CBOE Holdings, Inc reported today that March 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?) was 4.3 million contracts.? This is relatively unchanged from March 2015 and a decrease of 7 percent from February 2016.?
CBOE Holdings Trading Volume Highlights:
- Index options traded on CBOE had an ADV of 1.7 million contracts in March, an increase of 35 percent from March 2015.
- SPX Wednesday Weeklys reached an all-time daily volume high of 97,204 contracts on Wednesday, March 16. SPX Wednesday Weeklys were launched on February 23, and had an ADV of 63,064 contracts in March.
- CBOE Volatility Index? (VIX? Index) futures traded on CFE had a March ADV of 179,116 contracts, up 7 percent from a year ago.
- March VIX futures ADV in extended trading hours (from 2:00 a.m. to 8:15 a.m. CT) was 18,518 contracts, representing 10 percent of all CFE ADV for the month,?compared to?8 percent?in March 2015.