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, May 26, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 154567 839 462637 15115
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 0 0 232 0
CBOE VOLATILITY INDEX 154567 839 461421 15115
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 0 0 984 0
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b19.85 19.65a 0.00
Settle Settle - Var Change
19.600  N/A -0.30
Contract Volume Total ECRP Open Interest
0 0 12
VU N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b21.00 20.90a 0.00
Settle Settle - Var Change
20.925  N/A -0.15
Contract Volume Total ECRP Open Interest
0 0 104
VU Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b21.15 21.25a 0.00
Settle Settle - Var Change
21.175  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 109
VU U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b21.65 21.55a 0.00
Settle Settle - Var Change
21.500  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 7
CBOE VOLATILITY INDEX VX
VX22 M (Jun 16)
Contract Prices (US$) Open High Low Close
15.10 15.10 14.70  14.70
Settle Settle - Var Change
14.675  N/A -0.38
Contract Volume Total ECRP Open Interest
35 0 440
VX23 M (Jun 16)
Contract Prices (US$) Open High Low Close
15.30 b15.55 15.25a 15.35
Settle Settle - Var Change
15.125  N/A -0.55
Contract Volume Total ECRP Open Interest
26 0 95
VX M (Jun 16)
Contract Prices (US$) Open High Low Close
16.20 16.43 15.75  15.85
Settle Settle - Var Change
15.825  N/A -0.35
Contract Volume Total ECRP Open Interest
79713 574 235101
VX25 M (Jun 16)
Contract Prices (US$) Open High Low Close
16.58 16.58 16.15a 16.58
Settle Settle - Var Change
16.025  N/A -0.58
Contract Volume Total ECRP Open Interest
8 0 150
VX26 M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b16.70 16.60a 0.00
Settle Settle - Var Change
16.450  N/A -0.40
Contract Volume Total ECRP Open Interest
0 0 1
VX27 N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b17.05 17.40a 0.00
Settle Settle - Var Change
17.075  N/A 17.08
Contract Volume Total ECRP Open Interest
0 0 0
VX N (Jul 16)
Contract Prices (US$) Open High Low Close
18.05 18.19 17.75  17.80
Settle Settle - Var Change
17.825  N/A -0.20
Contract Volume Total ECRP Open Interest
51121 265 117280
VX Q (Aug 16)
Contract Prices (US$) Open High Low Close
18.65 18.80 18.45  18.51
Settle Settle - Var Change
18.525  N/A -0.15
Contract Volume Total ECRP Open Interest
10607 0 39696
VX U (Sep 16)
Contract Prices (US$) Open High Low Close
19.50 19.56 19.28  19.35
Settle Settle - Var Change
19.375  N/A -0.15
Contract Volume Total ECRP Open Interest
6794 0 25181
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
19.85 20.06 19.78  19.82
Settle Settle - Var Change
19.825  N/A -0.15
Contract Volume Total ECRP Open Interest
3068 0 18815
VX X (Nov 16)
Contract Prices (US$) Open High Low Close
20.11 20.20 19.92  19.96
Settle Settle - Var Change
19.975  N/A -0.15
Contract Volume Total ECRP Open Interest
1844 0 13864
VX Z (Dec 16)
Contract Prices (US$) Open High Low Close
20.08 20.20 19.88  19.95
Settle Settle - Var Change
19.925  N/A -0.15
Contract Volume Total ECRP Open Interest
1175 0 8505
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
20.88 b20.95 20.70  20.71
Settle Settle - Var Change
20.775  N/A -0.10
Contract Volume Total ECRP Open Interest
176 0 2288
VX G (Feb 17)
Contract Prices (US$) Open High Low Close
0.00 b19.90 21.45a 0.00
Settle Settle - Var Change
20.725  N/A -0.25
Contract Volume Total ECRP Open Interest
0 0 5
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b4.40 5.40a 0.00
Settle Settle - Var Change
4.900  N/A -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VXTY N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b4.45 5.45a 0.00
Settle Settle - Var Change
4.950  N/A -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b4.50 5.50a 0.00
Settle Settle - Var Change
5.000  N/A -0.15
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b12.30 12.65a 0.00
Settle Settle - Var Change
12.350  847.6151 -0.08
Contract Volume Total ECRP Open Interest
0 0 984
VA N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b14.50 14.90a 0.00
Settle Settle - Var Change
14.500  795.1630 -0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b15.90 16.30a 0.00
Settle Settle - Var Change
15.975  890.0240 -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b16.85 17.30a 0.00
Settle Settle - Var Change
17.000  703.6569 -0.18
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b18.80 19.25a 0.00
Settle Settle - Var Change
18.975  764.2749 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b19.25 19.45a 0.00
Settle Settle - Var Change
19.175  773.3002 -0.30
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b19.85 20.25a 0.00
Settle Settle - Var Change
19.925  897.1652 -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b20.35 20.85a 0.00
Settle Settle - Var Change
20.525  918.7898 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b21.05 21.90a 0.00
Settle Settle - Var Change
21.425  858.5336 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b21.95 22.80a 0.00
Settle Settle - Var Change
22.325  888.5953 0.00
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.