VIX futures ADV sets new record in February
Average daily volume (ADV) in futures on the CBOE Volatility Index (VIX Index) and total exchange-wide ADV at CFE reached record levels in February 2014.
Also during the month, the exchange launched trading of futures on the CBOE Short-Term Volatility Index (VXST).
Average daily volume in VIX futures reached a new record of 216,797 contracts during February, a 35 per cent increase from February 2013 and a three-percent increase from January.
February's ADV topped the previous ADV record of 210,674 contracts in June 2013. February trading volume in VIX futures totalled 4.12 million contracts, a 35 per cent increase from February 2013. When compared to January, which experienced record volume and had two additional trading days, February volume decreased six per cent.
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