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, September 23, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 228466 583 479195 -1936
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 30 0 132 -14
CBOE VOLATILITY INDEX 228436 583 479063 -1922
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 V (Oct 16)
Contract Prices (US$) Open High Low Close
19.50 b19.65 19.35a 19.50
Settle Settle - Var Change
19.800  N/A 0.53
Contract Volume Total ECRP Open Interest
15 0 47
VU X (Nov 16)
Contract Prices (US$) Open High Low Close
20.45 b20.65 20.45  20.45
Settle Settle - Var Change
20.800  N/A 0.38
Contract Volume Total ECRP Open Interest
15 0 82
VU Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b20.90 20.80a 0.00
Settle Settle - Var Change
21.075  N/A 0.33
Contract Volume Total ECRP Open Interest
0 0 3
CBOE VOLATILITY INDEX VX
VX39 U (Sep 16)
Contract Prices (US$) Open High Low Close
13.15 13.45 12.95  13.20
Settle Settle - Var Change
13.225  N/A 0.13
Contract Volume Total ECRP Open Interest
94 0 925
VX40 V (Oct 16)
Contract Prices (US$) Open High Low Close
13.95 b14.15 13.75a 14.00
Settle Settle - Var Change
13.925  N/A 0.05
Contract Volume Total ECRP Open Interest
29 0 519
VX41 V (Oct 16)
Contract Prices (US$) Open High Low Close
14.95 15.30 14.95  15.15
Settle Settle - Var Change
15.225  N/A 0.05
Contract Volume Total ECRP Open Interest
12 0 243
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
15.35 15.60 15.20  15.55
Settle Settle - Var Change
15.575  N/A 0.25
Contract Volume Total ECRP Open Interest
125469 583 252203
VX43 V (Oct 16)
Contract Prices (US$) Open High Low Close
15.85 b15.95 15.70  15.70
Settle Settle - Var Change
15.975  N/A 0.10
Contract Volume Total ECRP Open Interest
7 0 37
VX44 X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b16.60 16.40a 0.00
Settle Settle - Var Change
16.650  N/A 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VX X (Nov 16)
Contract Prices (US$) Open High Low Close
16.85 17.10 16.70  17.06
Settle Settle - Var Change
17.075  N/A 0.20
Contract Volume Total ECRP Open Interest
62558 0 95484
VX Z (Dec 16)
Contract Prices (US$) Open High Low Close
17.63 17.78 17.40  17.73
Settle Settle - Var Change
17.725  N/A 0.10
Contract Volume Total ECRP Open Interest
23479 0 58507
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
18.87 18.95 18.60  18.95
Settle Settle - Var Change
18.925  N/A 0.05
Contract Volume Total ECRP Open Interest
10129 0 33444
VX G (Feb 17)
Contract Prices (US$) Open High Low Close
19.23 19.35 19.05  19.35
Settle Settle - Var Change
19.350  N/A 0.08
Contract Volume Total ECRP Open Interest
3839 0 17743
VX H (Mar 17)
Contract Prices (US$) Open High Low Close
19.53 19.65 19.38  19.65
Settle Settle - Var Change
19.675  N/A 0.10
Contract Volume Total ECRP Open Interest
1945 0 12355
VX J (Apr 17)
Contract Prices (US$) Open High Low Close
19.95 20.15 19.89  20.15
Settle Settle - Var Change
20.175  N/A 0.15
Contract Volume Total ECRP Open Interest
689 0 6259
VX K (May 17)
Contract Prices (US$) Open High Low Close
20.05 20.25 20.02  20.25
Settle Settle - Var Change
20.225  N/A 0.13
Contract Volume Total ECRP Open Interest
186 0 1344
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b4.00 5.00a 0.00
Settle Settle - Var Change
4.500  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b4.05 5.05a 0.00
Settle Settle - Var Change
4.550  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b4.10 5.10a 0.00
Settle Settle - Var Change
4.600  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA V (Oct 16)
Contract Prices (US$) Open High Low Close
0.00 b12.25 12.00a 0.00
Settle Settle - Var Change
12.175  745.3344 0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA X (Nov 16)
Contract Prices (US$) Open High Low Close
0.00 b14.50 14.45a 0.00
Settle Settle - Var Change
14.550  873.9675 0.30
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b15.75 15.85a 0.00
Settle Settle - Var Change
15.875  732.9211 0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b16.80 16.85a 0.00
Settle Settle - Var Change
16.900  700.6460 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b17.95 18.15a 0.00
Settle Settle - Var Change
18.125  783.7836 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b19.20 19.50a 0.00
Settle Settle - Var Change
19.450  858.9322 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b20.10 20.35a 0.00
Settle Settle - Var Change
20.300  896.6607 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b20.70 21.05a 0.00
Settle Settle - Var Change
20.825  814.3908 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b20.80 21.15a 0.00
Settle Settle - Var Change
20.950  975.9412 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b21.45 21.85a 0.00
Settle Settle - Var Change
21.675  905.1562 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b22.15 22.25a 0.00
Settle Settle - Var Change
22.275  849.1393 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.