Total VIX Futures Volume Sets Record for 3rd Month in a Row By Matt Moran

A record 3,220,977 futures contracts on the CBOE Volatility Index® (VIX®) traded during March, exceeding the 3,062,344 contracts traded in February (the previous record) by five percent. March’s VIX futures volume rose by 64 percent when compared to the 1,963,893 contracts traded a year ago.  VIX futures have set all-time total volume records for three months in a row.

VIX futures volume thru March

DAILY CLOSING VALUES IN MARCH 2013

Below is a chart with the daily closing values for 2 volatility indexes and VIX May ’13 futures.  The banking crisis in Cyprus began mid-month.

The percentage changes from March 14 through the end of March were —

  • Up 38.5% for the EuroSTOXX 50 Volatility Index (VSTOXX).
  • Up 12.4% for the CBOE Volatility Index (VIX).
  • Down 1.0% for the VIX May ’13 futures.

March 2013 three

To learn more about how VIX products can be used in portfolio management, please visit www.cboe.com/VIX.

The posts on this blog are opinions, not advice.
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