CFE's Releases Average Daily Volume, Which Is 8 Percent Up In January

The CBOE Futures Exchange, LLC (CFE) announced that average daily volume during the month of January 2009 was 2,070 contracts, an increase of 8% over the previous month when 1,919 contracts per day changed hands. Total trading volume during the

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The CBOE Futures Exchange, LLC (CFE) announced that average daily volume during the month of January 2009 was 2,070 contracts, an increase of 8% over the previous month when 1,919 contracts per day changed hands.

Total trading volume during the month of January 2009 was 41,410 contracts, a decline of 2% from 42,223 contracts traded during December 2008, which contained two additional trading days. When compared to year-ago volume of 96,743 contracts traded, which was the busiest January in CFE history, January 2009 volume was down 57%. January 2009 average daily volume of 2,070 contracts was off 55% versus 4,607 contracts per day during January 2008.

Average daily volume in January 2009 for VIX futures, based on the CBOE Volatility Index (ticker VX), totaled 2,046 contracts, up 8% over 1,895 contracts per day last month, while total monthly volume of 40,911 contracts was a decrease of 2% from 41,683 contracts traded in December 2008. When compared to January 2008 total volume of 85,737 contracts and average daily volume of 4,082 contracts, January 2009 VX futures volumes were down 52% and 50%, respectively.

More information on CFE and its products can be found at: www.cboe.com/CFE.

D.C.

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