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, June 23, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 325023 0 403687 11261
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 10 0 259 -10
CBOE VOLATILITY INDEX 325013 0 403338 11271
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 0 0 90 0
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b21.20 19.85a 0.00
Settle Settle - Var Change
19.675  N/A -2.68
Contract Volume Total ECRP Open Interest
0 0 116
VU Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b21.45 20.35a 0.00
Settle Settle - Var Change
20.175  N/A -2.08
Contract Volume Total ECRP Open Interest
0 0 122
VU U (Sep 16)
Contract Prices (US$) Open High Low Close
21.20 b22.10 21.20  21.20
Settle Settle - Var Change
21.325  N/A -1.50
Contract Volume Total ECRP Open Interest
10 0 21
VU V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b22.70 22.20a 0.00
Settle Settle - Var Change
22.025  N/A -1.00
Contract Volume Total ECRP Open Interest
0 0 0
CBOE VOLATILITY INDEX VX
VX26 M (Jun 16)
Contract Prices (US$) Open High Low Close
17.35 b18.10 16.00  16.00
Settle Settle - Var Change
16.100  N/A -2.55
Contract Volume Total ECRP Open Interest
60 0 1143
VX27 N (Jul 16)
Contract Prices (US$) Open High Low Close
17.70 b18.20 15.95  15.95
Settle Settle - Var Change
16.125  N/A -2.55
Contract Volume Total ECRP Open Interest
24 0 52
VX28 N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b18.50 16.75a 0.00
Settle Settle - Var Change
16.475  N/A -2.65
Contract Volume Total ECRP Open Interest
0 0 22
VX N (Jul 16)
Contract Prices (US$) Open High Low Close
19.45 19.49 16.60  16.70
Settle Settle - Var Change
16.675  N/A -2.75
Contract Volume Total ECRP Open Interest
185317 0 201733
VX30 N (Jul 16)
Contract Prices (US$) Open High Low Close
19.15 19.15 17.65a 18.95
Settle Settle - Var Change
17.175  N/A -2.50
Contract Volume Total ECRP Open Interest
10 0 0
VX31 Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b18.50 17.70a 0.00
Settle Settle - Var Change
17.375  N/A 17.38
Contract Volume Total ECRP Open Interest
0 0 0
VX Q (Aug 16)
Contract Prices (US$) Open High Low Close
19.65 19.74 17.54  17.60
Settle Settle - Var Change
17.625  N/A -2.05
Contract Volume Total ECRP Open Interest
84715 0 101018
VX U (Sep 16)
Contract Prices (US$) Open High Low Close
20.10 20.10 18.36  18.40
Settle Settle - Var Change
18.425  N/A -1.60
Contract Volume Total ECRP Open Interest
23756 0 29894
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
20.25 20.29 18.92  19.00
Settle Settle - Var Change
18.975  N/A -1.28
Contract Volume Total ECRP Open Interest
10745 0 25067
VX X (Nov 16)
Contract Prices (US$) Open High Low Close
20.20 20.32 19.15  19.25
Settle Settle - Var Change
19.225  N/A -1.03
Contract Volume Total ECRP Open Interest
10038 0 19501
VX Z (Dec 16)
Contract Prices (US$) Open High Low Close
20.05 20.20 19.20  19.30
Settle Settle - Var Change
19.275  N/A -0.80
Contract Volume Total ECRP Open Interest
6375 0 15508
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
21.08 21.08 20.30  20.40
Settle Settle - Var Change
20.350  N/A -0.68
Contract Volume Total ECRP Open Interest
3908 0 8763
VX G (Feb 17)
Contract Prices (US$) Open High Low Close
21.08 21.10 20.40  20.43
Settle Settle - Var Change
20.325  N/A -0.70
Contract Volume Total ECRP Open Interest
65 0 637
VX H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b20.65 21.00a 0.00
Settle Settle - Var Change
21.400  N/A 0.10
Contract Volume Total ECRP Open Interest
0 0 0
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b5.00 6.00a 0.00
Settle Settle - Var Change
5.750  N/A -0.30
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b5.05 6.05a 0.00
Settle Settle - Var Change
5.800  N/A -0.30
Contract Volume Total ECRP Open Interest
0 0 0
VXTY U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b5.10 6.10a 0.00
Settle Settle - Var Change
5.850  N/A -0.30
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b18.30 17.30a 0.00
Settle Settle - Var Change
16.900  774.5545 -4.20
Contract Volume Total ECRP Open Interest
0 0 90
VA Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b17.85 17.25a 0.00
Settle Settle - Var Change
16.875  861.6286 -3.10
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b18.50 18.00a 0.00
Settle Settle - Var Change
17.625  691.5084 -2.75
Contract Volume Total ECRP Open Interest
0 0 0
VA V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b18.90 18.60a 0.00
Settle Settle - Var Change
18.225  898.7786 -2.20
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b19.60 19.30a 0.00
Settle Settle - Var Change
18.925  756.3123 -1.95
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b19.90 19.50a 0.00
Settle Settle - Var Change
19.300  757.9853 -1.88
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b20.50 20.85a 0.00
Settle Settle - Var Change
20.700  894.8333 -0.88
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b21.30 20.90a 0.00
Settle Settle - Var Change
20.575  906.1312 -0.93
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b21.90 22.40a 0.00
Settle Settle - Var Change
21.925  858.8796 -0.75
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b22.55 22.30a 0.00
Settle Settle - Var Change
21.875  950.3832 -1.53
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b22.80 23.20a 0.00
Settle Settle - Var Change
22.725  891.9467 -0.75
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.