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, August 27, 2015


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 372835 1893 315417 -284
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 117 0 136 35
CBOE VOLATILITY INDEX 372718 1893 311495 -319
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 0 0 3786 0
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU U (Sep 15)
Contract Prices (US$) Open High Low Close
25.95 b27.35 25.70a 26.70
Settle Settle - Var Change
26.100  N/A -1.88
Contract Volume Total ECRP Open Interest
45 0 87
VU V (Oct 15)
Contract Prices (US$) Open High Low Close
25.35 b26.15 24.65a 26.00
Settle Settle - Var Change
26.225  N/A -0.05
Contract Volume Total ECRP Open Interest
36 0 22
VU X (Nov 15)
Contract Prices (US$) Open High Low Close
24.70 b24.85 24.00a 24.20
Settle Settle - Var Change
24.500  N/A -0.60
Contract Volume Total ECRP Open Interest
10 0 22
VU Z (Dec 15)
Contract Prices (US$) Open High Low Close
24.35 24.45 23.95a 24.45
Settle Settle - Var Change
24.550  N/A -0.33
Contract Volume Total ECRP Open Interest
26 0 5
CBOE VOLATILITY INDEX VX
VX35 U (Sep 15)
Contract Prices (US$) Open High Low Close
26.95 28.50 24.10  26.60
Settle Settle - Var Change
25.500  N/A -1.73
Contract Volume Total ECRP Open Interest
91 0 104
VX36 U (Sep 15)
Contract Prices (US$) Open High Low Close
24.35 b26.65 23.30  24.55
Settle Settle - Var Change
24.600  N/A -0.60
Contract Volume Total ECRP Open Interest
139 0 228
VX U (Sep 15)
Contract Prices (US$) Open High Low Close
23.60 25.45 22.10  24.20
Settle Settle - Var Change
24.175  N/A 0.45
Contract Volume Total ECRP Open Interest
211483 1296 133947
VX38 U (Sep 15)
Contract Prices (US$) Open High Low Close
22.30 24.15 21.45  23.15
Settle Settle - Var Change
22.825  N/A 0.10
Contract Volume Total ECRP Open Interest
68 0 41
VX39 U (Sep 15)
Contract Prices (US$) Open High Low Close
21.55 b23.35 21.40a 21.50
Settle Settle - Var Change
22.525  N/A 22.53
Contract Volume Total ECRP Open Interest
20 0 20
VX V (Oct 15)
Contract Prices (US$) Open High Low Close
21.40 22.47 20.20  21.50
Settle Settle - Var Change
21.550  N/A 0.08
Contract Volume Total ECRP Open Interest
93332 597 77965
VX X (Nov 15)
Contract Prices (US$) Open High Low Close
20.65 21.48 19.70  20.73
Settle Settle - Var Change
20.750  N/A 0.03
Contract Volume Total ECRP Open Interest
27654 0 25532
VX Z (Dec 15)
Contract Prices (US$) Open High Low Close
19.95 20.85 19.29  20.15
Settle Settle - Var Change
20.200  N/A 0.13
Contract Volume Total ECRP Open Interest
18587 0 27753
VX F (Jan 16)
Contract Prices (US$) Open High Low Close
19.95 20.86 19.45  20.34
Settle Settle - Var Change
20.375  N/A 0.25
Contract Volume Total ECRP Open Interest
9868 0 20199
VX G (Feb 16)
Contract Prices (US$) Open High Low Close
20.12 20.89 19.60  20.43
Settle Settle - Var Change
20.425  N/A 0.25
Contract Volume Total ECRP Open Interest
6518 0 12905
VX H (Mar 16)
Contract Prices (US$) Open High Low Close
20.10 20.88 19.69  20.45
Settle Settle - Var Change
20.450  N/A 0.23
Contract Volume Total ECRP Open Interest
4045 0 10270
VX J (Apr 16)
Contract Prices (US$) Open High Low Close
20.35 20.90 19.90a 20.62
Settle Settle - Var Change
20.625  N/A 0.30
Contract Volume Total ECRP Open Interest
913 0 2530
VX K (May 16)
Contract Prices (US$) Open High Low Close
0.00 b20.40 20.55a 0.00
Settle Settle - Var Change
20.625  N/A 0.25
Contract Volume Total ECRP Open Interest
0 0 1
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY U (Sep 15)
Contract Prices (US$) Open High Low Close
0.00 b5.60 6.70a 0.00
Settle Settle - Var Change
6.150  N/A 0.05
Contract Volume Total ECRP Open Interest
0 0 0
VXTY V (Oct 15)
Contract Prices (US$) Open High Low Close
0.00 b5.65 6.75a 0.00
Settle Settle - Var Change
6.200  N/A 0.05
Contract Volume Total ECRP Open Interest
0 0 0
VXTY X (Nov 15)
Contract Prices (US$) Open High Low Close
0.00 b5.70 6.80a 0.00
Settle Settle - Var Change
6.250  N/A 0.05
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA U (Sep 15)
Contract Prices (US$) Open High Low Close
0.00 b27.60 26.95a 0.00
Settle Settle - Var Change
26.075  916.1679 -4.00
Contract Volume Total ECRP Open Interest
0 0 392
VA V (Oct 15)
Contract Prices (US$) Open High Low Close
0.00 b26.80 24.40a 0.00
Settle Settle - Var Change
24.725  1210.4635 -4.78
Contract Volume Total ECRP Open Interest
0 0 0
VA X (Nov 15)
Contract Prices (US$) Open High Low Close
0.00 b25.45 23.95a 0.00
Settle Settle - Var Change
24.025  1332.3083 -2.98
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 15)
Contract Prices (US$) Open High Low Close
0.00 b25.00 23.95a 0.00
Settle Settle - Var Change
23.975  567.0030 -1.63
Contract Volume Total ECRP Open Interest
0 0 3394
VA H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b23.90 23.60a 0.00
Settle Settle - Var Change
23.425  1022.9338 -0.73
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b23.00 23.00a 0.00
Settle Settle - Var Change
22.825  955.0090 -1.05
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b21.45 22.40a 0.00
Settle Settle - Var Change
22.100  844.4276 -0.75
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b21.55 22.60a 0.00
Settle Settle - Var Change
22.000  1033.8787 -1.30
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b21.60 22.85a 0.00
Settle Settle - Var Change
21.825  920.3080 -1.73
Contract Volume Total ECRP Open Interest
0 0 0
"b" indicates a bid price.
"a" indicates an offer price.