TMX Group today announced that Montréal Exchange (MX) set an overall daily volume record of 846,803 contracts traded on November 24, 2014, surpassing the previous record of 799,225 contracts established on October 15, 2014.
MX also reached a new volume record on the Ten-Year Government of Canada Bond Futures contract (CGB®) with 610,504 contracts traded on November 24, 2014, surpassing the previous record of 440,939 contracts established on August 25, 2014.
As of November 24, 2014, year-to-date total exchange volume has increased 4% and CGB volume has increased 10% compared to the same period in 2013.
In terms of open interest, MX reached a new high of 5,682,741 contracts on November 20, 2014, surpassing the previous record of 5,559,970 set on April 18, 2012.
As you can see in the chart below of the VIX index, which is supposed to measure general stock market volatility, the index topped out so far this year in October at around 25, it has since come back down in November and is trading roughly around the 12 handle. Though specifically measuring equities, general inferences across other assets such as FX can be made.
VIX 2 year chart. Courtesy: Yahoo Finance