CBOE Futures Exchange Reports Record Trading Volume for 2015
January 4, 2016
- Sixth Consecutive Record Year for VIX Futures
- More Than 51 Million VIX Futures Contracts Traded
- VIX Futures’ Extended Hours Volume Hits 4.6 Million Contracts
CBOE Futures Exchange, LLC (CFE®) today reported that annual total trading volume and annual daily volume for both total exchangewide activity and for futures on the CBOE Volatility Index® (VIX® Index) reached new all-time highs in 2015, posting trading records for the sixth consecutive year.
VIX Futures
Trading volume in VIX futures set a new annual record with 51.6 million contracts in 2015, an increase of 2 percent from 2014. Average daily volume (ADV) in VIX futures was a record 204,856 contracts, up 2 percent from 2014.
In the first full year of nearly 24-hour trading, VIX futures posted volume of 4.6 million contracts in extended (non-U.S.) trading hours, with an ADV of more than 18,000 contracts, representing nearly 9 percent of total volume.
Total CFE
Exchangewide trading volume at CFE totaled a record 51.7 million contracts for the year, up 2 percent from 2014. Total ADV at CFE reached a new high of 205,062 contracts, up 2 percent from 2014.
Source: CBOE – CBOE Futures Exchange Reports Record Trading Volume for 2015