Wed, 02/04/2014 - 16:00
Average daily volume (ADV) in VIX futures was 183,612 contracts during March, a 14 per cent increase from March 2013 and a 15 per cent decrease from February's record ADV.
March total trading volume in VIX futures was 3.86 million contracts, a 20 per cent increase from March 2013 and a six per cent decrease from February.
Exchange-wide ADV during March was 183,863 contracts, a 14 per cent increase from a year ago and a 15 per cent decrease from the record ADV in February. Exchange-wide total volume during the month was 3.86 million contracts, a 20 per cent increase from March 2013 and a six per cent decrease from February.
Total trading volume during the first quarter of 2014 set a new quarterly volume record at CFE. The 12.39 million contracts was up 34 per cent compared to the first quarter a year ago and surpassed the previous record of 11.51 million contracts in the second quarter of 2013. CFE ADV for the quarter was a new high of 203,143 contracts.
VIX futures also set a new quarterly volume record during the first quarter of 2014 as 12.38 million contracts traded, up 35 per cent compared to the first quarter of 2013. The previous record had been 11.48 million contracts in the second quarter of 2013. VIX futures ADV for the quarter was a record 202,899 contracts.
During the month, CFE 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 pm CT and end on Friday at 3:15 pm CT. CFE will close for 15 minutes between 3:15 pm CT and 3:30 pm CT on Monday through Thursday, when no trading will be transacted. The new trading day on those days will then begin at 3:30 pm CT.
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