Futures on the CBOE Volatility Index (VIX) monthly volume totaled 97,776 contracts, a 23% rise over the same time period last year with a volume of 79,187 contracts. Average daily volume in VIX futures during October was 4,251 contracts, 18% ahead of last October.
Volume in futures on the CBOE DJIA Volatility Index (ticker DV) totaled 4,069 contracts traded during October, increasing 20% over the year-ago total of 3,384 contracts. Trading activity in the CBOE Russell 2000 Volatility Index futures, RVX, (ticker VR) totaled 4,804 contracts, up 119% over September 2007. VR futures were launched on July 6, 2007.
Year-to-date, total CFE volume is 854,244 contracts traded for the first ten months of 2007, up 120% from 2006âs year-to-date volume of 388,129 contracts. Open interest stood at 80,818 contracts at the end of October, 62% ahead of October 2006.
CFE currently offers futures on seven different contracts, including: the CBOE Volatility Index (VIX), CBOE DJIA Volatility Index (VXD), CBOE NASDAQ-100 Volatility Index (VXN), CBOE Russell 2000 Volatility Index (RVX), CBOE S&P 500 3-Month and 12-Month Variance (VT and VA, respectively), and the CBOE S&P 500 BuyWrite Index (BXM).