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 Wednesday, September 28, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 213920 0 482330 7155
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 35 0 172 35
CBOE VOLATILITY INDEX 213885 0 482158 7120
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 V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b20.20 19.75a 0.00
Settle Settle - Var Change
19.650  N/A -0.30
Contract Volume Total ECRP Open Interest
0 0 47
VU X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b20.85 20.65a 0.00
Settle Settle - Var Change
20.525  N/A -0.10
Contract Volume Total ECRP Open Interest
0 0 82
VU Z (Dec 16)
Contract Prices (US$) Open High Low Close
20.70 b20.90 20.65a 20.70
Settle Settle - Var Change
20.625  N/A -0.13
Contract Volume Total ECRP Open Interest
20 0 23
VU F (Jan 17)
Contract Prices (US$) Open High Low Close
21.85 b22.15 21.80a 21.85
Settle Settle - Var Change
21.750  N/A -0.28
Contract Volume Total ECRP Open Interest
15 0 20
CBOE VOLATILITY INDEX VX
VX39 U (Sep 16)
Contract Prices (US$) Open High Low Close
13.25 b13.65 13.25  13.30
Settle Settle - Var Change
13.050* N/A -0.35
Contract Volume Total ECRP Open Interest
3 0 950
VX40 V (Oct 16)
Contract Prices (US$) Open High Low Close
13.85 14.50 12.95  13.55
Settle Settle - Var Change
13.575  N/A -0.68
Contract Volume Total ECRP Open Interest
157 0 623
VX41 V (Oct 16)
Contract Prices (US$) Open High Low Close
15.20 b15.50 14.85  14.85
Settle Settle - Var Change
14.500  N/A -1.10
Contract Volume Total ECRP Open Interest
55 0 280
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
15.50 15.93 15.20  15.25
Settle Settle - Var Change
15.225  N/A -0.30
Contract Volume Total ECRP Open Interest
109244 0 241365
VX43 V (Oct 16)
Contract Prices (US$) Open High Low Close
15.90 b16.05 15.55  15.95
Settle Settle - Var Change
15.900  N/A 0.13
Contract Volume Total ECRP Open Interest
7 0 51
VX44 X (Nov 16)
Contract Prices (US$) Open High Low Close
16.45 b16.80 16.30  16.30
Settle Settle - Var Change
16.350* N/A -0.15
Contract Volume Total ECRP Open Interest
26 0 25
VX X (Nov 16)
Contract Prices (US$) Open High Low Close
16.85 17.19 16.60  16.70
Settle Settle - Var Change
16.725  N/A -0.15
Contract Volume Total ECRP Open Interest
65937 0 105167
VX Z (Dec 16)
Contract Prices (US$) Open High Low Close
17.45 17.77 17.20  17.30
Settle Settle - Var Change
17.300  N/A -0.18
Contract Volume Total ECRP Open Interest
24078 0 60535
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
18.65 18.93 18.44  18.50
Settle Settle - Var Change
18.500  N/A -0.13
Contract Volume Total ECRP Open Interest
7715 0 34172
VX G (Feb 17)
Contract Prices (US$) Open High Low Close
19.13 19.35 18.90  19.00
Settle Settle - Var Change
18.975  N/A -0.13
Contract Volume Total ECRP Open Interest
3371 0 17143
VX H (Mar 17)
Contract Prices (US$) Open High Low Close
19.47 19.67 19.25  19.35
Settle Settle - Var Change
19.350  N/A -0.13
Contract Volume Total ECRP Open Interest
1816 0 12638
VX J (Apr 17)
Contract Prices (US$) Open High Low Close
19.98 20.18 19.78  19.90
Settle Settle - Var Change
19.925  N/A -0.05
Contract Volume Total ECRP Open Interest
1038 0 7302
VX K (May 17)
Contract Prices (US$) Open High Low Close
20.15 20.35 19.92  20.05
Settle Settle - Var Change
20.000  N/A -0.10
Contract Volume Total ECRP Open Interest
432 0 1902
VX M (Jun 17)
Contract Prices (US$) Open High Low Close
20.40 b20.45 20.15  20.15
Settle Settle - Var Change
20.200  N/A -0.05
Contract Volume Total ECRP Open Interest
6 0 5
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b4.00 5.00a 0.00
Settle Settle - Var Change
4.500  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b4.05 5.05a 0.00
Settle Settle - Var Change
4.550  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b4.10 5.10a 0.00
Settle Settle - Var Change
4.600  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b4.15 5.15a 0.00
Settle Settle - Var Change
4.650  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b12.80 11.90a 0.00
Settle Settle - Var Change
11.900  743.0882 -0.83
Contract Volume Total ECRP Open Interest
0 0 0
VA X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b14.90 14.30a 0.00
Settle Settle - Var Change
14.200  866.6343 -0.70
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b16.15 15.70a 0.00
Settle Settle - Var Change
15.625  731.8086 -0.58
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b17.10 16.75a 0.00
Settle Settle - Var Change
16.700  697.6072 -0.45
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b18.25 18.05a 0.00
Settle Settle - Var Change
17.975  778.7477 -0.35
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b19.40 19.40a 0.00
Settle Settle - Var Change
19.250  854.6003 -0.33
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b20.25 20.25a 0.00
Settle Settle - Var Change
20.100  885.3396 -0.30
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b20.90 20.95a 0.00
Settle Settle - Var Change
20.725  811.3938 -0.23
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b20.80 20.95a 0.00
Settle Settle - Var Change
20.750  965.1646 -0.30
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b21.55 21.75a 0.00
Settle Settle - Var Change
21.525  897.4781 -0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b22.50 22.45a 0.00
Settle Settle - Var Change
22.325  849.1709 -0.20
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.