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 Tuesday, September 01, 2015


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 371592 13708 334566 7354
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 30 0 154 3
CBOE VOLATILITY INDEX 371562 13708 330626 7351
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$) Open High Low Close
28.80 b31.10 28.50a 29.30
Settle Settle - Var Change
30.525  N/A 3.33
Contract Volume Total ECRP Open Interest
30 0 108
VU V (Oct 15)
Contract Prices (US$) Open High Low Close
0.00 b29.95 28.30a 0.00
Settle Settle - Var Change
29.525  N/A 2.30
Contract Volume Total ECRP Open Interest
0 0 24
VU X (Nov 15)
Contract Prices (US$) Open High Low Close
0.00 b27.85 26.25a 0.00
Settle Settle - Var Change
27.050  N/A 1.60
Contract Volume Total ECRP Open Interest
0 0 22
VU Z (Dec 15)
Contract Prices (US$) Open High Low Close
0.00 b27.30 26.30a 0.00
Settle Settle - Var Change
27.100  N/A 1.50
Contract Volume Total ECRP Open Interest
0 0 0
CBOE VOLATILITY INDEX VX
VX35 U (Sep 15)
Contract Prices (US$) Open High Low Close
29.70 b33.30 28.05a 31.60
Settle Settle - Var Change
31.325  N/A 3.40
Contract Volume Total ECRP Open Interest
34 0 61
VX36 U (Sep 15)
Contract Prices (US$) Open High Low Close
30.60 b32.10 27.65a 30.55
Settle Settle - Var Change
30.625  N/A 3.13
Contract Volume Total ECRP Open Interest
3 0 224
VX U (Sep 15)
Contract Prices (US$) Open High Low Close
26.40 30.83 26.35  29.70
Settle Settle - Var Change
29.725  N/A 3.30
Contract Volume Total ECRP Open Interest
202225 9746 119960
VX38 U (Sep 15)
Contract Prices (US$) Open High Low Close
27.45 b29.30 25.40a 28.60
Settle Settle - Var Change
28.225  N/A 2.93
Contract Volume Total ECRP Open Interest
13 0 130
VX39 U (Sep 15)
Contract Prices (US$) Open High Low Close
26.10 b28.50 24.95a 27.90
Settle Settle - Var Change
27.475  N/A 2.78
Contract Volume Total ECRP Open Interest
22 0 92
VX V (Oct 15)
Contract Prices (US$) Open High Low Close
23.40 26.80 23.35  25.85
Settle Settle - Var Change
25.825  N/A 2.40
Contract Volume Total ECRP Open Interest
99414 3962 100222
VX X (Nov 15)
Contract Prices (US$) Open High Low Close
22.75 25.47 22.60  24.65
Settle Settle - Var Change
24.675  N/A 2.03
Contract Volume Total ECRP Open Interest
26626 0 26640
VX Z (Dec 15)
Contract Prices (US$) Open High Low Close
22.20 24.60 22.08  23.90
Settle Settle - Var Change
23.950  N/A 1.83
Contract Volume Total ECRP Open Interest
18328 0 29282
VX F (Jan 16)
Contract Prices (US$) Open High Low Close
22.21 24.50 22.20  23.98
Settle Settle - Var Change
23.950  N/A 1.73
Contract Volume Total ECRP Open Interest
11856 0 22788
VX G (Feb 16)
Contract Prices (US$) Open High Low Close
22.25 24.40 22.22  23.97
Settle Settle - Var Change
23.975  N/A 1.68
Contract Volume Total ECRP Open Interest
7009 0 14290
VX H (Mar 16)
Contract Prices (US$) Open High Low Close
22.23 24.31 22.20  23.88
Settle Settle - Var Change
23.875  N/A 1.60
Contract Volume Total ECRP Open Interest
4058 0 12188
VX J (Apr 16)
Contract Prices (US$) Open High Low Close
22.38 24.35 22.35a 23.88
Settle Settle - Var Change
23.900  N/A 1.55
Contract Volume Total ECRP Open Interest
1973 0 4746
VX K (May 16)
Contract Prices (US$) Open High Low Close
23.20 b23.85 23.20  23.20
Settle Settle - Var Change
23.900  N/A 1.58
Contract Volume Total ECRP Open Interest
1 0 3
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY U (Sep 15)
Contract Prices (US$) Open High Low Close
0.00 b5.50 6.60a 0.00
Settle Settle - Var Change
6.050  N/A 0.05
Contract Volume Total ECRP Open Interest
0 0 0
VXTY V (Oct 15)
Contract Prices (US$) Open High Low Close
0.00 b5.60 6.65a 0.00
Settle Settle - Var Change
6.125  N/A 0.08
Contract Volume Total ECRP Open Interest
0 0 0
VXTY X (Nov 15)
Contract Prices (US$) Open High Low Close
0.00 b5.65 6.70a 0.00
Settle Settle - Var Change
6.175  N/A 0.08
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Z (Dec 15)
Contract Prices (US$) Open High Low Close
0.00 b5.65 6.75a 0.00
Settle Settle - Var Change
6.200  N/A 0.08
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA U (Sep 15)
Contract Prices (US$) Open High Low Close
0.00 b30.60 31.20a 0.00
Settle Settle - Var Change
32.225  935.0239 4.98
Contract Volume Total ECRP Open Interest
0 0 392
VA V (Oct 15)
Contract Prices (US$) Open High Low Close
0.00 b30.85 29.40a 0.00
Settle Settle - Var Change
31.125  1357.4324 4.40
Contract Volume Total ECRP Open Interest
0 0 0
VA X (Nov 15)
Contract Prices (US$) Open High Low Close
0.00 b29.65 28.85a 0.00
Settle Settle - Var Change
29.975  1548.4661 3.60
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 15)
Contract Prices (US$) Open High Low Close
0.00 b29.10 28.55a 0.00
Settle Settle - Var Change
29.575  604.4802 3.35
Contract Volume Total ECRP Open Interest
0 0 3394
VA H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b27.50 27.70a 0.00
Settle Settle - Var Change
28.225  1161.7850 2.60
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b26.45 27.00a 0.00
Settle Settle - Var Change
27.225  1044.4669 2.30
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b25.20 26.25a 0.00
Settle Settle - Var Change
26.050  928.0616 2.20
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b24.30 25.60a 0.00
Settle Settle - Var Change
25.200  1170.2193 1.90
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b23.75 25.10a 0.00
Settle Settle - Var Change
24.675  1021.8282 1.50
Contract Volume Total ECRP Open Interest
0 0 0
"b" indicates a bid price.
"a" indicates an offer price.