New VIX Futures Volume Record Set

Records are made to be broken and at the CBOE Futures Exchange the record for total monthly volume was shattered today. Even though there are two trading days left to round out November. As of the close today 2,538,554 VIX Futures contracts have been traded this month. This eclipses the record of 2,443,878 set last month. The record for average daily volume in a month was actually set in September of this year when the average daily volume came in at 126,345. That record appears to be at risk to be broken as well as average daily volume in November is currently running at 133,608.

Total Volume By Month For VIX Futures from March 2004 – November 2012*

*Two more days left for November

VIX Volume.jpg