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VIX futures open interest hits new record: over 280,000 contracts

Tuesday, March 06, 2012
Opalesque Industry Update: CBOE Futures Exchange, LLC (CFE) today announced that open interest in CBOE Volatility Index (VIX index) futures reached new all-time highs on Monday, March 5 and Thursday, March 1. On March 5, open interest hit 282,314 contracts, exceeding a 256,870-contract record on March 1.

Prior to these records, the highest VIX futures open interest recorded was 253,319 contracts on June 15, 2011.

In addition to open interest records, CFE last week reported that VIX futures volume established its second best month ever in February, with 1,338,471 contracts traded, an increase of 70 percent from year-prior volume of 788,908 contracts.

CBOE

Press Release

BM

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