CBOE Futures Exchange Daily Market Statistics

CFE data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed. Your use of CFE data is subject to the Terms and Conditions of CBOE's Websites.

CFE historical Market Statistics Summary files can be accessed from the calendar below:

CFE Futures Price & Volume Detail for Friday, February 05, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 251189 0 263725 11878
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 12 0 77 12
CBOE VOLATILITY INDEX 251177 0 263648 11866
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 0 0 0 0
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU G (Feb 16)
Contract Prices (US$) Open High Low Close
27.75 27.75 26.45a 27.65
Settle Settle - Var Change
27.600  N/A 1.25
Contract Volume Total ECRP Open Interest
12 0 25
VU H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b26.75 26.05a 0.00
Settle Settle - Var Change
26.450  N/A 0.60
Contract Volume Total ECRP Open Interest
0 0 6
VU J (Apr 16)
Contract Prices (US$) Open High Low Close
0.00 b26.55 26.05a 0.00
Settle Settle - Var Change
26.575  N/A 0.75
Contract Volume Total ECRP Open Interest
0 0 0
VU K (May 16)
Contract Prices (US$) Open High Low Close
0.00 b26.25 25.85a 0.00
Settle Settle - Var Change
26.225  N/A 0.68
Contract Volume Total ECRP Open Interest
0 0 46
CBOE VOLATILITY INDEX VX
VX06 G (Feb 16)
Contract Prices (US$) Open High Low Close
23.04 23.95 22.10a 23.80
Settle Settle - Var Change
23.650  N/A 1.45
Contract Volume Total ECRP Open Interest
78 0 128
VX G (Feb 16)
Contract Prices (US$) Open High Low Close
23.01 24.65 22.68  24.12
Settle Settle - Var Change
24.125  N/A 1.05
Contract Volume Total ECRP Open Interest
106898 0 78663
VX08 G (Feb 16)
Contract Prices (US$) Open High Low Close
23.58 24.60 23.15a 24.10
Settle Settle - Var Change
24.025  N/A 0.83
Contract Volume Total ECRP Open Interest
24 0 129
VX09 H (Mar 16)
Contract Prices (US$) Open High Low Close
23.10 b23.85 22.85a 23.80
Settle Settle - Var Change
23.525  N/A 0.73
Contract Volume Total ECRP Open Interest
10 0 34
VX10 H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b23.65 22.70a 0.00
Settle Settle - Var Change
23.300  N/A 0.63
Contract Volume Total ECRP Open Interest
0 0 20
VX H (Mar 16)
Contract Prices (US$) Open High Low Close
22.49 23.65 22.25  23.09
Settle Settle - Var Change
23.050  N/A 0.58
Contract Volume Total ECRP Open Interest
99052 0 97798
VX12 H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b23.10 22.30a 0.00
Settle Settle - Var Change
22.800  N/A 0.55
Contract Volume Total ECRP Open Interest
0 0 10
VX13 H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b23.55 22.85a 0.00
Settle Settle - Var Change
23.250  N/A 0.50
Contract Volume Total ECRP Open Interest
0 0 0
VX J (Apr 16)
Contract Prices (US$) Open High Low Close
22.36 23.35 22.20  22.83
Settle Settle - Var Change
22.825  N/A 0.45
Contract Volume Total ECRP Open Interest
24181 0 24886
VX K (May 16)
Contract Prices (US$) Open High Low Close
22.14 23.05 22.03  22.60
Settle Settle - Var Change
22.625  N/A 0.45
Contract Volume Total ECRP Open Interest
8650 0 17609
VX M (Jun 16)
Contract Prices (US$) Open High Low Close
22.15 22.96 22.02  22.57
Settle Settle - Var Change
22.600  N/A 0.43
Contract Volume Total ECRP Open Interest
4853 0 16552
VX N (Jul 16)
Contract Prices (US$) Open High Low Close
22.23 23.01 22.15  22.70
Settle Settle - Var Change
22.700  N/A 0.43
Contract Volume Total ECRP Open Interest
3810 0 14824
VX Q (Aug 16)
Contract Prices (US$) Open High Low Close
22.15 22.87 22.05  22.55
Settle Settle - Var Change
22.600  N/A 0.43
Contract Volume Total ECRP Open Interest
2395 0 9785
VX U (Sep 16)
Contract Prices (US$) Open High Low Close
22.35 23.05 22.33  22.71
Settle Settle - Var Change
22.750  N/A 0.40
Contract Volume Total ECRP Open Interest
1221 0 3193
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
22.85 22.90 22.82  22.90
Settle Settle - Var Change
23.150  N/A 0.65
Contract Volume Total ECRP Open Interest
5 0 17
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY G (Feb 16)
Contract Prices (US$) Open High Low Close
0.00 b5.50 6.50a 0.00
Settle Settle - Var Change
6.000  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b5.55 5.65a 0.00
Settle Settle - Var Change
6.050  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY J (Apr 16)
Contract Prices (US$) Open High Low Close
0.00 b5.60 6.60a 0.00
Settle Settle - Var Change
6.100  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY K (May 16)
Contract Prices (US$) Open High Low Close
0.00 b5.65 6.65a 0.00
Settle Settle - Var Change
6.150  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA G (Feb 16)
Contract Prices (US$) Open High Low Close
0.00 b22.05 21.85a 0.00
Settle Settle - Var Change
23.275  985.3617 3.30
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b24.10 22.70a 0.00
Settle Settle - Var Change
24.325  933.2238 2.18
Contract Volume Total ECRP Open Interest
0 0 0
VA J (Apr 16)
Contract Prices (US$) Open High Low Close
0.00 b24.55 23.35a 0.00
Settle Settle - Var Change
24.700  1030.0803 1.88
Contract Volume Total ECRP Open Interest
0 0 0
VA K (May 16)
Contract Prices (US$) Open High Low Close
0.00 b24.75 23.75a 0.00
Settle Settle - Var Change
24.950  886.1220 1.70
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b25.00 24.30a 0.00
Settle Settle - Var Change
25.200  934.8524 1.45
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b24.70 24.45a 0.00
Settle Settle - Var Change
25.025  951.6754 1.15
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b24.85 24.55a 0.00
Settle Settle - Var Change
25.175  863.9715 1.20
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b24.95 24.55a 0.00
Settle Settle - Var Change
25.200  1011.4360 1.18
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b25.05 24.90a 0.00
Settle Settle - Var Change
24.675  1086.1250 -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b25.05 25.10a 0.00
Settle Settle - Var Change
25.375  1002.9133 0.80
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b25.45 25.50a 0.00
Settle Settle - Var Change
25.775  1078.1254 0.78
Contract Volume Total ECRP Open Interest
0 0 0
"b" indicates a bid price.
"a" indicates an offer price.
* Represents either final settlement price or that Exchange discretionary authority used in determining daily settlement price. If Exchange discretionary authority used in determining final settlement price, that will be separately indicated.