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 Thursday, August 25, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 172169 0 513162 -2071
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 40 0 269 5
CBOE VOLATILITY INDEX 172129 0 512893 -2076
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 U (Sep 16)
Contract Prices (US$) Open High Low Close
19.65 19.80 19.45a 19.80
Settle Settle - Var Change
19.650  N/A 0.00
Contract Volume Total ECRP Open Interest
20 0 93
VU V (Oct 16)
Contract Prices (US$) Open High Low Close
20.75 20.90 20.65a 20.90
Settle Settle - Var Change
20.850  N/A 0.08
Contract Volume Total ECRP Open Interest
20 0 54
VU X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b21.55 21.45a 0.00
Settle Settle - Var Change
21.475  N/A -0.10
Contract Volume Total ECRP Open Interest
0 0 121
VU Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b21.60 21.60a 0.00
Settle Settle - Var Change
21.525  N/A -0.18
Contract Volume Total ECRP Open Interest
0 0 1
CBOE VOLATILITY INDEX VX
VX35 Q (Aug 16)
Contract Prices (US$) Open High Low Close
14.00 14.25 13.75  13.90
Settle Settle - Var Change
13.900  N/A 0.13
Contract Volume Total ECRP Open Interest
122 0 307
VX36 U (Sep 16)
Contract Prices (US$) Open High Low Close
14.65 b14.75 14.40a 14.55
Settle Settle - Var Change
14.525  N/A 0.10
Contract Volume Total ECRP Open Interest
24 0 162
VX37 U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b15.00 14.70a 0.00
Settle Settle - Var Change
14.775  N/A 0.03
Contract Volume Total ECRP Open Interest
0 0 183
VX U (Sep 16)
Contract Prices (US$) Open High Low Close
15.15 15.40 14.85  14.95
Settle Settle - Var Change
14.975  N/A -0.15
Contract Volume Total ECRP Open Interest
84907 0 257805
VX39 U (Sep 16)
Contract Prices (US$) Open High Low Close
15.40 15.40 15.05a 15.10
Settle Settle - Var Change
15.050  N/A -0.10
Contract Volume Total ECRP Open Interest
9 0 73
VX40 V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b15.95 15.70a 0.00
Settle Settle - Var Change
15.575  N/A 15.58
Contract Volume Total ECRP Open Interest
0 0 0
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
17.10 17.28 16.85  16.95
Settle Settle - Var Change
16.925  N/A -0.20
Contract Volume Total ECRP Open Interest
61606 0 120001
VX X (Nov 16)
Contract Prices (US$) Open High Low Close
18.02 18.20 17.85  17.85
Settle Settle - Var Change
17.875  N/A -0.20
Contract Volume Total ECRP Open Interest
13173 0 49602
VX Z (Dec 16)
Contract Prices (US$) Open High Low Close
18.42 18.55 18.25  18.25
Settle Settle - Var Change
18.275  N/A -0.15
Contract Volume Total ECRP Open Interest
6657 0 43827
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
19.55 19.61 19.34  19.35
Settle Settle - Var Change
19.375  N/A -0.15
Contract Volume Total ECRP Open Interest
3228 0 24501
VX G (Feb 17)
Contract Prices (US$) Open High Low Close
19.85 19.90 19.60  19.70
Settle Settle - Var Change
19.675  N/A -0.15
Contract Volume Total ECRP Open Interest
1641 0 11497
VX H (Mar 17)
Contract Prices (US$) Open High Low Close
20.10 20.15 19.90  19.96
Settle Settle - Var Change
19.975  N/A -0.15
Contract Volume Total ECRP Open Interest
668 0 4135
VX J (Apr 17)
Contract Prices (US$) Open High Low Close
20.44 20.50 20.35  20.35
Settle Settle - Var Change
20.375  N/A -0.10
Contract Volume Total ECRP Open Interest
93 0 799
VX K (May 17)
Contract Prices (US$) Open High Low Close
20.75 20.75 20.75  20.75
Settle Settle - Var Change
20.500  N/A -0.50
Contract Volume Total ECRP Open Interest
1 0 1
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b4.50 5.50a 0.00
Settle Settle - Var Change
5.000  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VXTY V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b4.55 5.55a 0.00
Settle Settle - Var Change
5.050  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VXTY X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b4.60 5.60a 0.00
Settle Settle - Var Change
5.100  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b12.70 12.20a 0.00
Settle Settle - Var Change
12.575  659.5902 0.58
Contract Volume Total ECRP Open Interest
0 0 0
VA V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b14.25 14.15a 0.00
Settle Settle - Var Change
14.225  762.8386 0.38
Contract Volume Total ECRP Open Interest
0 0 0
VA X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b15.60 15.60a 0.00
Settle Settle - Var Change
15.650  903.7295 0.35
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b16.55 16.60a 0.00
Settle Settle - Var Change
16.775  737.9385 0.40
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b17.30 17.30a 0.00
Settle Settle - Var Change
17.475  712.8706 0.30
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b18.50 18.45a 0.00
Settle Settle - Var Change
18.675  806.9358 0.45
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b19.70 19.65a 0.00
Settle Settle - Var Change
19.925  874.3595 0.50
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b20.90 21.15a 0.00
Settle Settle - Var Change
21.125  826.5415 0.30
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b21.50 21.90a 0.00
Settle Settle - Var Change
21.825  922.4797 0.35
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b21.75 22.20a 0.00
Settle Settle - Var Change
22.075  850.5040 0.20
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.