CBOE Futures Exchange Reports September Trading Volume

            CBOE Futures Exchange Reports September Trading Volume

Nearly Three Million Contracts Traded During the Month

PR Newswire

CHICAGO, Oct. 1, 2013

CHICAGO, Oct. 1, 2013 /PRNewswire/ -- The CBOE Futures Exchange, LLC (CFE^®)
today reported September 2013 trading volume for total exchange-wide activity
and for futures on the CBOE Volatility Index^® (VIX^®). Additionally, the
exchange announced plans for the launch of CBOE Russell 2000 Volatility Index
futures and rollout dates for its VIX futures extended trading hours
initiative.

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VIX Futures

September trading volume in VIX futures totaled 2.96 million contracts, a
23-percent increase from September 2012 and a 15-percent decrease from the
previous month. Average daily volume in VIX futures during September was
148,039 contracts, a 17-percent increase from September 2012 and a
seven-percent decrease from August. Year-to-date trading volume in VIX
futures outpaced last year by 86 percent. Through the end of September, a
total of 30.03 million VIX futures contracts have traded.

CFE Monthly Volume Summary                           Year-To-Date
             Sep-13    Sep-12    %   Aug-13    % Chg Sep-13     Sep-12     %
                                 Chg                                       Chg
Trading Days 20        19            22              188        188
VIX Index Futures
 Total   2,960,789 2,400,552 23% 3,488,149 -15%  30,034,031 16,172,087 86%
 ADV     148,039   126,345   17% 158,552   -7%   159,755    86,022     86%
CFE Total Exchange
 Total   2,976,648 2,410,549 23% 3,527,672 -16%  30,225,081 16,252,119 86%
 ADV     148,832   126,871   17% 160,349   -7%   160,772    86,447     86%

Total CFE

September exchange-wide trading volume at CFE totaled 2.98 million contracts,
a 23-percent increase from September 2012 and a 16-percent decrease from
August. Exchange-wide monthly ADV during September was 148,832 contracts, a
17-percent increase from a year ago and a seven-percent decrease from August.

CBOE Russell 2000 Volatility Index Futures

On Wednesday, October 30, CFE will launch trading on CBOE Russell 2000
Volatility Index (RVX) futures (ticker symbol VU). The calculation of the
CBOE Russell 2000^® Volatility Index (RVX Index) is based on the CBOE
Volatility Index (VIX) methodology applied to CBOE listed options on the
Russell 2000 Index (RUT), the premier measure of the performance of
small-capitalization U.S. stocks and an effective gauge of the health of the
U.S. economy.

Jane Street Capital, LLC will serve as the Designated Primary Market Maker
(DPM) for VU futures. For more information on the CBOE Russell 2000
Volatility Index and products, go to www.cboe.com/RVX.

VIX Futures Extended Trading Hours

CFE also announced yesterday that the first phase of its extended trading
hours initiative for VIX futures will begin on Monday, October 21, with the
second phase to follow on Monday, October 28.

The first phase of the extended trading hours initiative is designed to
respond to demand from both U.S. and European customers for a post-settlement
trading period by adding a 45-minute trading period to the current trading
hours for VIX futures (7:00 a.m. to 3:15 p.m. Chicago time).

The second phase of the extended trading hours initiative will benefit U.S.
and European customers who are seeking longer hours for trading in VIX
futures. European-based customers will have the opportunity to trade VIX
futures during their local trading hours by beginning the current trading
session five hours earlier than its current opening time of 7:00 a.m. (Chicago
time).

For additional information on CFE's extended trading hours initiative, see
http://www.cboe.com/AboutCBOE/MediaHub/press-releases.aspx.

About CBOE Futures Exchange

CBOE Futures Exchange currently offers eight contracts: CBOE Volatility Index
(the VIX Index) futures (VX), Mini-VIX futures (VM), S&P 500 Variance futures
(VA), CBOE NASDAQ-100 Volatility Index (VXN) futures (VN), CBOE Gold ETF
Volatility Index (GVZ) security futures (GV), CBOE Crude Oil ETF Volatility
Index (OVX) security futures (OV), CBOE Emerging Markets ETF Volatility Index
(VXEEM) security futures (VXEM) and CBOE Brazil ETF Volatility Index (VXEWZ)
security futures (VXEW). 

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 is regulated by the Commodity Futures Trading
Commission (CFTC) and all trades are cleared by the OCC.

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

CBOE-EF

CBOE®, Chicago Board Options Exchange®, CFE®, CBOE Volatility Index® and VIX®
are registered trademarks, and CBOE Futures Exchange(SM), CBOE Nasdaq-100
Volatility Index(SM), VXN(SM), VN(SM), CBOE Brazil ETF Volatility Index(SM),
VXEW(SM), VXEWZ(SM), CBOE Crude Oil ETF Volatility Index(SM), OVX(SM), OV(SM),
CBOE Emerging Markets ETF Volatility Index(SM), VXEM(SM), VXEEM(SM), CBOE Gold
ETF Volatility Index(SM), GVZ(SM), GV(SM), VM(SM) and VX(SM) are service marks
of Chicago Board Options Exchange, Incorporated (CBOE). Russell 2000® is a
registered trademark of Russell Investments, used under license. Standard &
Poor's®, S&P® and S&P 500® are registered trademarks of Standard & Poor's
Financial Services, LLC, and have been licensed for use by CBOE and CFE. The
Nasdaq-100 Index®, Nasdaq-100®, and Nasdaq® are trademark or service marks of
The Nasdaq Stock Market, Inc. (with which its affiliates are the
"Corporations"). These marks are licensed for use by CBOE in connection with
the trading of products based on the Nasdaq-100 Index. The products have not
been passed on by the Corporations as to their legality or suitability. The
products are not issued, endorsed, sold or promoted by the Corporations. THE
CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE
PRODUCT(S). All other trademarks and service marks are the property of their
respective owners.



SOURCE CBOE Futures Exchange, LLC
 
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