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, August 26, 2015


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 450431 1070 316083 -7298
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 48 0 101 7
CBOE VOLATILITY INDEX 450383 1070 312196 -7305
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 0 0 3786 0
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU U (Sep 15)
Contract Prices (US$) Open High Low Close
0.00 b29.00 26.65a 0.00
Settle Settle - Var Change
27.975  N/A -0.55
Contract Volume Total ECRP Open Interest
0 0 47
VU V (Oct 15)
Contract Prices (US$) Open High Low Close
26.90 27.15 25.65  25.65
Settle Settle - Var Change
26.275  N/A -0.25
Contract Volume Total ECRP Open Interest
47 0 31
VU X (Nov 15)
Contract Prices (US$) Open High Low Close
0.00 b25.75 24.45a 0.00
Settle Settle - Var Change
25.100  N/A 0.50
Contract Volume Total ECRP Open Interest
0 0 22
VU Z (Dec 15)
Contract Prices (US$) Open High Low Close
25.35 b25.55 24.60a 25.35
Settle Settle - Var Change
24.875  N/A 0.23
Contract Volume Total ECRP Open Interest
1 0 1
CBOE VOLATILITY INDEX VX
VX34 Q (Aug 15)
Contract Prices (US$) Open High Low Close
36.30 b38.25 31.70a 36.10
Settle Settle - Var Change
32.020* N/A -3.68
Contract Volume Total ECRP Open Interest
2 0 382
VX35 U (Sep 15)
Contract Prices (US$) Open High Low Close
31.40 b32.00 26.85a 27.25
Settle Settle - Var Change
27.225  N/A -3.20
Contract Volume Total ECRP Open Interest
123 0 153
VX36 U (Sep 15)
Contract Prices (US$) Open High Low Close
26.15 b28.90 24.85a 25.65
Settle Settle - Var Change
25.200  N/A -2.53
Contract Volume Total ECRP Open Interest
79 0 325
VX U (Sep 15)
Contract Prices (US$) Open High Low Close
25.20 26.45 22.85  23.70
Settle Settle - Var Change
23.725  N/A -1.60
Contract Volume Total ECRP Open Interest
259007 788 135370
VX38 U (Sep 15)
Contract Prices (US$) Open High Low Close
24.05 b24.75 21.90  23.75
Settle Settle - Var Change
22.725  N/A -0.88
Contract Volume Total ECRP Open Interest
46 0 76
VX V (Oct 15)
Contract Prices (US$) Open High Low Close
22.55 23.30 21.00  21.50
Settle Settle - Var Change
21.475  N/A -1.08
Contract Volume Total ECRP Open Interest
113395 282 73453
VX X (Nov 15)
Contract Prices (US$) Open High Low Close
21.50 22.25 20.39  20.70
Settle Settle - Var Change
20.725  N/A -0.73
Contract Volume Total ECRP Open Interest
37937 0 27612
VX Z (Dec 15)
Contract Prices (US$) Open High Low Close
20.50 21.41 19.90  20.10
Settle Settle - Var Change
20.075  N/A -0.73
Contract Volume Total ECRP Open Interest
22211 0 29662
VX F (Jan 16)
Contract Prices (US$) Open High Low Close
20.70 21.35 20.03  20.15
Settle Settle - Var Change
20.125  N/A -0.68
Contract Volume Total ECRP Open Interest
10085 0 21104
VX G (Feb 16)
Contract Prices (US$) Open High Low Close
21.05 21.33 20.12  20.20
Settle Settle - Var Change
20.175  N/A -0.63
Contract Volume Total ECRP Open Interest
4654 0 12834
VX H (Mar 16)
Contract Prices (US$) Open High Low Close
20.75 21.29 20.18  20.25
Settle Settle - Var Change
20.225  N/A -0.63
Contract Volume Total ECRP Open Interest
2368 0 9592
VX J (Apr 16)
Contract Prices (US$) Open High Low Close
21.25 21.30 20.34  20.40
Settle Settle - Var Change
20.325  N/A -0.58
Contract Volume Total ECRP Open Interest
475 0 1632
VX K (May 16)
Contract Prices (US$) Open High Low Close
21.00 21.00 20.75a 21.00
Settle Settle - Var Change
20.375  N/A 0.28
Contract Volume Total ECRP Open Interest
1 0 1
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY Q (Aug 15)
Contract Prices (US$) Open High Low Close
0.00 b5.50 6.60a 0.00
Settle Settle - Var Change
6.370  N/A 0.27
Contract Volume Total ECRP Open Interest
0 0 0
VXTY U (Sep 15)
Contract Prices (US$) Open High Low Close
0.00 b5.55 6.65a 0.00
Settle Settle - Var Change
6.100  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VXTY V (Oct 15)
Contract Prices (US$) Open High Low Close
0.00 b5.66 6.70a 0.00
Settle Settle - Var Change
6.150  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VXTY X (Nov 15)
Contract Prices (US$) Open High Low Close
0.00 b5.65 6.75a 0.00
Settle Settle - Var Change
6.200  N/A 0.48
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA U (Sep 15)
Contract Prices (US$) Open High Low Close
0.00 b22.65 40.75a 0.00
Settle Settle - Var Change
30.075  927.4515 -1.93
Contract Volume Total ECRP Open Interest
0 0 392
VA V (Oct 15)
Contract Prices (US$) Open High Low Close
0.00 b25.65 36.35a 0.00
Settle Settle - Var Change
29.500  1313.8530 12.00
Contract Volume Total ECRP Open Interest
0 0 0
VA X (Nov 15)
Contract Prices (US$) Open High Low Close
0.00 b24.45 31.90a 0.00
Settle Settle - Var Change
27.000  1427.5399 -1.43
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 15)
Contract Prices (US$) Open High Low Close
0.00 b21.70 26.80a 0.00
Settle Settle - Var Change
25.600  575.8723 -1.30
Contract Volume Total ECRP Open Interest
0 0 3394
VA H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b21.30 28.95a 0.00
Settle Settle - Var Change
24.150  1038.7494 -1.03
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b20.40 29.20a 0.00
Settle Settle - Var Change
23.875  973.0774 -1.30
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b18.80 28.25a 0.00
Settle Settle - Var Change
22.850  857.9554 -0.58
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b20.25 27.70a 0.00
Settle Settle - Var Change
23.300  1084.8662 -0.43
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b20.05 28.95a 0.00
Settle Settle - Var Change
23.550  978.6505 -0.88
Contract Volume Total ECRP Open Interest
0 0 0
"b" indicates a bid price.
"a" indicates an offer price.