Sign up for free newsletter

 

Trader

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.

events
1 week 3 days from now - Ulaanbaatar
1 week 5 days from now - New York
1 week 6 days from now - San Francisco
2 weeks 5 days from now - Los Angeles
listingsdirectory
Edelman
Thu, 18/08/2016 - 10:14
Eden Rock Capital Management
Wed, 15/06/2016 - 17:30
UBS Global Asset Management
Fri, 06/05/2016 - 14:19
training
Wed, 21/09/2016   - London
Wed, 28/09/2016   - London
Thu, 29/09/2016   - London
specialreports
other gfm publications