Bloomberg Anywhere Remote Login Bloomberg Terminal Demo Request


Connecting decision makers to a dynamic network of information, people and ideas, Bloomberg quickly and accurately delivers business and financial information, news and insight around the world.


Financial Products

Enterprise Products


Customer Support

  • Americas

    +1 212 318 2000

  • Europe, Middle East, & Africa

    +44 20 7330 7500

  • Asia Pacific

    +65 6212 1000


Industry Products

Media Services

Follow Us

VIX Futures Open Interest Increases to Record High, CBOE Says

Ownership of futures on the Chicago Board Options Exchange Volatility Index rose to a record today after a two-month rally took the Standard & Poor’s 500 Index to the highest level since December 2007.

Open interest in futures on the gauge known as the VIX climbed to 438,038 this morning, eclipsing the previous high set in September, according to the CBOE Futures Exchange. The increase came after the gauge of S&P 500 option prices posted a record weekly drop of 39 percent last week and retreated for six consecutive days through Jan. 8.

The S&P 500 has rallied 8.7 percent from its November low as the Federal Reserve expanded its bond purchase program to boost the economy and lawmakers passed a bill averting most of the more than $600 billion of spending cuts and tax increases known as the fiscal cliff. The index slipped 0.2 percent to 1,469.05 at 1:22 p.m. in New York today, after reaching a five-year high yesterday.

The VIX gained 0.2 percent to 13.52 today.

Total volume in futures on the Chicago Board Options Exchange Volatility Index rose to a record 23.79 million in 2012, up from 12.03 million the year before, the CBOE Futures Exchange said on Jan. 2.

CBOE Futures Exchange is a unit of Chicago-based CBOE Holdings Inc., which has the sole license to trade futures on the CBOE Volatility Index.

Please upgrade your Browser

Your browser is out-of-date. Please download one of these excellent browsers:

Chrome, Firefox, Safari, Opera or Internet Explorer.