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Please be advised that as of March 26, 2007, all Market Statistics, Historical Data, and Settlement Values will reflect the re-scaling of the VX and Dow VX. Please refer to Information Circular CFE IC07-003 for more details.
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CBOE Volatility Index Futures (VIX) Settlement Values
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| 2010: |
| AUGUST: 24.82 |
| JULY: 23.79 |
| JUNE: 26.11 |
| MAY: 34.53 |
| APRIL: 15.80 |
| MARCH: 16.68 |
| FEBRUARY: 22.50 |
| JANUARY: 18.87 |
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| 2009: |
| DECEMBER: 20.84 |
| NOVEMBER: 22.54 |
| OCTOBER: 20.82 |
| SEPTEMBER: 23.64 |
| AUGUST: 28.76 |
| JULY: 23.48 |
| JUNE: 31.03 |
| MAY: 27.04 |
| APRIL: 38.20 |
| MARCH: 40.62 |
| FEBRUARY: 48.40 |
| JANUARY: 49.88 |
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| 2008: |
| DECEMBER: 51.29 |
| NOVEMBER: 67.22 |
| OCTOBER: 63.04 |
| SEPTEMBER: 31.54 |
| AUGUST: 20.83 |
| JULY: 28.40 |
| JUNE: 21.54 |
| MAY: 17.16 |
| APRIL: 21.78 |
| MARCH: 25.67 |
| FEBRUARY: 25.51 |
| JANUARY: 24.18 |
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| 2007: |
| DECEMBER: 22.08 |
| NOVEMBER: 26.70 |
| OCTOBER: 18.33 |
| SEPTEMBER: 20.29 |
| AUGUST: 25.05 |
| JULY: 16.87 |
| JUNE: 13.01 |
| MAY: 13.63 |
| APRIL: 12.03 |
| MARCH: 129.83 |
| FEBRUARY: 99.54 |
| JANUARY: 107.06 |
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| 2006: |
| DECEMBER: 100.53 |
| NOVEMBER: 102.68 |
| OCTOBER: 114.34 |
| SEPTEMBER: 112.89 |
| AUGUST: 122.85 |
| JULY: 170.05 |
| JUNE: 172.85 |
| MAY: 140.25 |
| APRIL: 119.41 |
| MARCH: 111.45 |
| FEBRUARY: 120.34 |
| JANUARY: 126.15 |
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| 2005: |
| DECEMBER: 101.75 |
| NOVEMBER: 123.06 |
| OCTOBER: 151.72 |
| AUGUST: 128.19 |
| JUNE: 110.12 |
| MAY: 138.64 |
| MARCH: 136.26 |
| FEBRUARY: 112.93 |
| JANUARY: 127.72 |
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| 2004: |
| NOVEMBER: 128.44 |
| OCTOBER: 131.57 |
| SEPTEMBER: 137.25 |
| AUGUST: 174.89 |
| JULY: 131.34 |
| JUNE: 139.97 |
| MAY: 183.55 |
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CBOE DJIA Volatility Index Futures (VXD) Settlement Values
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| 2009: |
| JULY: 21.43 |
| JUNE: 29.12 |
| MAY: 24.94 |
| APRIL: 34.76 |
| MARCH: 37.68 |
| FEBRUARY: 43.51 |
| JANUARY: 48.26 |
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| 2008: |
| DECEMBER: 48.52 |
| NOVEMBER: 67.42 |
| OCTOBER: 58.40 |
| SEPTEMBER: 30.60 |
| AUGUST: 20.98 |
| JULY: 27.22 |
| JUNE: 20.68 |
| MAY: 16.22 |
| APRIL: 21.25 |
| MARCH: 23.43 |
| FEBRUARY: 23.18 |
| JANUARY: 22.37 |
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| 2007: |
| DECEMBER: 21.16 |
| NOVEMBER: 24.86 |
| OCTOBER: 17.78 |
| SEPTEMBER: 18.79 |
| AUGUST: 23.29 |
| JULY: 15.72 |
| JUNE: 11.60 |
| MAY: 14.13 |
| APRIL: 11.31 |
| MARCH: 128.26 |
| FEBRUARY: 100.42 |
| JANUARY: 106.00 |
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| 2006: |
| DECEMBER: 104.72 |
| NOVEMBER: 104.69 |
| OCTOBER: 104.62 |
| SEPTEMBER: 112.18 |
| AUGUST: 130.99 |
| JULY: 159.29 |
| JUNE: 151.66 |
| MAY: 124.10 |
| APRIL: 112.14 |
| MARCH: 110.79 |
| FEBRUARY: 122.59 |
| JANUARY: 104.63 |
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| 2005: |
| DECEMBER: 100.18 |
| NOVEMBER: 108.14 |
| OCTOBER: 159.11 |
| AUGUST: 124.21 |
| JUNE: 115.65 |
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CBOE S&P 500 BuyWrite Index Futures (BXM) Settlement Values
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| 2008: |
| NOVEMBER: 552.49 |
| OCTOBER: 618.34 |
| SEPTEMBER: 825.01 |
| AUGUST: 815.84 |
| JULY: 797.03 |
| JUNE: 824.17 |
| MAY: 858.82 |
| APRIL: 840.66 |
| MARCH: 808.94 |
| FEBRUARY: 810.98 |
| JANUARY: 786.53 |
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| 2007: |
| DECEMBER: 851.22 |
| NOVEMBER: 828.54 |
| OCTOBER: 847.77 |
| SEPTEMBER: 832.66 |
| AUGUST: 811.67 |
| JULY: 854.28 |
| JUNE: 837.51 |
| MAY: 824.32 |
| APRIL: 814.44 |
| MARCH: 800.64 |
| FEBRUARY: 822.62 |
| JANUARY: 809.70 |
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| 2006: |
| DECEMBER: 800.38 |
| NOVEMBER: 787.73 |
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NASDAQ-100 Volatility Index Futures (VXN) Settlement Values
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| 2009: |
| FEBRUARY: 46.67 |
| JANUARY: 53.34 |
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| 2008: |
| DECEMBER: 52.83 |
| NOVEMBER: 70.65 |
| OCTOBER: 63.21 |
| SEPTEMBER: 32.38 |
| AUGUST: 24.21 |
| JULY: 33.07 |
| JUNE: 25.19 |
| MAY: 22.02 |
| APRIL: 26.51 |
| MARCH: 27.90 |
| FEBRUARY: 26.98 |
| JANUARY: 27.88 |
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| 2007: |
| DECEMBER: 27.44 |
| NOVEMBER: 30.93 |
| OCTOBER: 22.68 |
| SEPTEMBER: 22.92 |
| AUGUST: 22.60 |
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CBOE S&P 500 Three-Month Variance Futures (VT) Settlement Values
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| 2010: |
| JUNE: 561.51 |
| MARCH: 212.67 |
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| 2009: |
| DECEMBER: 284.62 |
| SEPTEMBER: 369.19 |
| MARCH: 1,472.39 |
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| 2008: |
| DECEMBER: 5,053.11 |
| SEPTEMBER: 884.28 |
| JUNE: 325.75 |
| MARCH: 578.38 |
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| 2007: |
| DECEMBER: 369.06 |
| SEPTEMBER: 368.56 |
| JUNE: 109.10 |
| MARCH: 132.11 |
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| 2006: |
| DECEMBER: 57.64 |
| SEPTEMBER: 121.65 |
| JUNE: 138.44 |
| MARCH: 93.63 |
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| 2005: |
| DECEMBER: 111.95 |
| SEPTEMBER: 81.14 |
| JUNE: 136.56 |
| MARCH: 94.04 |
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| 2004: |
| DECEMBER: 120.60 |
| SEPTEMBER: 107.61 |
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CBOE S&P 500 Twelve-Month Variance Futures (VAZ) Settlement Values
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| 2010: |
| JUNE: 357.07 |
| MARCH: 417.12 |
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| 2009: |
| DECEMBER: 756.38 |
| SEPTEMBER: 1,971.82 |
| MARCH: 1,907.09 |
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| 2008: |
| DECEMBER: 1,690.21 |
| SEPTEMBER: 533.61 |
| JUNE: 401.15 |
| MARCH: 352.62 |
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| 2007: |
| DECEMBER: 248.32 |
| SEPTEMBER: 171.58 |
| JUNE: 105.35 |
| MARCH: 111.62 |
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| 2006: |
| DECEMBER: 102.24 |
| SEPTEMBER: 115.23 |
| JUNE: 105.93 |
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RUSSELL 2000 Volatility Index Futures (RVX) Settlement Values
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| 2010: |
| FEBRUARY: 24.81 |
| JANUARY: 23.16 |
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| 2009: |
| DECEMBER: 27.32 |
| NOVEMBER: 29.87 |
| OCTOBER: 27.25 |
| SEPTEMBER: 30.28 |
| AUGUST: 34.07 |
| JULY: 31.02 |
| JUNE: 38.68 |
| MAY: 38.80 |
| APRIL: 49.51 |
| MARCH: 49.08 |
| FEBRUARY: 53.62 |
| JANUARY: 57.57 |
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| 2008: |
| DECEMBER: 61.68 |
| NOVEMBER: 74.32 |
| OCTOBER: 67.03 |
| SEPTEMBER: 33.89 |
| AUGUST: 25.90 |
| JULY: 32.99 |
| JUNE: 24.18 |
| MAY: 21.53 |
| APRIL: 27.44 |
| MARCH: 30.55 |
| FEBRUARY: 29.26 |
| JANUARY: 30.69 |
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| 2007: |
| DECEMBER: 29.05 |
| NOVEMBER: 31.40 |
| OCTOBER: 26.10 |
| SEPTEMBER: 26.30 |
| AUGUST: 29.89 |
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Mini-VIX(VM) Settlement Values
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