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 Thursday, March 23, 2017


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 272736 0 507505 -13852
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 32 0 76 -12
CBOE VOLATILITY INDEX 272704 0 507429 -13840
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 J (Apr 17)
Contract Prices (US$) Open High Low Close
19.90 b20.00 19.50  19.65
Settle Settle - Var Change
19.900  N/A -0.18
Contract Volume Total ECRP Open Interest
31 0 31
VU K (May 17)
Contract Prices (US$) Open High Low Close
20.55 20.55 20.25a 20.55
Settle Settle - Var Change
20.450  N/A -0.18
Contract Volume Total ECRP Open Interest
1 0 43
VU M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b21.20 21.00a 0.00
Settle Settle - Var Change
21.150  N/A -0.13
Contract Volume Total ECRP Open Interest
0 0 2
CBOE VOLATILITY INDEX VX
VX13 H (Mar 17)
Contract Prices (US$) Open High Low Close
13.10 13.10 12.60a 13.10
Settle Settle - Var Change
12.825  N/A -0.13
Contract Volume Total ECRP Open Interest
148 0 576
VX14 J (Apr 17)
Contract Prices (US$) Open High Low Close
12.80 13.15 12.60a 13.00
Settle Settle - Var Change
13.075  N/A 0.15
Contract Volume Total ECRP Open Interest
68 0 159
VX15 J (Apr 17)
Contract Prices (US$) Open High Low Close
13.60 13.85 13.25a 13.85
Settle Settle - Var Change
13.850  N/A 0.25
Contract Volume Total ECRP Open Interest
14 0 436
VX J (Apr 17)
Contract Prices (US$) Open High Low Close
13.90 14.30 13.55  14.30
Settle Settle - Var Change
14.275  N/A 0.35
Contract Volume Total ECRP Open Interest
140814 0 290655
VX17 J (Apr 17)
Contract Prices (US$) Open High Low Close
13.65 b14.10 13.55  14.05
Settle Settle - Var Change
14.150  N/A 0.25
Contract Volume Total ECRP Open Interest
48 0 99
VX18 K (May 17)
Contract Prices (US$) Open High Low Close
13.95 b14.20 13.80  13.80
Settle Settle - Var Change
14.275  N/A 0.25
Contract Volume Total ECRP Open Interest
4 0 0
VX K (May 17)
Contract Prices (US$) Open High Low Close
14.58 14.95 14.30  14.77
Settle Settle - Var Change
14.775  N/A 0.20
Contract Volume Total ECRP Open Interest
90632 0 90422
VX M (Jun 17)
Contract Prices (US$) Open High Low Close
15.26 15.58 15.00  15.50
Settle Settle - Var Change
15.475  N/A 0.20
Contract Volume Total ECRP Open Interest
23677 0 36659
VX N (Jul 17)
Contract Prices (US$) Open High Low Close
16.02 16.30 15.80  16.20
Settle Settle - Var Change
16.225  N/A 0.20
Contract Volume Total ECRP Open Interest
7648 0 36305
VX Q (Aug 17)
Contract Prices (US$) Open High Low Close
16.49 16.74 16.30  16.70
Settle Settle - Var Change
16.675  N/A 0.20
Contract Volume Total ECRP Open Interest
4972 0 27356
VX U (Sep 17)
Contract Prices (US$) Open High Low Close
17.25 17.44 17.05  17.40
Settle Settle - Var Change
17.375  N/A 0.15
Contract Volume Total ECRP Open Interest
2639 0 20073
VX V (Oct 17)
Contract Prices (US$) Open High Low Close
17.60 17.77 17.43  17.75
Settle Settle - Var Change
17.725  N/A 0.10
Contract Volume Total ECRP Open Interest
1758 0 4166
VX X (Nov 17)
Contract Prices (US$) Open High Low Close
17.85 18.00 17.70  17.94
Settle Settle - Var Change
17.950  N/A 0.13
Contract Volume Total ECRP Open Interest
282 0 523
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY J (Apr 17)
Contract Prices (US$) Open High Low Close
0.00 b4.30 5.30a 0.00
Settle Settle - Var Change
4.800  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VXTY K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b4.35 5.35a 0.00
Settle Settle - Var Change
4.850  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VXTY M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b4.40 5.40a 0.00
Settle Settle - Var Change
4.900  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA J (Apr 17)
Contract Prices (US$) Open High Low Close
0.00 b13.00 12.35a 0.00
Settle Settle - Var Change
13.175  809.7977 0.45
Contract Volume Total ECRP Open Interest
0 0 0
VA K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b13.85 13.35a 0.00
Settle Settle - Var Change
14.075  872.5032 0.40
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b14.45 14.20a 0.00
Settle Settle - Var Change
14.750  762.8627 0.30
Contract Volume Total ECRP Open Interest
0 0 0
VA N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b15.30 15.05a 0.00
Settle Settle - Var Change
15.450  1022.4501 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b16.20 16.15a 0.00
Settle Settle - Var Change
16.400  656.1919 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b17.10 17.15a 0.00
Settle Settle - Var Change
17.275  721.5285 0.13
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b17.15 17.25a 0.00
Settle Settle - Var Change
17.350  758.1142 0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 18)
Contract Prices (US$) Open High Low Close
0.00 b18.40 18.55a 0.00
Settle Settle - Var Change
18.575  1037.8217 0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b18.50 18.65a 0.00
Settle Settle - Var Change
18.675  732.6391 0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b19.10 19.20a 0.00
Settle Settle - Var Change
19.325  711.7043 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 19)
Contract Prices (US$) Open High Low Close
0.00 b20.20 20.10a 0.00
Settle Settle - Var Change
20.300  880.9241 0.25
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.