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, April 28, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 233970 0 452942 7179
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 32 0 212 22
CBOE VOLATILITY INDEX 233938 0 452574 7157
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 0 0 156 0
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU K (May 16)
Contract Prices (US$) Open High Low Close
19.10 b19.65 18.70a 19.10
Settle Settle - Var Change
19.575  N/A 0.88
Contract Volume Total ECRP Open Interest
1 0 7
VU M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b21.25 20.70a 0.00
Settle Settle - Var Change
21.250  N/A 0.58
Contract Volume Total ECRP Open Interest
0 0 68
VU N (Jul 16)
Contract Prices (US$) Open High Low Close
21.75 b22.25 21.70  22.20
Settle Settle - Var Change
22.150  N/A 0.23
Contract Volume Total ECRP Open Interest
11 0 72
VU Q (Aug 16)
Contract Prices (US$) Open High Low Close
22.30 b22.85 22.20a 22.40
Settle Settle - Var Change
22.850  N/A 0.55
Contract Volume Total ECRP Open Interest
20 0 65
CBOE VOLATILITY INDEX VX
VX18 K (May 16)
Contract Prices (US$) Open High Low Close
14.40 b15.65 14.00  15.30
Settle Settle - Var Change
15.475  N/A 1.05
Contract Volume Total ECRP Open Interest
85 0 210
VX19 K (May 16)
Contract Prices (US$) Open High Low Close
14.50 b15.90 14.50  15.35
Settle Settle - Var Change
15.750  N/A 1.13
Contract Volume Total ECRP Open Interest
3 0 222
VX K (May 16)
Contract Prices (US$) Open High Low Close
15.50 16.71 15.20  16.50
Settle Settle - Var Change
16.475  N/A 1.00
Contract Volume Total ECRP Open Interest
124406 0 220971
VX21 K (May 16)
Contract Prices (US$) Open High Low Close
16.36 b17.40 16.30a 17.00
Settle Settle - Var Change
17.375  N/A 0.95
Contract Volume Total ECRP Open Interest
5 0 37
VX22 M (Jun 16)
Contract Prices (US$) Open High Low Close
16.85 b17.95 16.85  17.30
Settle Settle - Var Change
17.925  N/A 0.85
Contract Volume Total ECRP Open Interest
82 0 79
VX23 M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b17.80 17.30a 0.00
Settle Settle - Var Change
17.975  N/A 17.98
Contract Volume Total ECRP Open Interest
0 0 0
VX M (Jun 16)
Contract Prices (US$) Open High Low Close
17.60 18.55 17.40  18.47
Settle Settle - Var Change
18.475  N/A 0.85
Contract Volume Total ECRP Open Interest
76080 0 122606
VX N (Jul 16)
Contract Prices (US$) Open High Low Close
18.65 19.43 18.47  19.37
Settle Settle - Var Change
19.375  N/A 0.75
Contract Volume Total ECRP Open Interest
14225 0 36320
VX Q (Aug 16)
Contract Prices (US$) Open High Low Close
19.02 19.74 18.88  19.69
Settle Settle - Var Change
19.675  N/A 0.65
Contract Volume Total ECRP Open Interest
7448 0 32722
VX U (Sep 16)
Contract Prices (US$) Open High Low Close
19.59 20.23 19.45  20.15
Settle Settle - Var Change
20.175  N/A 0.55
Contract Volume Total ECRP Open Interest
5773 0 21551
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
19.92 20.50 19.77  20.40
Settle Settle - Var Change
20.450  N/A 0.53
Contract Volume Total ECRP Open Interest
3728 0 10626
VX X (Nov 16)
Contract Prices (US$) Open High Low Close
20.08 20.65 19.95  20.65
Settle Settle - Var Change
20.600  N/A 0.50
Contract Volume Total ECRP Open Interest
1606 0 5622
VX Z (Dec 16)
Contract Prices (US$) Open High Low Close
19.95 20.45 19.83  20.40
Settle Settle - Var Change
20.400  N/A 0.45
Contract Volume Total ECRP Open Interest
487 0 1587
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
20.40 20.90 20.40  20.90
Settle Settle - Var Change
20.775  N/A 0.18
Contract Volume Total ECRP Open Interest
10 0 21
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY K (May 16)
Contract Prices (US$) Open High Low Close
0.00 b4.75 5.75a 0.00
Settle Settle - Var Change
5.250  N/A -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VXTY M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b4.80 5.80a 0.00
Settle Settle - Var Change
5.300  N/A -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VXTY N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b4.85 5.85a 0.00
Settle Settle - Var Change
5.350  N/A -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b4.90 5.90a 0.00
Settle Settle - Var Change
5.400  N/A -0.15
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA K (May 16)
Contract Prices (US$) Open High Low Close
0.00 b14.00 12.30a 0.00
Settle Settle - Var Change
14.025  509.3711 1.60
Contract Volume Total ECRP Open Interest
0 0 156
VA M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b15.65 14.65a 0.00
Settle Settle - Var Change
15.800  855.4566 1.30
Contract Volume Total ECRP Open Interest
0 0 0
VA N (Jul 16)
Contract Prices (US$) Open High Low Close
0.00 b16.95 16.20a 0.00
Settle Settle - Var Change
17.150  871.8552 1.08
Contract Volume Total ECRP Open Interest
0 0 0
VA Q (Aug 16)
Contract Prices (US$) Open High Low Close
0.00 b17.80 17.15a 0.00
Settle Settle - Var Change
17.975  981.3103 0.98
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b18.40 17.95a 0.00
Settle Settle - Var Change
18.525  737.8542 0.73
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b19.65 19.40a 0.00
Settle Settle - Var Change
19.775  777.0742 0.65
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b20.00 19.65a 0.00
Settle Settle - Var Change
20.175  809.0412 0.55
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b20.50 20.25a 0.00
Settle Settle - Var Change
20.675  945.7623 0.60
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b21.05 20.95a 0.00
Settle Settle - Var Change
21.275  948.2453 0.35
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b21.75 22.10a 0.00
Settle Settle - Var Change
22.075  882.5104 0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b22.60 23.15a 0.00
Settle Settle - Var Change
23.025  925.5167 0.35
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.