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 Friday, March 24, 2017


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 308764 0 501068 -6437
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 40 0 36 -40
CBOE VOLATILITY INDEX 308724 0 501032 -6397
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 J (Apr 17)
Contract Prices (US$) Open High Low Close
0.00 b20.20 19.50a 0.00
Settle Settle - Var Change
19.675  N/A -0.23
Contract Volume Total ECRP Open Interest
0 0 31
VU K (May 17)
Contract Prices (US$) Open High Low Close
20.25 b20.60 20.15a 20.25
Settle Settle - Var Change
20.625  N/A 0.18
Contract Volume Total ECRP Open Interest
40 0 3
VU M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b21.20 21.00a 0.00
Settle Settle - Var Change
20.850  N/A -0.30
Contract Volume Total ECRP Open Interest
0 0 2
CBOE VOLATILITY INDEX VX
VX13 H (Mar 17)
Contract Prices (US$) Open High Low Close
12.85 b13.75 12.55a 13.35
Settle Settle - Var Change
13.325  N/A 0.50
Contract Volume Total ECRP Open Interest
81 0 595
VX14 J (Apr 17)
Contract Prices (US$) Open High Low Close
14.25 14.25 12.75a 13.05
Settle Settle - Var Change
13.125  N/A 0.05
Contract Volume Total ECRP Open Interest
101 0 201
VX15 J (Apr 17)
Contract Prices (US$) Open High Low Close
13.70 b14.10 13.45a 13.95
Settle Settle - Var Change
13.425  N/A -0.43
Contract Volume Total ECRP Open Interest
13 0 435
VX J (Apr 17)
Contract Prices (US$) Open High Low Close
14.25 14.65 13.69  13.95
Settle Settle - Var Change
13.925  N/A -0.35
Contract Volume Total ECRP Open Interest
163199 0 278386
VX17 J (Apr 17)
Contract Prices (US$) Open High Low Close
13.85 14.40 13.75a 14.15
Settle Settle - Var Change
13.900  N/A -0.25
Contract Volume Total ECRP Open Interest
62 0 107
VX18 K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b14.30 13.90a 0.00
Settle Settle - Var Change
14.100  N/A -0.18
Contract Volume Total ECRP Open Interest
0 0 0
VX K (May 17)
Contract Prices (US$) Open High Low Close
14.80 15.08 14.35  14.35
Settle Settle - Var Change
14.400  N/A -0.38
Contract Volume Total ECRP Open Interest
100199 0 92607
VX M (Jun 17)
Contract Prices (US$) Open High Low Close
15.48 15.69 15.08  15.12
Settle Settle - Var Change
15.125  N/A -0.35
Contract Volume Total ECRP Open Interest
26830 0 38657
VX N (Jul 17)
Contract Prices (US$) Open High Low Close
16.23 16.42 15.90  15.91
Settle Settle - Var Change
15.925  N/A -0.30
Contract Volume Total ECRP Open Interest
8959 0 36377
VX Q (Aug 17)
Contract Prices (US$) Open High Low Close
16.65 16.80 16.35  16.36
Settle Settle - Var Change
16.350  N/A -0.33
Contract Volume Total ECRP Open Interest
4032 0 27697
VX U (Sep 17)
Contract Prices (US$) Open High Low Close
17.40 17.48 17.05  17.09
Settle Settle - Var Change
17.075  N/A -0.30
Contract Volume Total ECRP Open Interest
3076 0 20595
VX V (Oct 17)
Contract Prices (US$) Open High Low Close
17.72 17.80 17.45  17.45
Settle Settle - Var Change
17.425  N/A -0.30
Contract Volume Total ECRP Open Interest
1543 0 4529
VX X (Nov 17)
Contract Prices (US$) Open High Low Close
17.96 18.01 17.69  17.70
Settle Settle - Var Change
17.700  N/A -0.25
Contract Volume Total ECRP Open Interest
629 0 846
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY J (Apr 17)
Contract Prices (US$) Open High Low Close
0.00 b4.50 5.50a 0.00
Settle Settle - Var Change
5.000  N/A 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b4.55 5.55a 0.00
Settle Settle - Var Change
5.050  N/A 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b4.60 5.60a 0.00
Settle Settle - Var Change
5.100  N/A 0.20
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA J (Apr 17)
Contract Prices (US$) Open High Low Close
0.00 b12.20 12.35a 0.00
Settle Settle - Var Change
12.325  802.8542 -0.85
Contract Volume Total ECRP Open Interest
0 0 0
VA K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b13.30 13.55a 0.00
Settle Settle - Var Change
13.475  862.2615 -0.60
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b14.05 14.35a 0.00
Settle Settle - Var Change
14.200  760.5932 -0.55
Contract Volume Total ECRP Open Interest
0 0 0
VA N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b14.90 15.25a 0.00
Settle Settle - Var Change
15.100  1009.5405 -0.35
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b15.90 16.25a 0.00
Settle Settle - Var Change
16.100  650.4311 -0.30
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b16.75 17.20a 0.00
Settle Settle - Var Change
17.025  719.0431 -0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b16.90 17.30a 0.00
Settle Settle - Var Change
17.050  751.0337 -0.30
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 18)
Contract Prices (US$) Open High Low Close
0.00 b18.15 18.65a 0.00
Settle Settle - Var Change
18.425  1031.0622 -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b18.25 18.75a 0.00
Settle Settle - Var Change
18.525  728.5432 -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b19.05 19.40a 0.00
Settle Settle - Var Change
19.175  707.9436 -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 19)
Contract Prices (US$) Open High Low Close
0.00 b20.00 20.35a 0.00
Settle Settle - Var Change
20.150  875.1030 -0.15
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.