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, September 29, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 376032 0 492054 10674
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 50 0 190 18
CBOE VOLATILITY INDEX 375982 0 491864 10656
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 V (Oct 16)
Contract Prices (US$) Open High Low Close
19.75 b21.30 19.75  19.80
Settle Settle - Var Change
20.725  N/A 1.08
Contract Volume Total ECRP Open Interest
10 0 37
VU X (Nov 16)
Contract Prices (US$) Open High Low Close
21.15 b21.45 20.60a 21.05
Settle Settle - Var Change
20.950  N/A 0.43
Contract Volume Total ECRP Open Interest
10 0 82
VU Z (Dec 16)
Contract Prices (US$) Open High Low Close
21.20 b21.30 20.65a 21.20
Settle Settle - Var Change
20.975  N/A 0.35
Contract Volume Total ECRP Open Interest
15 0 36
VU F (Jan 17)
Contract Prices (US$) Open High Low Close
22.50 22.50 21.95a 22.45
Settle Settle - Var Change
22.275  N/A 0.53
Contract Volume Total ECRP Open Interest
15 0 35
CBOE VOLATILITY INDEX VX
VX40 V (Oct 16)
Contract Prices (US$) Open High Low Close
13.55 15.95 13.40  14.60
Settle Settle - Var Change
14.325  N/A 0.75
Contract Volume Total ECRP Open Interest
284 0 780
VX41 V (Oct 16)
Contract Prices (US$) Open High Low Close
14.80 16.90 14.60  15.95
Settle Settle - Var Change
16.125  N/A 1.63
Contract Volume Total ECRP Open Interest
97 0 360
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
15.25 17.05 15.05  15.94
Settle Settle - Var Change
15.925  N/A 0.70
Contract Volume Total ECRP Open Interest
202576 0 236822
VX43 V (Oct 16)
Contract Prices (US$) Open High Low Close
15.50 17.15 15.45a 16.65
Settle Settle - Var Change
16.200  N/A 0.30
Contract Volume Total ECRP Open Interest
25 0 43
VX44 X (Nov 16)
Contract Prices (US$) Open High Low Close
16.45 b17.80 16.35  17.05
Settle Settle - Var Change
16.600  N/A 0.25
Contract Volume Total ECRP Open Interest
52 0 63
VX45 X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b16.90 15.90a 0.00
Settle Settle - Var Change
16.850  N/A 16.85
Contract Volume Total ECRP Open Interest
0 0 0
VX X (Nov 16)
Contract Prices (US$) Open High Low Close
16.70 17.83 16.51  17.05
Settle Settle - Var Change
17.025  N/A 0.30
Contract Volume Total ECRP Open Interest
110374 0 115044
VX Z (Dec 16)
Contract Prices (US$) Open High Low Close
17.30 18.15 17.18  17.50
Settle Settle - Var Change
17.475  N/A 0.18
Contract Volume Total ECRP Open Interest
34288 0 62167
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
18.50 19.23 18.41  18.70
Settle Settle - Var Change
18.700  N/A 0.20
Contract Volume Total ECRP Open Interest
15976 0 34524
VX G (Feb 17)
Contract Prices (US$) Open High Low Close
18.97 19.58 18.90  19.15
Settle Settle - Var Change
19.125  N/A 0.15
Contract Volume Total ECRP Open Interest
6561 0 18678
VX H (Mar 17)
Contract Prices (US$) Open High Low Close
19.35 19.88 19.28  19.50
Settle Settle - Var Change
19.475  N/A 0.13
Contract Volume Total ECRP Open Interest
3465 0 13179
VX J (Apr 17)
Contract Prices (US$) Open High Low Close
19.85 20.39 19.81  20.00
Settle Settle - Var Change
19.975  N/A 0.05
Contract Volume Total ECRP Open Interest
1849 0 7943
VX K (May 17)
Contract Prices (US$) Open High Low Close
20.04 20.52 20.00  20.11
Settle Settle - Var Change
20.125  N/A 0.13
Contract Volume Total ECRP Open Interest
425 0 2256
VX M (Jun 17)
Contract Prices (US$) Open High Low Close
20.50 b20.60 20.25a 20.30
Settle Settle - Var Change
20.300  N/A 0.10
Contract Volume Total ECRP Open Interest
10 0 5
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b4.00 5.00a 0.00
Settle Settle - Var Change
4.500  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b4.05 5.05a 0.00
Settle Settle - Var Change
4.550  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b4.10 5.10a 0.00
Settle Settle - Var Change
4.600  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b4.15 5.15a 0.00
Settle Settle - Var Change
4.650  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b13.70 11.70a 0.00
Settle Settle - Var Change
13.775  752.8519 1.88
Contract Volume Total ECRP Open Interest
0 0 0
VA X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b15.55 14.15a 0.00
Settle Settle - Var Change
15.650  884.5509 1.45
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b16.60 15.65a 0.00
Settle Settle - Var Change
16.800  734.5636 1.18
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b17.60 16.65a 0.00
Settle Settle - Var Change
17.700  705.3131 1.00
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b18.55 18.00a 0.00
Settle Settle - Var Change
18.725  791.0937 0.75
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b19.65 19.40a 0.00
Settle Settle - Var Change
19.850  862.6656 0.60
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b20.35 20.15a 0.00
Settle Settle - Var Change
20.600  904.2193 0.50
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b20.95 20.95a 0.00
Settle Settle - Var Change
21.225  819.6213 0.50
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b20.90 20.95a 0.00
Settle Settle - Var Change
21.200  982.5799 0.45
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b21.70 21.80a 0.00
Settle Settle - Var Change
22.025  915.5865 0.50
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b22.40 22.50a 0.00
Settle Settle - Var Change
22.625  858.7109 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.