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 Friday, July 22, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 171129 0 478499 2681
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 15 0 218 15
CBOE VOLATILITY INDEX 171114 0 478281 2666
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 Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b19.80 19.45a 0.00
Settle Settle - Var Change
19.400  N/A -0.58
Contract Volume Total ECRP Open Interest
0 0 97
VU U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b21.15 20.95a 0.00
Settle Settle - Var Change
21.025  N/A -0.33
Contract Volume Total ECRP Open Interest
0 0 43
VU V (Oct 16)
Contract Prices (US$) Open High Low Close
22.20 b22.30 22.05a 22.20
Settle Settle - Var Change
22.075  N/A -0.30
Contract Volume Total ECRP Open Interest
15 0 78
CBOE VOLATILITY INDEX VX
VX30 N (Jul 16)
Contract Prices (US$) Open High Low Close
13.10 b13.65 12.95  13.06
Settle Settle - Var Change
13.100  N/A -0.55
Contract Volume Total ECRP Open Interest
49 0 484
VX31 Q (Aug 16)
Contract Prices (US$) Open High Low Close
14.60 b14.70 14.10a 14.26
Settle Settle - Var Change
14.200  N/A -0.73
Contract Volume Total ECRP Open Interest
50 0 166
VX32 Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b15.15 14.65a 0.00
Settle Settle - Var Change
14.700  N/A -0.55
Contract Volume Total ECRP Open Interest
0 0 27
VX Q (Aug 16)
Contract Prices (US$) Open High Low Close
15.83 15.89 15.25  15.40
Settle Settle - Var Change
15.375  N/A -0.45
Contract Volume Total ECRP Open Interest
82199 0 274749
VX34 Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b16.45 16.10a 0.00
Settle Settle - Var Change
16.150  N/A -0.18
Contract Volume Total ECRP Open Interest
0 0 7
VX35 Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b16.70 16.50a 0.00
Settle Settle - Var Change
16.500  N/A -0.28
Contract Volume Total ECRP Open Interest
0 0 0
VX U (Sep 16)
Contract Prices (US$) Open High Low Close
17.75 17.78 17.25  17.50
Settle Settle - Var Change
17.525  N/A -0.25
Contract Volume Total ECRP Open Interest
52938 0 84752
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
18.97 19.01 18.50  18.79
Settle Settle - Var Change
18.775  N/A -0.23
Contract Volume Total ECRP Open Interest
17541 0 40955
VX X (Nov 16)
Contract Prices (US$) Open High Low Close
19.30 19.30 18.87  19.00
Settle Settle - Var Change
19.025  N/A -0.25
Contract Volume Total ECRP Open Interest
9013 0 28120
VX Z (Dec 16)
Contract Prices (US$) Open High Low Close
19.35 19.35 18.92  19.09
Settle Settle - Var Change
19.075  N/A -0.25
Contract Volume Total ECRP Open Interest
6037 0 27642
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
20.25 20.30 19.88  20.05
Settle Settle - Var Change
20.025  N/A -0.23
Contract Volume Total ECRP Open Interest
1939 0 16331
VX G (Feb 17)
Contract Prices (US$) Open High Low Close
20.45 20.45 20.06  20.20
Settle Settle - Var Change
20.175  N/A -0.28
Contract Volume Total ECRP Open Interest
1090 0 4203
VX H (Mar 17)
Contract Prices (US$) Open High Low Close
20.35 20.45 20.13  20.20
Settle Settle - Var Change
20.225  N/A -0.25
Contract Volume Total ECRP Open Interest
258 0 845
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b4.90 5.90a 0.00
Settle Settle - Var Change
5.400  N/A -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b4.95 5.95a 0.00
Settle Settle - Var Change
5.450  N/A -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VXTY U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b5.00 6.00a 0.00
Settle Settle - Var Change
5.500  N/A -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VXTY V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b5.05 6.05a 0.00
Settle Settle - Var Change
5.550  N/A -0.10
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b11.50 12.05a 0.00
Settle Settle - Var Change
11.675  846.2253 -0.03
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b13.50 14.00a 0.00
Settle Settle - Var Change
13.725  676.9004 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b15.15 15.60a 0.00
Settle Settle - Var Change
15.475  838.4948 0.13
Contract Volume Total ECRP Open Interest
0 0 0
VA X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b16.25 16.75a 0.00
Settle Settle - Var Change
16.625  993.1325 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b17.05 17.55a 0.00
Settle Settle - Var Change
17.375  748.8405 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b17.80 18.20a 0.00
Settle Settle - Var Change
18.000  739.6195 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b18.60 19.05a 0.00
Settle Settle - Var Change
18.875  842.6382 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b19.60 20.00a 0.00
Settle Settle - Var Change
19.825  890.1934 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b20.65 21.45a 0.00
Settle Settle - Var Change
21.000  837.2988 -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b21.80 22.50a 0.00
Settle Settle - Var Change
22.075  954.2342 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b21.95 22.50a 0.00
Settle Settle - Var Change
22.025  863.0909 -0.45
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.