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, August 26, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 243705 0 506378 -6784
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 30 0 281 12
CBOE VOLATILITY INDEX 243675 0 506097 -6796
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 U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b20.20 19.20a 0.00
Settle Settle - Var Change
19.725  N/A 0.08
Contract Volume Total ECRP Open Interest
0 0 93
VU V (Oct 16)
Contract Prices (US$) Open High Low Close
20.65 21.25 20.40a 21.25
Settle Settle - Var Change
20.975  N/A 0.13
Contract Volume Total ECRP Open Interest
10 0 46
VU X (Nov 16)
Contract Prices (US$) Open High Low Close
21.40 b21.60 21.20a 21.40
Settle Settle - Var Change
21.475  N/A 0.00
Contract Volume Total ECRP Open Interest
20 0 141
VU Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b21.65 21.40a 0.00
Settle Settle - Var Change
21.600  N/A 0.08
Contract Volume Total ECRP Open Interest
0 0 1
CBOE VOLATILITY INDEX VX
VX35 Q (Aug 16)
Contract Prices (US$) Open High Low Close
14.00 15.05 12.95  14.10
Settle Settle - Var Change
14.075  N/A 0.18
Contract Volume Total ECRP Open Interest
299 0 372
VX36 U (Sep 16)
Contract Prices (US$) Open High Low Close
14.50 15.45 13.75a 14.80
Settle Settle - Var Change
14.725  N/A 0.20
Contract Volume Total ECRP Open Interest
169 0 237
VX37 U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b15.50 14.25a 0.00
Settle Settle - Var Change
14.975  N/A 0.20
Contract Volume Total ECRP Open Interest
0 0 183
VX U (Sep 16)
Contract Prices (US$) Open High Low Close
15.00 15.73 14.48  15.15
Settle Settle - Var Change
15.125  N/A 0.15
Contract Volume Total ECRP Open Interest
126476 0 243985
VX39 U (Sep 16)
Contract Prices (US$) Open High Low Close
15.00 b15.65 14.65a 15.45
Settle Settle - Var Change
15.250  N/A 0.20
Contract Volume Total ECRP Open Interest
65 0 123
VX40 V (Oct 16)
Contract Prices (US$) Open High Low Close
15.70 b16.05 15.20  15.20
Settle Settle - Var Change
15.675  N/A 0.10
Contract Volume Total ECRP Open Interest
16 0 15
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
16.90 17.45 16.50  17.02
Settle Settle - Var Change
17.025  N/A 0.10
Contract Volume Total ECRP Open Interest
82572 0 125277
VX X (Nov 16)
Contract Prices (US$) Open High Low Close
17.90 18.32 17.57  18.03
Settle Settle - Var Change
18.025  N/A 0.15
Contract Volume Total ECRP Open Interest
18679 0 50272
VX Z (Dec 16)
Contract Prices (US$) Open High Low Close
18.29 18.63 17.99  18.45
Settle Settle - Var Change
18.425  N/A 0.15
Contract Volume Total ECRP Open Interest
7408 0 43765
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
19.37 19.72 19.10  19.51
Settle Settle - Var Change
19.525  N/A 0.15
Contract Volume Total ECRP Open Interest
4259 0 24933
VX G (Feb 17)
Contract Prices (US$) Open High Low Close
19.65 19.98 19.40  19.75
Settle Settle - Var Change
19.775  N/A 0.10
Contract Volume Total ECRP Open Interest
2604 0 11571
VX H (Mar 17)
Contract Prices (US$) Open High Low Close
20.00 20.24 19.72  20.07
Settle Settle - Var Change
20.075  N/A 0.10
Contract Volume Total ECRP Open Interest
904 0 4443
VX J (Apr 17)
Contract Prices (US$) Open High Low Close
20.39 20.67 20.10  20.54
Settle Settle - Var Change
20.525  N/A 0.15
Contract Volume Total ECRP Open Interest
219 0 916
VX K (May 17)
Contract Prices (US$) Open High Low Close
20.50 20.80 20.50  20.80
Settle Settle - Var Change
20.825  N/A 0.33
Contract Volume Total ECRP Open Interest
5 0 5
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b4.70 5.70a 0.00
Settle Settle - Var Change
5.200  N/A 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b4.75 5.75a 0.00
Settle Settle - Var Change
5.250  N/A 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b4.80 5.80a 0.00
Settle Settle - Var Change
5.300  N/A 0.20
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b13.75 11.10a 0.00
Settle Settle - Var Change
12.675  659.1247 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b14.90 13.60a 0.00
Settle Settle - Var Change
14.425  763.1543 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b16.10 15.25a 0.00
Settle Settle - Var Change
15.825  904.7105 0.18
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b17.05 16.35a 0.00
Settle Settle - Var Change
16.775  737.5780 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b17.80 17.25a 0.00
Settle Settle - Var Change
17.575  713.0336 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b18.90 18.55a 0.00
Settle Settle - Var Change
18.775  807.6597 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b20.05 19.85a 0.00
Settle Settle - Var Change
19.925  873.5991 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b21.10 21.15a 0.00
Settle Settle - Var Change
21.175  826.9278 0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b21.85 21.95a 0.00
Settle Settle - Var Change
21.975  927.4821 0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b21.90 22.20a 0.00
Settle Settle - Var Change
22.125  851.6779 0.05
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.