The CFE announced that trading volume in VIX futures on the CBOE Volatility Index (the VIX Index) set a new single-day record today of 159,744 contracts traded, eclipsing the previous record of 152,067 contracts on August 5, 2011.
The CFE (CBOE Futures Exchange) also announced that Monday, June 18 was the most active trading day in CFE history.
Today’s single-day records come on the heels of the most active trading month in CFE history. During May 2012, trading volume, both exchange-wide and in VIX futures exceeded two million contracts for the first time ever. Last month, 2,000,154 VIX futures contracts changed hands.
Through the end of May, CFE’s year-to-date trading volume stood at 7,838,752 contracts, 76 percent ahead of the 4,463,758 contracts from 2011.