchange, LLC
