CBOE Futures Exchange Daily Market Statistics

CFE data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed. Your use of CFE data is subject to the Terms and Conditions of CBOE's Websites.

CFE historical Market Statistics Summary files can be accessed from the calendar below:

CFE Futures Price & Volume Detail for Thursday, February 04, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 177044 0 251847 456
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 0 0 65 0
CBOE VOLATILITY INDEX 177044 0 251782 456
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 G (Feb 16)
Contract Prices (US$) Open High Low Close
0.00 b26.35 25.85a 0.00
Settle Settle - Var Change
26.350  N/A 0.28
Contract Volume Total ECRP Open Interest
0 0 13
VU H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b25.90 25.55a 0.00
Settle Settle - Var Change
25.850  N/A 0.23
Contract Volume Total ECRP Open Interest
0 0 6
VU J (Apr 16)
Contract Prices (US$) Open High Low Close
0.00 b25.85 25.60a 0.00
Settle Settle - Var Change
25.825  N/A 0.23
Contract Volume Total ECRP Open Interest
0 0 0
VU K (May 16)
Contract Prices (US$) Open High Low Close
0.00 b25.50 25.40a 0.00
Settle Settle - Var Change
25.550  N/A 0.28
Contract Volume Total ECRP Open Interest
0 0 46
CBOE VOLATILITY INDEX VX
VX06 G (Feb 16)
Contract Prices (US$) Open High Low Close
22.35 22.55 21.70a 22.55
Settle Settle - Var Change
22.200  N/A 0.30
Contract Volume Total ECRP Open Interest
4 0 132
VX G (Feb 16)
Contract Prices (US$) Open High Low Close
22.75 23.58 22.30  23.05
Settle Settle - Var Change
23.075  N/A 0.30
Contract Volume Total ECRP Open Interest
76791 0 80969
VX08 G (Feb 16)
Contract Prices (US$) Open High Low Close
22.65 b23.50 22.65  23.30
Settle Settle - Var Change
23.200  N/A 0.43
Contract Volume Total ECRP Open Interest
10 0 126
VX09 H (Mar 16)
Contract Prices (US$) Open High Low Close
23.20 23.20 22.35a 23.20
Settle Settle - Var Change
22.800  N/A 0.35
Contract Volume Total ECRP Open Interest
25 0 33
VX10 H (Mar 16)
Contract Prices (US$) Open High Low Close
23.05 23.05 22.15  22.15
Settle Settle - Var Change
22.675  N/A 0.33
Contract Volume Total ECRP Open Interest
30 0 20
VX H (Mar 16)
Contract Prices (US$) Open High Low Close
22.20 22.85 21.84  22.50
Settle Settle - Var Change
22.475  N/A 0.30
Contract Volume Total ECRP Open Interest
67248 0 87808
VX12 H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b22.60 21.85a 0.00
Settle Settle - Var Change
22.250  N/A 0.33
Contract Volume Total ECRP Open Interest
0 0 10
VX13 H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b22.65 22.75a 0.00
Settle Settle - Var Change
22.750  N/A 22.75
Contract Volume Total ECRP Open Interest
0 0 0
VX J (Apr 16)
Contract Prices (US$) Open High Low Close
22.10 22.66 21.75  22.36
Settle Settle - Var Change
22.375  N/A 0.30
Contract Volume Total ECRP Open Interest
16420 0 22555
VX K (May 16)
Contract Prices (US$) Open High Low Close
21.90 22.40 21.60  22.19
Settle Settle - Var Change
22.175  N/A 0.28
Contract Volume Total ECRP Open Interest
6936 0 17537
VX M (Jun 16)
Contract Prices (US$) Open High Low Close
21.90 22.35 21.60  22.17
Settle Settle - Var Change
22.175  N/A 0.30
Contract Volume Total ECRP Open Interest
4366 0 16264
VX N (Jul 16)
Contract Prices (US$) Open High Low Close
22.03 22.44 21.75  22.25
Settle Settle - Var Change
22.275  N/A 0.30
Contract Volume Total ECRP Open Interest
3283 0 14313
VX Q (Aug 16)
Contract Prices (US$) Open High Low Close
21.85 22.32 21.65  22.15
Settle Settle - Var Change
22.175  N/A 0.30
Contract Volume Total ECRP Open Interest
1402 0 9191
VX U (Sep 16)
Contract Prices (US$) Open High Low Close
22.15 22.55 21.85  22.32
Settle Settle - Var Change
22.350  N/A 0.25
Contract Volume Total ECRP Open Interest
511 0 2810
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
22.40 22.45 22.35a 22.45
Settle Settle - Var Change
22.500  N/A 0.25
Contract Volume Total ECRP Open Interest
18 0 14
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY G (Feb 16)
Contract Prices (US$) Open High Low Close
0.00 b5.70 6.70a 0.00
Settle Settle - Var Change
6.200  N/A 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b5.75 6.75a 0.00
Settle Settle - Var Change
6.250  N/A 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY J (Apr 16)
Contract Prices (US$) Open High Low Close
0.00 b5.80 6.80a 0.00
Settle Settle - Var Change
6.300  N/A 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY K (May 16)
Contract Prices (US$) Open High Low Close
0.00 b5.85 6.85a 0.00
Settle Settle - Var Change
6.350  N/A 0.20
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA G (Feb 16)
Contract Prices (US$) Open High Low Close
0.00 b20.30 21.10a 0.00
Settle Settle - Var Change
19.975  964.3836 -0.60
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b22.75 22.00a 0.00
Settle Settle - Var Change
22.150  919.9593 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA J (Apr 16)
Contract Prices (US$) Open High Low Close
0.00 b23.25 22.70a 0.00
Settle Settle - Var Change
22.825  971.4770 0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA K (May 16)
Contract Prices (US$) Open High Low Close
0.00 b23.60 23.15a 0.00
Settle Settle - Var Change
23.250  812.7435 0.23
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b23.65 23.50a 0.00
Settle Settle - Var Change
23.750  921.2153 0.50
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b23.85 23.85a 0.00
Settle Settle - Var Change
23.875  915.6775 0.35
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b23.90 24.05a 0.00
Settle Settle - Var Change
23.975  846.4641 0.28
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b24.00 24.10a 0.00
Settle Settle - Var Change
24.025  969.2403 0.23
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b24.80 24.60a 0.00
Settle Settle - Var Change
24.875  1092.3486 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b24.40 24.45a 0.00
Settle Settle - Var Change
24.575  977.8250 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b24.85 25.00a 0.00
Settle Settle - Var Change
25.000  1040.7536 0.13
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.