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 Tuesday, August 23, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 143149 0 509526 -32223
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 48 0 261 46
CBOE VOLATILITY INDEX 143101 0 509265 -32269
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 U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b19.10 19.00a 0.00
Settle Settle - Var Change
19.025  N/A -0.33
Contract Volume Total ECRP Open Interest
0 0 76
VU V (Oct 16)
Contract Prices (US$) Open High Low Close
20.40 20.40 20.25a 20.40
Settle Settle - Var Change
20.350  N/A -0.20
Contract Volume Total ECRP Open Interest
2 0 64
VU X (Nov 16)
Contract Prices (US$) Open High Low Close
21.20 21.20 21.15a 21.20
Settle Settle - Var Change
21.275  N/A 0.00
Contract Volume Total ECRP Open Interest
45 0 120
VU Z (Dec 16)
Contract Prices (US$) Open High Low Close
21.50 21.50 21.40a 21.50
Settle Settle - Var Change
21.450  N/A -0.08
Contract Volume Total ECRP Open Interest
1 0 1
CBOE VOLATILITY INDEX VX
VX34 Q (Aug 16)
Contract Prices (US$) Open High Low Close
12.60 b12.65 12.05a 12.45
Settle Settle - Var Change
12.475  N/A -0.15
Contract Volume Total ECRP Open Interest
310 0 827
VX35 Q (Aug 16)
Contract Prices (US$) Open High Low Close
13.05 b13.35 12.85  13.20
Settle Settle - Var Change
13.125  N/A -0.23
Contract Volume Total ECRP Open Interest
101 0 198
VX36 U (Sep 16)
Contract Prices (US$) Open High Low Close
13.70 b14.10 13.65a 13.80
Settle Settle - Var Change
13.950  N/A -0.18
Contract Volume Total ECRP Open Interest
10 0 116
VX37 U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b14.50 14.20a 0.00
Settle Settle - Var Change
14.275  N/A -0.23
Contract Volume Total ECRP Open Interest
0 0 183
VX U (Sep 16)
Contract Prices (US$) Open High Low Close
14.85 14.85 14.50  14.70
Settle Settle - Var Change
14.675  N/A -0.05
Contract Volume Total ECRP Open Interest
70883 0 271857
VX39 U (Sep 16)
Contract Prices (US$) Open High Low Close
15.05 15.05 14.70a 15.05
Settle Settle - Var Change
14.750  N/A -0.05
Contract Volume Total ECRP Open Interest
2 0 64
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
16.80 16.90 16.55  16.86
Settle Settle - Var Change
16.875  N/A 0.10
Contract Volume Total ECRP Open Interest
50876 0 108821
VX X (Nov 16)
Contract Prices (US$) Open High Low Close
17.80 17.95 17.65  17.93
Settle Settle - Var Change
17.925  N/A 0.13
Contract Volume Total ECRP Open Interest
11857 0 47390
VX Z (Dec 16)
Contract Prices (US$) Open High Low Close
18.25 18.35 18.05  18.30
Settle Settle - Var Change
18.325  N/A 0.10
Contract Volume Total ECRP Open Interest
5036 0 41867
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
19.35 19.45 19.21  19.44
Settle Settle - Var Change
19.425  N/A 0.10
Contract Volume Total ECRP Open Interest
2292 0 23220
VX G (Feb 17)
Contract Prices (US$) Open High Low Close
19.65 19.75 19.54  19.75
Settle Settle - Var Change
19.725  N/A 0.05
Contract Volume Total ECRP Open Interest
1190 0 10176
VX H (Mar 17)
Contract Prices (US$) Open High Low Close
19.95 20.00 19.80  20.00
Settle Settle - Var Change
19.975  N/A 0.05
Contract Volume Total ECRP Open Interest
455 0 3820
VX J (Apr 17)
Contract Prices (US$) Open High Low Close
20.25 20.40 20.22  20.40
Settle Settle - Var Change
20.375  N/A 0.05
Contract Volume Total ECRP Open Interest
89 0 726
VX K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b20.15 20.85a 0.00
Settle Settle - Var Change
20.500  N/A 0.48
Contract Volume Total ECRP Open Interest
0 0 0
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b4.50 5.50a 0.00
Settle Settle - Var Change
5.000  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b4.55 5.55a 0.00
Settle Settle - Var Change
5.050  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b4.60 5.60a 0.00
Settle Settle - Var Change
5.100  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b4.65 5.65a 0.00
Settle Settle - Var Change
5.150  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b10.80 10.65a 0.00
Settle Settle - Var Change
11.075  658.1442 0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b12.85 13.20a 0.00
Settle Settle - Var Change
13.175  752.7512 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b14.40 14.85a 0.00
Settle Settle - Var Change
14.775  889.7083 -0.03
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b15.55 15.95a 0.00
Settle Settle - Var Change
15.925  735.5928 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b16.45 16.75a 0.00
Settle Settle - Var Change
16.775  707.1235 0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b17.65 18.00a 0.00
Settle Settle - Var Change
17.925  793.8676 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b18.85 19.35a 0.00
Settle Settle - Var Change
19.175  863.8338 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b20.25 20.85a 0.00
Settle Settle - Var Change
20.625  818.4593 -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b21.05 21.75a 0.00
Settle Settle - Var Change
21.500  911.4852 -0.03
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b21.35 22.00a 0.00
Settle Settle - Var Change
21.775  841.6067 -0.10
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.