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VIX Futures ADV, total volume at CBOE Futures Exchange up from prior month and year go

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Monthly average daily volume (ADV) and monthly total volume, both exchange-wide at CFE and for futures on the CBOE Volatility Index (VIX Index), rose from last month and from year-ago levels.

June total volumes hit highs for 2015, surpassing previous monthly highs set in January.

June ADV in VIX futures was 210,963 contracts, an increase of 21 per cent from both May 2015 and June 2014. Total volume in VIX futures for June was 4.6 million contracts, an increase of 33 per cent from the previous month and 27 per cent from a year ago.   

Exchange-wide ADV at CFE was 210,989 contracts in June, an increase of 21 per cent from both May 2015 and June 2014. Exchange-wide total volume for the month was 4.6 million contracts, an increase of 33 per cent from the previous month and 27 per cent from the year-ago total.

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