RT @CMEGroup: Gold
futures average daily volume outsized growth in April, increasing 31 %.
The table below provides a breakdown of VIX
futures average daily volume this month during different daily time periods.
Not exact matches
But Cboe said exchange - traded products betting against the VIX account for 5 percent of
average daily volume in VIX
futures.
RECORD HIGH ETH
VOLUME SO FAR THIS MONTH So far in the month of August (through August 22), the average daily volume for VIX futures during ETH was 24,556 contracts, the highest number when compared to previous full calendar m
VOLUME SO FAR THIS MONTH So far in the month of August (through August 22), the
average daily volume for VIX futures during ETH was 24,556 contracts, the highest number when compared to previous full calendar m
volume for VIX
futures during ETH was 24,556 contracts, the highest number when compared to previous full calendar months.
When speaking with European investors next week, I plan to note that the
average daily volume for VIX
futures during the time period from 2:00 AM to 8:30 AM has been more than 17,000 so far in August.
Worldwide geopolitical tensions could have impacted the fact that
average daily volume for VIX
futures during ETH has risen each of the past 3 months.
Despite the fact that the
average daily closing value of the CBOE Volatility Index ® (VIX ®) is about 11.5 so far this year, VIX
futures and options both had record days for
volume and for open interest this month.
On
average, more than six percent of the
daily global
volume of exchange - traded equity options and equity
futures is now traded across the Timber Hill / IB network.
The final
daily settlement price is determined by a
volume - weighted
average price (VWAP) of all trades executed in the full - sized, floor - traded (the Big)
futures contract and the E-mini
futures contract for the designated lead month contract between 15:14:30 and 15:15:00 CT..
In the case of a security
futures contract overlying a security index, position limits are required if any one of the securities in the index has an
average daily trading
volume of 20 million shares or fewer.
Corn
futures are among the most widely traded agricultural contracts, with an
average daily volume of several billion dollars.