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 Monday, May 23, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 191815 0 440679 8329
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 15 0 230 -5
CBOE VOLATILITY INDEX 190816 0 439465 7350
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 984 0 984 984
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU M (Jun 16)
Contract Prices (US$) Open High Low Close
21.15 b21.35 21.00a 21.05
Settle Settle - Var Change
21.375  N/A 0.13
Contract Volume Total ECRP Open Interest
10 0 12
VU N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b21.95 21.80a 0.00
Settle Settle - Var Change
22.075  N/A -0.03
Contract Volume Total ECRP Open Interest
0 0 104
VU Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b22.15 22.05a 0.00
Settle Settle - Var Change
22.125  N/A -0.13
Contract Volume Total ECRP Open Interest
0 0 109
VU U (Sep 16)
Contract Prices (US$) Open High Low Close
22.25 22.25 22.25  22.25
Settle Settle - Var Change
22.250  N/A 22.25
Contract Volume Total ECRP Open Interest
5 0 5
CBOE VOLATILITY INDEX VX
VX21 K (May 16)
Contract Prices (US$) Open High Low Close
16.25 16.25 15.70  15.90
Settle Settle - Var Change
16.000  N/A -0.25
Contract Volume Total ECRP Open Interest
104 0 1237
VX22 M (Jun 16)
Contract Prices (US$) Open High Low Close
16.95 b17.25 16.80a 16.90
Settle Settle - Var Change
16.975  N/A -0.23
Contract Volume Total ECRP Open Interest
13 0 453
VX23 M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b17.25 16.95a 0.00
Settle Settle - Var Change
17.200  N/A -0.13
Contract Volume Total ECRP Open Interest
0 0 21
VX M (Jun 16)
Contract Prices (US$) Open High Low Close
17.35 17.65 17.10  17.60
Settle Settle - Var Change
17.575  N/A 0.25
Contract Volume Total ECRP Open Interest
85751 0 250791
VX25 M (Jun 16)
Contract Prices (US$) Open High Low Close
17.45 b17.60 17.45  17.45
Settle Settle - Var Change
17.650  N/A -0.03
Contract Volume Total ECRP Open Interest
1 0 150
VX26 M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b17.50 17.55a 0.00
Settle Settle - Var Change
17.725  N/A 0.05
Contract Volume Total ECRP Open Interest
0 0 0
VX N (Jul 16)
Contract Prices (US$) Open High Low Close
18.90 19.10 18.60  19.05
Settle Settle - Var Change
19.075  N/A 0.13
Contract Volume Total ECRP Open Interest
60604 0 82160
VX Q (Aug 16)
Contract Prices (US$) Open High Low Close
19.50 19.70 19.25  19.60
Settle Settle - Var Change
19.600  N/A 0.03
Contract Volume Total ECRP Open Interest
18274 0 38644
VX U (Sep 16)
Contract Prices (US$) Open High Low Close
20.26 20.45 20.05  20.20
Settle Settle - Var Change
20.225  N/A -0.10
Contract Volume Total ECRP Open Interest
10955 0 25245
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
20.65 20.95 20.54  20.67
Settle Settle - Var Change
20.675  N/A -0.15
Contract Volume Total ECRP Open Interest
7516 0 17484
VX X (Nov 16)
Contract Prices (US$) Open High Low Close
20.90 21.13 20.70  20.78
Settle Settle - Var Change
20.775  N/A -0.20
Contract Volume Total ECRP Open Interest
5409 0 13676
VX Z (Dec 16)
Contract Prices (US$) Open High Low Close
20.96 21.10 20.68  20.80
Settle Settle - Var Change
20.750  N/A -0.20
Contract Volume Total ECRP Open Interest
1686 0 7991
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
21.74 21.88 21.46  21.48
Settle Settle - Var Change
21.550  N/A -0.15
Contract Volume Total ECRP Open Interest
503 0 1613
VX G (Feb 17)
Contract Prices (US$) Open High Low Close
0.00 b18.00 24.00a 0.00
Settle Settle - Var Change
21.000  N/A 21.00
Contract Volume Total ECRP Open Interest
0 0 0
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY K (May 16)
Contract Prices (US$) Open High Low Close
0.00 b4.70 5.70a 0.00
Settle Settle - Var Change
5.200  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b4.75 5.75a 0.00
Settle Settle - Var Change
5.250  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b4.80 5.80a 0.00
Settle Settle - Var Change
5.300  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b4.85 5.85a 0.00
Settle Settle - Var Change
5.350  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA M (Jun 16)
Contract Prices (US$) Open High Low Close
14.15 14.15 14.05a 14.15
Settle Settle - Var Change
14.100  849.0215 -0.58
Contract Volume Total ECRP Open Interest
984 0 984
VA N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b15.90 16.30a 0.00
Settle Settle - Var Change
16.150  818.7874 -0.45
Contract Volume Total ECRP Open Interest
0 0 0
VA Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b17.10 17.50a 0.00
Settle Settle - Var Change
17.425  926.5472 -0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b17.95 18.40a 0.00
Settle Settle - Var Change
18.300  719.6154 -0.23
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b19.85 20.30a 0.00
Settle Settle - Var Change
20.150  773.7554 -0.18
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b20.20 20.55a 0.00
Settle Settle - Var Change
20.525  801.3590 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b20.80 21.15a 0.00
Settle Settle - Var Change
21.075  938.2314 -0.03
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b21.20 21.55a 0.00
Settle Settle - Var Change
21.475  941.4046 -0.30
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b21.90 22.70a 0.00
Settle Settle - Var Change
22.350  880.6268 0.08
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b22.55 23.40a 0.00
Settle Settle - Var Change
23.025  916.4658 0.08
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.