CBOE Futures Exchange Daily Market Statistics

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

CFE Futures Price & Volume Detail for Thursday, December 8, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 260861 0 434024 -4604
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 9 0 157 -5
CBOE VOLATILITY INDEX 260852 0 433867 -4599
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 Z (Dec 16)
Contract Prices (US$) Open High Low Close
17.70 b18.10 17.65  17.65
Settle Settle - Var Change
17.625  N/A -0.08
Contract Volume Total ECRP Open Interest
4 0 73
VU F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b20.50 20.20a 0.00
Settle Settle - Var Change
20.125  N/A -0.10
Contract Volume Total ECRP Open Interest
0 0 50
VU G (Feb 17)
Contract Prices (US$) Open High Low Close
0.00 b21.20 21.05a 0.00
Settle Settle - Var Change
20.950  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 22
VU H (Mar 17)
Contract Prices (US$) Open High Low Close
22.25 b22.30 22.25  22.25
Settle Settle - Var Change
22.175  N/A -0.08
Contract Volume Total ECRP Open Interest
5 0 12
CBOE VOLATILITY INDEX VX
VX50 Z (Dec 16)
Contract Prices (US$) Open High Low Close
13.10 b13.80 13.10  13.40
Settle Settle - Var Change
13.275  N/A 0.10
Contract Volume Total ECRP Open Interest
72 0 527
VX Z (Dec 16)
Contract Prices (US$) Open High Low Close
13.32 13.91 13.05  13.43
Settle Settle - Var Change
13.425  N/A 0.10
Contract Volume Total ECRP Open Interest
130431 0 155791
VX52 Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b14.55 14.10a 0.00
Settle Settle - Var Change
14.125  N/A -0.08
Contract Volume Total ECRP Open Interest
0 0 11
VX01 F (Jan 17)
Contract Prices (US$) Open High Low Close
14.80 b15.15 14.80  15.05
Settle Settle - Var Change
14.750  N/A -0.05
Contract Volume Total ECRP Open Interest
12 0 32
VX02 F (Jan 17)
Contract Prices (US$) Open High Low Close
15.10 b15.40 15.00a 15.10
Settle Settle - Var Change
15.000  N/A -0.05
Contract Volume Total ECRP Open Interest
1 0 17
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
15.45 15.90 15.30  15.53
Settle Settle - Var Change
15.525  N/A 0.05
Contract Volume Total ECRP Open Interest
88623 0 153527
VX04 F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b15.75 15.45a 0.00
Settle Settle - Var Change
15.550  N/A 15.55
Contract Volume Total ECRP Open Interest
0 0 0
VX G (Feb 17)
Contract Prices (US$) Open High Low Close
16.64 17.00 16.52  16.72
Settle Settle - Var Change
16.725  N/A 0.10
Contract Volume Total ECRP Open Interest
22982 0 41926
VX H (Mar 17)
Contract Prices (US$) Open High Low Close
17.56 17.90 17.45  17.65
Settle Settle - Var Change
17.625  N/A 0.08
Contract Volume Total ECRP Open Interest
8863 0 29941
VX J (Apr 17)
Contract Prices (US$) Open High Low Close
18.30 18.60 18.23  18.37
Settle Settle - Var Change
18.375  N/A 0.08
Contract Volume Total ECRP Open Interest
4705 0 22930
VX K (May 17)
Contract Prices (US$) Open High Low Close
18.73 18.97 18.62  18.78
Settle Settle - Var Change
18.775  N/A 0.05
Contract Volume Total ECRP Open Interest
2150 0 15914
VX M (Jun 17)
Contract Prices (US$) Open High Low Close
19.04 19.25 18.90  19.12
Settle Settle - Var Change
19.125  N/A 0.10
Contract Volume Total ECRP Open Interest
1954 0 8706
VX N (Jul 17)
Contract Prices (US$) Open High Low Close
19.56 19.76 19.46  19.65
Settle Settle - Var Change
19.650  N/A 0.08
Contract Volume Total ECRP Open Interest
894 0 3629
VX Q (Aug 17)
Contract Prices (US$) Open High Low Close
19.80 19.89 19.67  19.74
Settle Settle - Var Change
19.700  N/A 0.03
Contract Volume Total ECRP Open Interest
165 0 916
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b5.30 6.30a 0.00
Settle Settle - Var Change
5.800  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b5.35 6.35a 0.00
Settle Settle - Var Change
5.850  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY G (Feb 17)
Contract Prices (US$) Open High Low Close
0.00 b5.40 6.40a 0.00
Settle Settle - Var Change
5.900  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b5.45 6.45a 0.00
Settle Settle - Var Change
5.950  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b11.85 10.50a 0.00
Settle Settle - Var Change
12.075  720.4455 1.18
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b14.05 13.40a 0.00
Settle Settle - Var Change
13.450  660.6557 0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA G (Feb 17)
Contract Prices (US$) Open High Low Close
0.00 b15.05 14.70a 0.00
Settle Settle - Var Change
14.825  884.3353 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b16.30 16.10a 0.00
Settle Settle - Var Change
16.175  714.8282 0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b18.25 18.15a 0.00
Settle Settle - Var Change
18.200  816.1323 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b19.15 19.15a 0.00
Settle Settle - Var Change
19.150  793.4227 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b19.70 19.95a 0.00
Settle Settle - Var Change
19.825  776.6735 0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b19.70 19.90a 0.00
Settle Settle - Var Change
19.800  883.8026 0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b20.45 20.65a 0.00
Settle Settle - Var Change
20.625  831.9475 0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b20.95 21.05a 0.00
Settle Settle - Var Change
21.125  788.8968 0.30
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.