VIX Futures Volume is Up 67% This Year

Average daily volume for futures on the CBOE Volatility Index® (VIX®) rose in the first half of this year to 79,586 (67% higher than the average daily volume in the year 2011).  www.cboe.com/VIX

79,586 Avg. Daily Volume in 1st Half of 2012

 

VIX OPTIONS

 Average daily volume for VIX options was 428,220 in the first half of 2012.

Avg. Daily Volume of 428,220 in 1st Half of 2012

 

NEW FUTURES ON THE OVX and VXEEM VOLATILITY INDEXES

Trading volume in CBOE Crude Oil ETF Volatility Index (OVX) security futures totaled 3,290 contracts in June 2012, an increase of 65 percent from the 1,994 contracts in May.  The CBOE Crude Oil ETF Volatility Index measures the market’s expectation of 30-day volatility of crude oil prices by applying the VIX methodology to United States Oil Fund, LP exchange traded fund (USO) options.  OVX security futures were launched for trading on March 26, 2012.   www.cboe.com/OVX

Trading volume in CBOE Emerging Markets ETF Volatility Index (VXEM) security futures totaled 8,870 contracts during June 2012.  VXEM tracks the implied volatility of the iShares MSCI Emerging Markets Index exchange traded fund (EEM).  VXEM trading was launched on January 9, 2012.   www.cboe.com/VXEEM

For more information on volatility indexes and risk management, please visit www.cboe.com/volatility

The posts on this blog are opinions, not advice.
Please read our disclaimer for Indices.

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