VIX futures trading volume up 53 per cent in July
July 2013 trading volume for futures on the CBOE Volatility Index (VIX) increased 53 per cent over July 2012, while year-to-date volume through the end of July has nearly surpassed the total volume for all of 2012.
July trading volume in VIX futures totalled 2,921,386 contracts, an increase of 53 per cent over July's total in 2012 and a decrease of 31 per cent from the all-time monthly record sent in June.
Average daily volume in VIX futures during July was 132,790 contracts, an increase of 46 per cent over July 2012 and a decrease of 37 per cent from June's all-time monthly high.
Year-to-date trading volume in VIX futures is outpacing last year by 99 per cent. Through the end of July, a total of 23,585,093 VIX futures contracts have traded, just shy of 2012's record annual volume of 23,785,831 contracts.
July exchange-wide trading volume at CFE totalled 2,965,509 contracts, an increase of 55 per cent over July 2012 and a decrease of 30 per cent from June's record volume. The seven most-active trading months in CFE history have occurred during the first seven months of 2013: June, April (4,069,630 contracts), March (3,228,874 contracts), May (3,220,913 contracts), February (3,087,775 contracts), July and January (2,927,613 contracts).
Exchange-wide monthly ADV during July was 134,796 contracts, an increase of 48 per cent over a year ago and a decrease of 36 per cent from June's record ADV.
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