Trading volume in CBOE Volatility Index (VIX Index) futures during extended trading hours (ETH) – from 3:30 pm CT to 8:30 am CT – established a new single-day volume record last week.
An estimated 79,926 VIX futures contracts were traded during ETH, surpassing the previous record of 70,168 contracts traded on 16 October.
To date in 2014, approximately 8.4 per cent of VIX futures have been traded during extended trading hours. In June, CFE expanded trading hours to 23 hours and 45 minutes during the trading week.
Through the end of November, total VIX futures trading volume and ADV were up 24 per cent from the same period a year ago. October 2014 was the busiest month all-time for trading of futures on the CBOE Volatility Index (VIX Index).
