Eurex has added futures contracts on the iTraxx HiVol five year and iTraxx Crossover five year indices to the future based on the iTraxx Europe five year in preparation for trading credit derivatives due for launch on 27 March.
Chicago Board Options Exchange (CBOE) set a record volume in its Volatility index on 8 March when it reached 230,847. This surpassed the previous record of 162,856 recorded on 14 August 2006.
Trading volume in options on the S&P 500 index on CBOE recently recorded a number of record figures. Single day volumes reached a record high, when 1.82m contracts traded surpassing the previous record of 1.29m contracts on 19 May.This record follows from the record week of 5-9 March when volume surpassed the previous record week of 4.03m set 15-19 May 2006, when 4.35m options were traded. ...