FOR IMMEDIATE RELEASE


CFE SEPTEMBER VOLUME RISES 36% OVER PREVIOUS MONTH;

Fifth Consecutive Month-Over-Month Volume Gain, Third Quarter 2009 Trading Tops Last Year By 2%

CHICAGO, October 1, 2009 - The CBOE Futures Exchange, LLC (CFE) today announced that September was the most active month of trading during 2009.Average daily volume during September 2009 was 6,858 contracts, a gain of 36 percent over 5,025 contracts per day during August 2009.When compared to 7,115 contracts per day traded during the same month last year, average daily volume during September was off four percent.September was the fifth consecutive month this year that CFE posted month-over-month volume gains.

A total of 144,016 contracts traded at CFE during September 2009, an increase of 36 percent over 105,506 contracts traded during August 2009.When compared to 149,418 contracts traded during the same month last year, September 2009 total volume was down four percent.Year to date, CFE's total volume of 641,874 contracts is 32 percent behind 2008's pace of 942,090 contracts.

During the third quarter of 2009, trading volume at CFE totaled 339,373 contracts, up two percent from 332,817 contracts traded during the same three-month period a year ago.Average daily volume during third quarter 2009 was 5,302 contracts per day, compared to 5,200 contracts per day during the third quarter of 2008, also an increase of two percent.

CBOE Futures Exchange September 2009 Volume Summary
	Sept 2009 Volume 21 trading days	% Change vs Sept 2008 21 trading days	% Change vs August 2009 21 trading days	Year-To-Date Volume 189 trading days	% Change vs 2008 189 trading days
Exchange	144,016	-4%	+36%	641,874	-32%
Average Daily Volume	6,858	-4%	+36%	3,396	-32%

September 2009 volume in VIX futures, based on the CBOE Volatility Index (ticker VX), totaled 143,585 contracts, an increase of 37 percent from 104,861 contracts traded during the previous month, and was up fractionally from 143,315 contracts traded in September 2008.Average daily volume in VIX futures during September was 6,837 contracts, 37 percent ahead of 4,993 contracts per day in August, and essentially unchanged from 6,825 contracts per day from a year ago.

Volume in CFE's newest contract, the CBOE mini-VIX futures (ticker symbol VM), totaled 427 contracts traded during September, down 32 percent from 629 contracts during August.CBOE mini-VIX futures contracts are one-tenth the size of CFE's standard CBOE VIX futures contract.CBOE mini-VIX futures were launched in March 2009. Additional information on mini-VIX futures can be found at: http://cfe.cboe.com/Products/Products_VM.aspx.

CFE currently offers futures on five different contracts, including: the CBOE Volatility Index (VIX), CBOE mini-VIX (VM), CBOE Russell 2000 Volatility Index (RVX) and CBOE S&P 500 3-Month and 12-Month Variance (VT and VA, respectively).

CFE, launched in March 2004, is a wholly owned subsidiary of Chicago Board Options Exchange, Incorporated, offering an all-electronic, open-access market model, with traders providing liquidity and making markets. CFE trades are cleared by the triple-A-rated Options Clearing Corporation (OCC). CBOE Futures Exchange is regulated by the Commodity Futures Trading Commission (CFTC).

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


CBOE Media Contacts:
Gail Osten
(312) 786-7123
osten@cboe.com

Gary Compton
(312) 786-7612
comptong@cboe.com

Analyst Contact:
Debbie Koopman
(312) 786-7136
koopman@cboe.com


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