What is the volume of a futures contract?

What is the volume of a futures contract?

Volume is reported for all futures contracts. It is calculated by counting the number of contracts that have been bought and sold over a given time. You can track volume using different time intervals like daily or intraday.

What contracts trade on the CBOE?

CBOE offers trading across multiple asset classes and geographies, including options, futures, U.S. and European equities, exchange-traded products (ETPs), global foreign exchange (FX), and multi-asset volatility products.

What is TPH on the CBOE?

Become a TPH of Cboe Futures Exchange Firms and/or individuals that desire to have direct access to CFE are required to become a CFE Trading Privilege Holder (TPH) and obtain a TPH permit.

How much is a VIX futures contract?

The notional value of a VIX Futures contract is $1000 times the index. The futures trade in increments of 0.05 or ($50 a tick), but calendar spreads may be quoted in increments of 0.01 ($10 a tick).

Which futures have the highest volume?

Identifying Top Commodity Markets

Commodity Average Daily Volume (ADV) Open Interest
Crude Oil (WTI) 687,479 2,187,168
Corn 532,269 1,505,976
Henry Hub Natural Gas Future 466,455 1,233,792
Soybeans 192,684 807,569

Which futures contract tends to have the largest trading volume?

CME’s Eurodollar future retained its place as the world’s most traded contract by notional value of contracts traded last year despite a slump in trading in the third quarter, a report by COEX Partners has found.

What are the 4 CBOE exchanges?

Cboe is currently one of the largest U.S. equities market operators on any given day. We operate four U.S. equities exchanges – the BZX Exchange, BYX Exchange, EDGA Exchange, and EDGX Exchange.

How large is CBOE?

The Chicago Board Options Exchange (CBOE), located at 433 West Van Buren Street in Chicago, is the largest U.S. options exchange with annual trading volume that hovered around 1.27 billion contracts at the end of 2014….Chicago Board Options Exchange.

Type Options exchange
Currency United States dollar
Website cboe.com

What are CBOE Futures?

Cboe Futures Exchange (CFE®) is the home of volatility and corporate bond index futures. CFE is owned by Cboe Global Markets, and trades on CFE are cleared by The Options Clearing Corporation (OCC).

What is CBOE VIX future?

Introduced in 2004 on Cboe Futures Exchange℠ (CFE®), VIX futures provide market participants with the ability to trade a liquid volatility product based on the VIX Index methodology. VIX futures reflect the market’s estimate of the value of the VIX Index on various expiration dates in the future.

Can I trade VIX futures?

Instead, the only way investors can access the VIX is through futures contracts and through exchange-traded funds (ETFs) and exchange-traded notes (ETNs) that own those futures contracts.

What are the most volatile futures markets?

Crude oil (CL) provides decent volume, but it also requires the most margin and is the most volatile. If you held one contract during an average day, your profit/loss could swing $3,200 (3.2 points x $1000/point).