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VIX futures ADV down 4% from a year ago

Mon, 05/05/2014 - 14:30

April 2014 average daily volume (ADV) and total monthly volume in futures on the CBOE Volatility Index (VIX Index) and total exchange-wide at CFE were down slightly from year ago levels.  

Average daily volume in VIX futures was 178,167 contracts during April, a four-per cent decrease from April 2013 and a three-per cent decrease from March.  April total trading volume in VIX futures was 3.74 million contracts, an eight-per cent decrease from April 2013 and a three-per cent decrease from March. Year-to-date, VIX futures total volume of 16.12 million contracts and ADV of 196,565 contracts per day are both ahead of YTD 2013 by 22 percent.       

Exchange-wide ADV during April was 178,438 contracts, a four-per cent decrease from a year ago and a three-per cent decrease from March.  Exchange-wide total volume during the month was 3.75 million contracts, an eight-per cent decrease from April 2013 and a three-per cent decrease from March.   


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