Settlement

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Click here for Expected Opening Price/Size and Imbalance Information for Volatility Index Settlements.

VAO - S&P 500 Variance Futures Stub Settlement Values


VXTY - CBOE/CBOT 10-Year Treasury Note Volatility Index Settlement Values


2015:

Monthly Settlement Values


JULY:5.33
JUNE:6.20
MAY:5.86
APRIL:5.21
MARCH:5.58
FEBRUARY:6.36
JANUARY:6.83

Weekly Settlement Values


VX - CBOE S&P 500 Volatility Index (VIX) Futures Settlement Values


2015:

Monthly Settlement Values


JULY:12.82
JUNE:14.67
MAY:12.80
APRIL:13.81
MARCH:15.67
FEBRUARY:16.64
JANUARY:20.97

Weekly Settlement Values


2014:

Monthly Settlement Values


DECEMBER:24.09
NOVEMBER:14.55
OCTOBER:15.92
SEPTEMBER:13.03
AUGUST:12.15
JULY:11.03
JUNE:11.74
MAY:12.27
APRIL:14.67
MARCH:15.46
FEBRUARY:15.47
JANUARY:12.36

Weekly Settlement Values


2013:

Monthly Settlement Values


DECEMBER:15.84
NOVEMBER:14.12
OCTOBER:17.21
SEPTEMBER:14.77
AUGUST:16.42
JULY:14.43
JUNE:17.22
MAY:13.17
APRIL:15.46
MARCH:12.64
FEBRUARY:13.07
JANUARY:13.69

Weekly Settlement Values


2012:

Monthly Settlement Values


DECEMBER:16.69
NOVEMBER:15.05
OCTOBER:15.96
SEPTEMBER:14.03
AUGUST:15.13
JULY:16.76
JUNE:17.78
MAY:21.46
APRIL:19.06
MARCH:14.55
FEBRUARY:20.44
JANUARY:23.64

Weekly Settlement Values


2011:

Monthly Settlement Values


DECEMBER:21.36
NOVEMBER:33.36
OCTOBER:33.15
SEPTEMBER:33.72
AUGUST:32.73
JULY:19.10
JUNE:19.73
MAY:18.02
APRIL:14.86
MARCH:25.14
FEBRUARY:16.49
JANUARY:16.38

Weekly Settlement Values


2010:

Monthly Settlement Values


DECEMBER:16.01
NOVEMBER:22.21
OCTOBER:21.41
SEPTEMBER:22.97
AUGUST:24.82
JULY:23.79
JUNE:26.11
MAY:34.53
APRIL:15.80
MARCH:16.68
FEBRUARY:22.50
JANUARY:18.87

Weekly Settlement Values


2009:

Monthly Settlement Values


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

Weekly Settlement Values


2008:

Monthly Settlement Values


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

Weekly Settlement Values


2007:

Monthly Settlement Values


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

Weekly Settlement Values


2006:

Monthly Settlement Values


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

Weekly Settlement Values


2005:

Monthly Settlement Values


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

Weekly Settlement Values


2004:

Monthly Settlement Values


NOVEMBER:128.44
OCTOBER:131.57
SEPTEMBER:137.25
AUGUST:174.89
JULY:131.34
JUNE:139.97
MAY:183.55

Weekly Settlement Values


VU - CBOE Russell 2000 Volatility Index (RVX) Futures Settlement Values


2015:

Monthly Settlement Values


JULY:16.62
JUNE:16.89
MAY:15.45
APRIL:16.04
MARCH:17.93
FEBRUARY:19.32
JANUARY:24.00

Weekly Settlement Values


2014:

Monthly Settlement Values


DECEMBER:25.60
NOVEMBER:19.19
OCTOBER:20.85
SEPTEMBER:18.52
AUGUST:17.50
JULY:18.40
JUNE:17.38
MAY:18.37
APRIL:21.94
MARCH:20.82
FEBRUARY:21.00
JANUARY:16.93

Weekly Settlement Values


2013:

Monthly Settlement Values


DECEMBER:19.44

Weekly Settlement Values


VA - S&P 500 Variance Futures Settlement Values


2014:

Monthly Settlement Values


JUNE:641.09
MAY:901.80
APRIL:892.79
MARCH:680.37
FEBRUARY:883.62
JANUARY:691.65

Weekly Settlement Values


2013:

Monthly Settlement Values


DECEMBER:568.73
NOVEMBER:862.32
OCTOBER:728.08
SEPTEMBER:576.04
AUGUST:728.25
JULY:750.14
JUNE:762.88
MARCH:680.46
FEBRUARY:786.55
JANUARY:744.96

Weekly Settlement Values


2011:

Monthly Settlement Values


MARCH:316.34

Weekly Settlement Values


2010:

Monthly Settlement Values


DECEMBER:328.82
SEPTEMBER:357.49
JUNE:357.07
MARCH:417.12

Weekly Settlement Values


2009:

Monthly Settlement Values


DECEMBER:756.38
SEPTEMBER:1,971.82
MARCH:1,907.09

Weekly Settlement Values


2008:

Monthly Settlement Values


DECEMBER:1,690.21
SEPTEMBER:533.61
JUNE:401.15
MARCH:352.62

Weekly Settlement Values


2007:

Monthly Settlement Values


DECEMBER:248.32
SEPTEMBER:171.58
JUNE:105.35
MARCH:111.62

Weekly Settlement Values


2006:

Monthly Settlement Values


DECEMBER:102.24
SEPTEMBER:115.23
JUNE:105.93

Weekly Settlement Values