Average daily volume (ADV) at the CBO Futures Exchange was up 40 per cent from September 2014, but down 18 per cent from August 2015, when CFE recorded its second-busiest month of all time.
Total volume in futures on the CBOE Volatility Index (VIX Index) for September was 5.3 million contracts, up 41 per cent from September 2014, but a decrease of 17 per cent from August 2015. September VIX futures’ ADV was 251,207 contracts.
Exchange-wide ADV at CFE was 251,376 contracts in September, an increase of 40 per cent from September 2014 and down 18 per cent from August 2015. Exchange-wide total volume for the month was 5.3 million contracts, up 40 per cent from the year-ago total and down 18 per cent from August 2015.
Trading activity in VIX futures during non-US trading hours fell in September from the prior month, but extended trading hours still represented 10 per cent of total VIX volume, unchanged from August 2015. Monthly ADV was 25,070 contracts, down from a record 30,500 contracts traded in August. Total September monthly volume was 526,465 contracts.
