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CBOE Futures Exchange

Futures Exchange has busiest day in history


The CBOE Futures Exchange saw new single-day volume records for total trading volume exchange-wide at CFE and for futures on the CBOE Volatility Index on 1 August.  

Total volume at CFE was an estimated 530,794 contracts traded, which surpassed the previous high of 452,139 contracts traded on 15 April 2013.  
 
For VIX futures, an estimated 527,803 contracts traded, including an estimated record of 68,033 contracts during non-US trading hours. The record trading in VIX futures eclipsed the previous record of 449,955 contracts, also set on 15 April 2013.  
 
Exchange-wide ADV during July was 197,368 contracts, a 46 per cent increase from a year ago and a 13 per cent increase from June 2014.  Exchange-wide total volume during the month was 4.34 million contracts, a 46 per cent increase from July 2013 and a 19 per cent increase from June 2014. In terms of total volume, July ranks as the second-busiest month all-time, trailing only the 4.4 million contracts traded in January 2014.
 
Average daily volume in VIX futures was 196,990 contracts during July, an increase of 48 percent from July 2013 and an increase of 13 per cent from June 2014.  Total volume in VIX futures during July was 4.33 million contracts, up 48 per cent from July 2013 and up 19 per cent from June 2014. July’s total volume stands as the second most-active month all-time, trailing only the 4.4 million contracts in January 2014.  

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