04.16.2013

VIX Futures Bust Through Old Daily Volume Record

04.16.2013
  • Set New Single-Day Volume Record of 449,955 Contracts
  • Gold ETF Volatility Index Futures Set New Daily Record

CHICAGO, IL – April 15, 2013 — The CBOE Futures Exchange, LLC (CFE®) announced today that CBOE Volatility Index® (VIX® index) futures established an all-time single-day volume record of an estimated 449,955 contracts. Monday’s record eclipsed the 302,278-contract record set on February 25, 2013.

In addition, the CBOE Gold ETF Volatility Index (GV) futures contract traded a single-day record of an estimated 1,488 contracts today. The previous record, 765 contracts, was set on March 28, 2013.

In the most recent reported month, a record 3,220,977 VIX futures contracts changed hands in March, exceeding the 3,062,344 contracts traded in February, the previous record, by five percent. February and March are the first two months in CFE history to register more than three million VIX futures contracts traded. When compared to the 1,963,893 contracts traded a year ago, March’s volume rose by 64 percent.

About CBOE Futures Exchange:
CFE currently offers trading in the CBOE Volatility Index (the VIX Index) futures (VX), Mini-VIX futures (VM), S&P 500 Variance futures (VA), CBOE NASDAQ-100 Volatility Index (VXN) futures (VN), CBOE Gold ETF Volatility Index (GVZ) security futures (GV), CBOE Crude Oil ETF Volatility Index (OVX) security futures (OV), CBOE Emerging Markets ETF Volatility Index (VXEEM) security futures (VXEM), CBOE Brazil ETF Volatility Index (VXEWZ) security futures (VXEW) and Radar Logic 25-Metropolitan Statistical Area (MSA) RPX Composite Index futures (RPXCP).

CFE, a wholly-owned subsidiary of CBOE Holdings, Inc. (NASDAQ: CBOE), offers an all-electronic, open-access market model, with traders providing liquidity and making markets. CFE is regulated by the Commodity Futures Trading Commission (CFTC) and all trades are cleared by the OCC.

More information on CFE and its products, including contract specifications, can be found at: http://cfe.cboe.com/.

Media Contacts:
Gail Osten
(312) 786-7123
osten@cboe.com

Gary Compton
(312) 786-7612
comptong@cboe.com

Analyst Contact:
Debbie Koopman
(312) 786-7136
koopman@cboe.com

CBOE-EF

CBOE®, Chicago Board Options Exchange®, CFE®, CBOE Volatility Index® and VIX® are registered trademarks, and CBOE Futures ExchangeSM, CBOE Nasdaq-100 Volatility IndexSM, VXNSM, VNSM, CBOE Brazil ETF Volatility IndexSM, VXEWSM, VXEWZSM, CBOE Crude Oil ETF Volatility IndexSM, OVXSM, OVSM, CBOE Emerging Markets ETF Volatility IndexSM, VXEMSM, VXEEMSM, CBOE Gold ETF Volatility IndexSM, GVZSM, GVSM, VMSM, and VXSM are service marks of Chicago Board Options Exchange, Incorporated (CBOE). Standard & Poor’s®, S&P® and S&P 500® are registered trademarks of Standard & Poor’s Financial Services, LLC, and have been licensed for use by CBOE and CFE. The Nasdaq-100 Index®, Nasdaq-100®, and Nasdaq® are trademark or service marks of The Nasdaq Stock Market, Inc. (with which its affiliates are the “Corporations”). These marks are licensed for use by CBOE in connection with the trading of products based on the Nasdaq-100 Index. The products have not been passed on by the Corporations as to their legality or suitability. The products are not issued, endorsed, sold or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE PRODUCT(S). All other trademarks and service marks are the property of their respective owners.

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