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.

Further reading



Upcoming events

1 day 16 hours from now - Dubai
1 day 16 hours from now - California
1 day 16 hours from now - New York
2 days 16 hours from now - Hong Kong

Upcoming training

Mon, 10/11/2014 (All day) - London
Mon, 10/11/2014 (All day) - London
Thu, 13/11/2014 (All day) - London