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, July 21, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 212809 0 475818 5738
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 57 0 203 55
CBOE VOLATILITY INDEX 212752 0 475615 5683
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 Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b20.05 19.70a 0.00
Settle Settle - Var Change
19.975  N/A 0.28
Contract Volume Total ECRP Open Interest
0 0 97
VU U (Sep 16)
Contract Prices (US$) Open High Low Close
21.20 21.35 21.20  21.35
Settle Settle - Var Change
21.350  N/A 0.20
Contract Volume Total ECRP Open Interest
25 0 43
VU V (Oct 16)
Contract Prices (US$) Open High Low Close
22.45 22.60 22.35  22.35
Settle Settle - Var Change
22.375  N/A -0.03
Contract Volume Total ECRP Open Interest
32 0 63
CBOE VOLATILITY INDEX VX
VX30 N (Jul 16)
Contract Prices (US$) Open High Low Close
13.25 13.90 13.25  13.73
Settle Settle - Var Change
13.650  N/A 0.30
Contract Volume Total ECRP Open Interest
113 0 446
VX31 Q (Aug 16)
Contract Prices (US$) Open High Low Close
14.75 15.00 14.25  14.85
Settle Settle - Var Change
14.925  N/A 0.53
Contract Volume Total ECRP Open Interest
91 0 135
VX32 Q (Aug 16)
Contract Prices (US$) Open High Low Close
14.85 b15.35 14.80  14.80
Settle Settle - Var Change
15.250  N/A 0.48
Contract Volume Total ECRP Open Interest
8 0 27
VX Q (Aug 16)
Contract Prices (US$) Open High Low Close
15.45 16.05 15.30  15.85
Settle Settle - Var Change
15.825  N/A 0.35
Contract Volume Total ECRP Open Interest
112040 0 281851
VX34 Q (Aug 16)
Contract Prices (US$) Open High Low Close
16.05 b16.60 16.05  16.10
Settle Settle - Var Change
16.325  N/A 0.50
Contract Volume Total ECRP Open Interest
21 0 7
VX35 Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b16.80 16.50a 0.00
Settle Settle - Var Change
16.775  N/A 0.50
Contract Volume Total ECRP Open Interest
0 0 0
VX U (Sep 16)
Contract Prices (US$) Open High Low Close
17.23 17.82 17.10  17.77
Settle Settle - Var Change
17.775  N/A 0.55
Contract Volume Total ECRP Open Interest
61073 0 76001
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
18.45 19.08 18.40  19.01
Settle Settle - Var Change
19.000  N/A 0.53
Contract Volume Total ECRP Open Interest
19835 0 39149
VX X (Nov 16)
Contract Prices (US$) Open High Low Close
18.83 19.38 18.80  19.25
Settle Settle - Var Change
19.275  N/A 0.45
Contract Volume Total ECRP Open Interest
9158 0 29177
VX Z (Dec 16)
Contract Prices (US$) Open High Low Close
18.95 19.40 18.85  19.33
Settle Settle - Var Change
19.325  N/A 0.40
Contract Volume Total ECRP Open Interest
5263 0 27578
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
19.90 20.34 19.83  20.25
Settle Settle - Var Change
20.250  N/A 0.38
Contract Volume Total ECRP Open Interest
2769 0 16257
VX G (Feb 17)
Contract Prices (US$) Open High Low Close
20.10 20.50 20.07  20.50
Settle Settle - Var Change
20.450  N/A 0.33
Contract Volume Total ECRP Open Interest
1473 0 4247
VX H (Mar 17)
Contract Prices (US$) Open High Low Close
20.20 20.53 20.15  20.53
Settle Settle - Var Change
20.475  N/A 0.25
Contract Volume Total ECRP Open Interest
908 0 740
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b5.00 6.00a 0.00
Settle Settle - Var Change
5.500  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b5.05 6.05a 0.00
Settle Settle - Var Change
5.550  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b5.10 6.10a 0.00
Settle Settle - Var Change
5.600  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b5.15 6.15a 0.00
Settle Settle - Var Change
5.650  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b11.45 12.05a 0.00
Settle Settle - Var Change
11.700  847.3341 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b13.45 13.95a 0.00
Settle Settle - Var Change
13.775  677.6630 0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b15.00 15.60a 0.00
Settle Settle - Var Change
15.350  837.7700 0.23
Contract Volume Total ECRP Open Interest
0 0 0
VA X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b16.15 16.65a 0.00
Settle Settle - Var Change
16.525  992.4810 0.35
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b16.95 17.45a 0.00
Settle Settle - Var Change
17.275  748.6921 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b17.70 18.00a 0.00
Settle Settle - Var Change
17.800  737.7474 0.18
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b18.50 18.90a 0.00
Settle Settle - Var Change
18.775  841.3753 0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b19.50 19.95a 0.00
Settle Settle - Var Change
19.725  889.0818 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b20.95 21.55a 0.00
Settle Settle - Var Change
21.200  841.7840 0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b21.70 22.50a 0.00
Settle Settle - Var Change
22.125  957.2045 0.18
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b22.10 22.95a 0.00
Settle Settle - Var Change
22.475  879.6156 -0.40
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.