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 03, 2015


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 303564 32 337163 -1381
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 21 0 175 11
CBOE VOLATILITY INDEX 303543 32 333202 -1392
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 0 0 3786 0
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU U (Sep 15)
Contract Prices (US$) Open High Low Close
26.55 28.10 26.10  27.25
Settle Settle - Var Change
27.350  N/A -0.30
Contract Volume Total ECRP Open Interest
12 0 118
VU V (Oct 15)
Contract Prices (US$) Open High Low Close
27.50 b28.55 27.10  28.10
Settle Settle - Var Change
27.925  N/A 0.10
Contract Volume Total ECRP Open Interest
9 0 35
VU X (Nov 15)
Contract Prices (US$) Open High Low Close
0.00 b26.50 25.70a 0.00
Settle Settle - Var Change
26.350  N/A 0.23
Contract Volume Total ECRP Open Interest
0 0 22
VU Z (Dec 15)
Contract Prices (US$) Open High Low Close
0.00 b26.75 26.20a 0.00
Settle Settle - Var Change
26.575  N/A 0.13
Contract Volume Total ECRP Open Interest
0 0 0
CBOE VOLATILITY INDEX VX
VX36 U (Sep 15)
Contract Prices (US$) Open High Low Close
24.45 b26.35 23.75a 25.55
Settle Settle - Var Change
25.875  N/A -0.40
Contract Volume Total ECRP Open Interest
7 0 242
VX U (Sep 15)
Contract Prices (US$) Open High Low Close
26.00 26.58 23.52  25.65
Settle Settle - Var Change
25.625  N/A -0.35
Contract Volume Total ECRP Open Interest
154281 32 102743
VX38 U (Sep 15)
Contract Prices (US$) Open High Low Close
24.90 b25.70 23.35a 24.90
Settle Settle - Var Change
25.150  N/A -0.38
Contract Volume Total ECRP Open Interest
1 0 122
VX39 U (Sep 15)
Contract Prices (US$) Open High Low Close
24.20 b25.50 23.35a 24.75
Settle Settle - Var Change
24.975  N/A -0.18
Contract Volume Total ECRP Open Interest
9 0 108
VX40 V (Oct 15)
Contract Prices (US$) Open High Low Close
24.15 b25.05 23.35a 24.45
Settle Settle - Var Change
24.775  N/A 24.78
Contract Volume Total ECRP Open Interest
40 0 30
VX V (Oct 15)
Contract Prices (US$) Open High Low Close
23.85 24.75 22.70  23.90
Settle Settle - Var Change
23.875  N/A 0.00
Contract Volume Total ECRP Open Interest
92119 0 115305
VX X (Nov 15)
Contract Prices (US$) Open High Low Close
23.20 24.04 22.45  23.35
Settle Settle - Var Change
23.375  N/A 0.15
Contract Volume Total ECRP Open Interest
25842 0 26114
VX Z (Dec 15)
Contract Prices (US$) Open High Low Close
22.75 23.48 22.10  22.90
Settle Settle - Var Change
22.950  N/A 0.18
Contract Volume Total ECRP Open Interest
13557 0 31270
VX F (Jan 16)
Contract Prices (US$) Open High Low Close
22.86 23.60 22.30  23.10
Settle Settle - Var Change
23.100  N/A 0.18
Contract Volume Total ECRP Open Interest
8320 0 23817
VX G (Feb 16)
Contract Prices (US$) Open High Low Close
22.80 23.63 22.40  23.20
Settle Settle - Var Change
23.200  N/A 0.18
Contract Volume Total ECRP Open Interest
6154 0 15222
VX H (Mar 16)
Contract Prices (US$) Open High Low Close
22.85 23.50 22.35  23.15
Settle Settle - Var Change
23.175  N/A 0.20
Contract Volume Total ECRP Open Interest
2398 0 13398
VX J (Apr 16)
Contract Prices (US$) Open High Low Close
22.00 23.55 22.00  23.20
Settle Settle - Var Change
23.200  N/A 0.15
Contract Volume Total ECRP Open Interest
768 0 4784
VX K (May 16)
Contract Prices (US$) Open High Low Close
22.25 23.25 22.25  23.25
Settle Settle - Var Change
23.075  N/A 2.00
Contract Volume Total ECRP Open Interest
47 0 47
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY U (Sep 15)
Contract Prices (US$) Open High Low Close
0.00 b5.50 6.50a 0.00
Settle Settle - Var Change
6.000  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY V (Oct 15)
Contract Prices (US$) Open High Low Close
0.00 b5.55 6.55a 0.00
Settle Settle - Var Change
6.050  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY X (Nov 15)
Contract Prices (US$) Open High Low Close
0.00 b5.60 6.60a 0.00
Settle Settle - Var Change
6.100  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Z (Dec 15)
Contract Prices (US$) Open High Low Close
0.00 b5.60 6.65a 0.00
Settle Settle - Var Change
6.125  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA U (Sep 15)
Contract Prices (US$) Open High Low Close
0.00 b22.80 24.35a 0.00
Settle Settle - Var Change
24.525  912.5645 -0.20
Contract Volume Total ECRP Open Interest
0 0 392
VA V (Oct 15)
Contract Prices (US$) Open High Low Close
0.00 b24.85 23.95a 0.00
Settle Settle - Var Change
25.175  1221.4299 -0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA X (Nov 15)
Contract Prices (US$) Open High Low Close
0.00 b24.95 24.55a 0.00
Settle Settle - Var Change
25.475  1381.6398 0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 15)
Contract Prices (US$) Open High Low Close
0.00 b25.05 24.95a 0.00
Settle Settle - Var Change
25.775  578.2272 0.20
Contract Volume Total ECRP Open Interest
0 0 3394
VA H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b25.05 25.45a 0.00
Settle Settle - Var Change
25.775  1087.4257 0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b24.45 24.95a 0.00
Settle Settle - Var Change
25.175  1000.8356 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b23.55 24.35a 0.00
Settle Settle - Var Change
24.400  891.5658 -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b22.85 24.20a 0.00
Settle Settle - Var Change
23.500  1096.0761 -0.68
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b22.80 24.15a 0.00
Settle Settle - Var Change
23.675  984.9381 -0.40
Contract Volume Total ECRP Open Interest
0 0 0
"b" indicates a bid price.
"a" indicates an offer price.