The CBOE Futures Exchange, LLC?(CFE?) has reported that?March 2014?average daily volume (ADV), total monthly volume in futures on the CBOE Volatility Index??(VIX??Index) and total CFE volume posted increases over year-ago levels.
In addition, new first quarter volume records were set in exchange-wide and VIX futures total volume and ADV. ? ??
Here’s a look at March activity. ? ? ?
VIX Futures
- VIX futures ADV was 183,612 contracts, a 14 percent increase from?March 2013?and a 15-percent decrease from February’s record ADV.?
- VIX futures total trading volume was 3.86 million contracts, a 20 percent increase from?March 2013?and a six percent decrease from February. ? ?
Total CFE
- Exchange-wide ADV was 183,863 contracts, a 14 percent increase from a year ago and a 15 percent decrease from the record ADV in February.?
- Exchange-wide total volume was 3.86 million contracts, a 20 percent increase from?March 2013?and a six percent decrease from February. ? ? ? ?
First Quarter 2014???
- Total trading volume during the quarter set a new quarterly volume record at CFE.?Its 12.39 million contracts was up 34 percent compared to the first quarter a year ago, surpassing the previous record of 11.51 million contracts in the second quarter of 2013. ?
- CFE ADV?for the quarter was a new high of 203,143 contracts.?
- VIX futures also set a new quarterly volume record when 12.38 million contracts traded, up 35 percent compared to the first quarter of 2013.? The previous record had been 11.48 million contracts in the second quarter of 2013. ?
- VIX futures ADV for the quarter was a record 202,899 contracts.?
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