CBOE Futures Exchange Reports April 2014 Trading Volume

- Total CFE Volume: 3.75 Million Contracts
- VIX Futures ADV Down 4% From Year Ago

PR Newswire

CHICAGO, May 1, 2014 /PRNewswire/ -- The CBOE Futures Exchange, LLC (CFE®) today reported that April 2014 average daily volume (ADV) and total monthly volume in futures on the CBOE Volatility Index® (VIX® Index) and total exchange-wide at CFE were down slightly from year ago levels.  

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CBOE Futures Exchange (CFE) logo

VIX Futures
Average daily volume in VIX futures was 178,167 contracts during April, a four-percent decrease from April 2013 and a three-percent decrease from March.  April total trading volume in VIX futures was 3.74 million contracts, an eight-percent decrease from April 2013 and a three-percent decrease from March. Year-to-date, VIX futures total volume of 16.12 million contracts and ADV of 196,565 contracts per day are both ahead of YTD 2013 by 22 percent.       

CFE Monthly Volume Summary

Year-To-Date


April

2014

April

2013

% Chg

 March

2014

% Chg

April 

2014

April

2013

% Chg

Trading Days

21

22


21


82

82


VIX Index Futures

     Total

3,741,500

4,069,630

-8%

3,855,851

-3%

16,118,325

13,237,820

22%

     ADV

178,167

184,983

-4%

183,612

-3%

196,565

161,437

22%

CFE Total Exchange

     Total

3,747,193

4,069,630

-8%

3,861,118

-3%

16,138,927

13,313,892

21%

     ADV

178,438

184,983

-4%

183,863

-3%

196,816

162,365

21%

Total CFE
Exchange-wide ADV during April was 178,438 contracts, a four-percent decrease from a year ago and a three-percent decrease from March.  Exchange-wide total volume during the month was 3.75 million contracts, an eight-percent decrease from April 2013 and a three-percent decrease from March.        

VIX Futures 24-Hour Trading in June
CFE recently announced plans to extend VIX futures trading hours to nearly 24 hours a day, five days a week, beginning Sunday, June 22, 2014, pending regulatory review.  The trading week for VIX futures at CFE will begin each Sunday at 5:00 p.m. CT and end on Friday at 3:15 p.m. CT.  CFE will close for 15 minutes between 3:15 p.m. CT and 3:30 p.m. CT on Monday through Thursday, when no trading will be transacted. The new trading day on those days will then begin at 3:30 p.m. CT. See the press release for additional information. 

About CBOE Futures Exchange
CBOE Futures Exchange currently offers nine contracts: CBOE Volatility Index (VIX Index) futures (VX), CBOE Short-Term Volatility Index (VXST) futures, S&P 500 Variance futures (VA), CBOE NASDAQ-100 Volatility Index (VXN) futures (VN), CBOE Russell 2000 Volatility Index (RVX) futures (VU), CBOE Gold ETF Volatility Index (GVZ) security futures (GV), CBOE Crude Oil ETF Volatility Index (OVX) security futures (OV), CBOE Emerging Markets ETF Volatility Index (VXEEM) security futures (VXEM) and CBOE Brazil ETF Volatility Index (VXEWZ) security futures (VXEW).   

CFE, a wholly-owned subsidiary of CBOE Holdings, Inc. (CBOE), offers an all-electronic, open-access market model, with traders providing liquidity and making markets. 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/.   

CBOE-EF

CBOE®, Chicago Board Options Exchange®, CFE®, CBOE Volatility Index® and VIX® are registered trademarks, and CBOE Futures ExchangeSM, CBOE Short-Term Volatility IndexSM, CBOE Nasdaq-100 Volatility IndexSM, VXNSM, VNSM, CBOE Brazil ETF Volatility IndexSM, VXEWSM, VXEWZSM, CBOE Crude Oil ETF Volatility IndexSM, OVXSM, OVSM, CBOE Emerging Markets ETF Volatility IndexSM, VXEMSM, VXEEMSM, CBOE Gold ETF Volatility IndexSM, GVZSM, GVSM, Execute SuccessSM, SPXSM, RVXSM, VASM, VUSM, VXSM , VXSTSM and WeeklysSM 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.

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