Vix Futures
CBOE Futures Exchange, LLC (CFE?) reported that July 2015 monthly average daily volume (ADV) and monthly total volume, both exchangewide at CFE and for futures on the CBOE Volatility Index? (VIX? Index), rose from June 2015 and from year-ago levels.
Total volumes hit a second consecutive monthly high for 2015, surpassing the previous monthly high for the year set in June.
July ADV in VIX futures was 227,970 contracts, an increase of 8 percent from June 2015 and up 16 percent from July 2014.
Total volume in VIX futures for July was 5.0 million contracts, an increase of 8 percent from the previous month and 16 percent from a year ago.
The July volume total includes VIX Weeklys futures contracts, which were launched July 23. July’s total and average daily volumes for VIX futures ranked second in terms of all-time records, trailing only the 7.4 million total and 323,761 ADV? traded in October 2014.
Total CFE
Exchangewide ADV at CFE was 228,123 contracts in July, an increase of 8 percent from June 2015 and up 16 percent from July 2014. Exchangewide total volume for the month was 5.0 million contracts, an increase of 8 percent from the previous month and 16 percent from the year-ago total.?