VIX futures sets record volume, again

CBOE FUTURES EXCHANGE POSTS ANOTHER RECORD TRADING DAY IN VIX FUTURES

CHICAGO, November 16, 2010 –

The top three highest volume days for VIX futures in CFE history have occurred during the last ten trading sessions. Today’s new record of 70,704 contracts surpasses the previous highs of 46,360 contracts set on Wednesday, November 3, 2010 and 46,258 contracts set on Friday, November 12.

VIX futures trading has also established new all-time weekly volume records in consecutive weeks: 171,988 contracts for the week of November 1 and 170,196 contracts for the week of November 8.

Today also set a new record for total exchange volume at CFE as 70,754 contracts traded, topping the previous high of 46,386 contracts traded on November 3, 2010.

CFE currently offers five different contracts, including: CBOE Volatility Index (VIX) futures, Weekly options on VIX futures (VOW), CBOE mini-VIX futures (VM), CBOE S&P 500 3-Month Variance futures (VT) and CBOE S&P 500 12-Month Variance futures (VA).

CFE, a wholly owned subsidiary of CBOE Holdings, Inc. (NASDAQ: CBOE), offers an all-electronic, open-access market model, with traders providing liquidity and making markets. CFE trades are cleared by the AAA-rated Options Clearing Corporation (OCC). CBOE Futures Exchange is regulated by the Commodity Futures Trading Commission (CFTC).

More information on CFE and its products, including contract specifications, can be found at: http://cfe.cboe.com/.

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