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, February 23, 2017


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 275933 1983 569745 11109
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 0 0 145 0
CBOE VOLATILITY INDEX 275933 1983 569600 11109
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 H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b19.05 18.50a 0.00
Settle Settle - Var Change
18.850  N/A 0.45
Contract Volume Total ECRP Open Interest
0 0 96
VU J (Apr 17)
Contract Prices (US$) Open High Low Close
0.00 b21.00 20.55a 0.00
Settle Settle - Var Change
21.100  N/A 0.73
Contract Volume Total ECRP Open Interest
0 0 41
VU K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b21.55 21.25a 0.00
Settle Settle - Var Change
21.675  N/A 0.65
Contract Volume Total ECRP Open Interest
0 0 8
VU M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b22.15 21.90a 0.00
Settle Settle - Var Change
22.275  N/A 0.58
Contract Volume Total ECRP Open Interest
0 0 0
CBOE VOLATILITY INDEX VX
VX09 H (Mar 17)
Contract Prices (US$) Open High Low Close
12.45 b12.85 12.40  12.45
Settle Settle - Var Change
12.400  N/A 0.03
Contract Volume Total ECRP Open Interest
94 0 328
VX10 H (Mar 17)
Contract Prices (US$) Open High Low Close
13.00 b13.20 12.80  12.85
Settle Settle - Var Change
12.875  N/A 0.18
Contract Volume Total ECRP Open Interest
71 0 229
VX11 H (Mar 17)
Contract Prices (US$) Open High Low Close
13.40 13.75 13.25a 13.45
Settle Settle - Var Change
13.350  N/A 0.25
Contract Volume Total ECRP Open Interest
37 0 78
VX H (Mar 17)
Contract Prices (US$) Open High Low Close
13.20 13.78 13.18  13.52
Settle Settle - Var Change
13.525  N/A 0.30
Contract Volume Total ECRP Open Interest
118392 1570 259230
VX13 H (Mar 17)
Contract Prices (US$) Open High Low Close
14.35 b14.60 14.05a 14.45
Settle Settle - Var Change
14.450  N/A 0.55
Contract Volume Total ECRP Open Interest
52 0 57
VX14 J (Apr 17)
Contract Prices (US$) Open High Low Close
0.00 b14.75 14.30a 0.00
Settle Settle - Var Change
14.800  N/A 14.80
Contract Volume Total ECRP Open Interest
0 0 0
VX J (Apr 17)
Contract Prices (US$) Open High Low Close
14.64 15.28 14.60  15.23
Settle Settle - Var Change
15.225  N/A 0.60
Contract Volume Total ECRP Open Interest
96535 413 160721
VX K (May 17)
Contract Prices (US$) Open High Low Close
15.38 16.00 15.38  15.95
Settle Settle - Var Change
15.925  N/A 0.50
Contract Volume Total ECRP Open Interest
30169 0 54311
VX M (Jun 17)
Contract Prices (US$) Open High Low Close
16.05 16.60 16.05  16.55
Settle Settle - Var Change
16.525  N/A 0.45
Contract Volume Total ECRP Open Interest
11076 0 32316
VX N (Jul 17)
Contract Prices (US$) Open High Low Close
16.80 17.20 16.75  17.14
Settle Settle - Var Change
17.125  N/A 0.35
Contract Volume Total ECRP Open Interest
9028 0 30980
VX Q (Aug 17)
Contract Prices (US$) Open High Low Close
17.05 17.45 17.05  17.42
Settle Settle - Var Change
17.425  N/A 0.35
Contract Volume Total ECRP Open Interest
5939 0 21716
VX U (Sep 17)
Contract Prices (US$) Open High Low Close
17.80 18.02 17.75  17.98
Settle Settle - Var Change
17.975  N/A 0.20
Contract Volume Total ECRP Open Interest
3799 0 8414
VX V (Oct 17)
Contract Prices (US$) Open High Low Close
18.06 18.20 18.00  18.10
Settle Settle - Var Change
18.150  N/A 0.15
Contract Volume Total ECRP Open Interest
725 0 1200
VX X (Nov 17)
Contract Prices (US$) Open High Low Close
18.40 18.50 18.30  18.35
Settle Settle - Var Change
18.350  N/A 0.15
Contract Volume Total ECRP Open Interest
16 0 20
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b4.70 5.70a 0.00
Settle Settle - Var Change
5.200  N/A -0.25
Contract Volume Total ECRP Open Interest
0 0 0
VXTY J (Apr 17)
Contract Prices (US$) Open High Low Close
0.00 b4.75 5.75a 0.00
Settle Settle - Var Change
5.250  N/A -0.25
Contract Volume Total ECRP Open Interest
0 0 0
VXTY K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b4.80 5.80a 0.00
Settle Settle - Var Change
5.300  N/A -0.25
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b11.75 11.50a 0.00
Settle Settle - Var Change
11.275  661.3428 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VA J (Apr 17)
Contract Prices (US$) Open High Low Close
0.00 b13.30 13.10a 0.00
Settle Settle - Var Change
12.975  833.1292 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b14.25 14.35a 0.00
Settle Settle - Var Change
14.325  910.0934 0.35
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b15.15 15.15a 0.00
Settle Settle - Var Change
15.150  770.7422 0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b16.65 16.75a 0.00
Settle Settle - Var Change
16.750  678.7949 0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b17.40 17.70a 0.00
Settle Settle - Var Change
17.575  730.2925 0.18
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b17.35 17.65a 0.00
Settle Settle - Var Change
17.450  773.9219 0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b18.30 18.75a 0.00
Settle Settle - Var Change
18.525  739.8922 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b19.15 19.25a 0.00
Settle Settle - Var Change
19.175  715.7849 -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 19)
Contract Prices (US$) Open High Low Close
0.00 b19.70 19.95a 0.00
Settle Settle - Var Change
19.850  873.1168 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.