Vix futures volume keeps climbing at CFE

From a press release issued by CBOE...

CHICAGO, November 22, 2010 - The CBOE Futures Exchange, LLC (CFE) announced that the week of November 15 was the busiest week on record for the trading of futures on the CBOE Volatility Index (VIX).

The three most active weeks in CFE history for the trading of VIX futures have occurred during the first three weeks of November. The 210,995 VIX futures contracts that traded the week of November 15 now ranks as the highest, followed by the previous highs of 171,988 contracts for the week of November 1 and 170,196 contracts for the week of November 8.

Additionally, the top three highest volume days for VIX futures occurred this month - a record 70,704 contracts on Tuesday, November 16; 46,360 contracts on Wednesday, November 3; and 46,258 contracts on Friday, November 12.

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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