June average daily volume (ADV) for options contracts traded on Chicago Board Options Exchange (CBOE) and C2 Options Exchange (C2), and futures contracts traded on CBOE Futures Exchange (CFE) totalled 5.2 million contracts, an increase of 22 per cent from May 2016 and 15 per cent from June 2015.
Total options and futures volume was 114.0 million contracts, an increase of 27 per cent from the previous month and 15 per cent from a year ago.
CBOE Volatility Index (VIX Index) futures at CFE set record volume in non-US trading hours on 24 June, with 235,141 contracts. The new high surpassed the previous single-day record of 140,811 contracts set during the overnight session on 24 August 2015.
For the month, VIX futures volume in non-US trading hours set new highs in total volume (912,293 contracts) and daily volume (41,468 contracts), topping the previous records of 650,454 contracts and 34,234 contracts, respectively, from January 2016.
Index options traded at CBOE had an ADV of 2.0 million contracts in June, an increase of 26 per cent from June 2015.
S&P 500 Index (SPX) options were the most actively traded index options at CBOE for the month with an ADV of 1.2 million contracts, was just shy of the all-time record of 1.3 million and up 32 per cent from the 908,620 contracts traded in June 2015.
VIX options at CBOE had an ADV of 725,052 contracts in June, up 21 per cent from the 598,487 contracts traded in June 2015.
June was the second busiest month of all time for VIX futures trading on CFE. Total volume was 7.1 million contracts, with an ADV of 322,753 contracts, up 53 per cent from a year ago.