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, February 11, 2016


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 401201 2261 290105 27301
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 3 0 64 -2
CBOE VOLATILITY INDEX 401198 2261 290041 27303
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 G (Feb 16)
Contract Prices (US$) Open High Low Close
31.60 b32.90 31.60  31.60
Settle Settle - Var Change
31.950  N/A 1.70
Contract Volume Total ECRP Open Interest
1 0 27
VU H (Mar 16)
Contract Prices (US$) Open High Low Close
29.90 b29.95 29.35a 29.90
Settle Settle - Var Change
29.400  N/A 1.13
Contract Volume Total ECRP Open Interest
2 0 1
VU J (Apr 16)
Contract Prices (US$) Open High Low Close
0.00 b29.30 28.40a 0.00
Settle Settle - Var Change
28.475  N/A 0.68
Contract Volume Total ECRP Open Interest
0 0 0
VU K (May 16)
Contract Prices (US$) Open High Low Close
0.00 b28.25 27.80a 0.00
Settle Settle - Var Change
28.075  N/A 0.73
Contract Volume Total ECRP Open Interest
0 0 36
CBOE VOLATILITY INDEX VX
VX G (Feb 16)
Contract Prices (US$) Open High Low Close
26.25 29.45 26.25  28.15
Settle Settle - Var Change
28.125  N/A 1.85
Contract Volume Total ECRP Open Interest
161062 357 52138
VX08 G (Feb 16)
Contract Prices (US$) Open High Low Close
28.07 b28.50 26.40a 27.60
Settle Settle - Var Change
27.400  N/A 1.35
Contract Volume Total ECRP Open Interest
167 0 313
VX09 H (Mar 16)
Contract Prices (US$) Open High Low Close
27.10 b27.50 25.70a 26.70
Settle Settle - Var Change
26.625  N/A 1.45
Contract Volume Total ECRP Open Interest
31 0 174
VX10 H (Mar 16)
Contract Prices (US$) Open High Low Close
26.60 b27.15 25.45a 26.20
Settle Settle - Var Change
26.250  N/A 1.33
Contract Volume Total ECRP Open Interest
10 0 15
VX H (Mar 16)
Contract Prices (US$) Open High Low Close
24.65 26.92 24.65  25.80
Settle Settle - Var Change
25.775  N/A 1.15
Contract Volume Total ECRP Open Interest
161657 1904 140402
VX12 H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b26.30 24.75a 0.00
Settle Settle - Var Change
25.525  N/A 1.28
Contract Volume Total ECRP Open Interest
0 0 10
VX13 H (Mar 16)
Contract Prices (US$) Open High Low Close
25.80 b26.70 25.20a 25.80
Settle Settle - Var Change
25.900  N/A 1.18
Contract Volume Total ECRP Open Interest
10 0 10
VX14 J (Apr 16)
Contract Prices (US$) Open High Low Close
0.00 b26.20 25.70a 0.00
Settle Settle - Var Change
25.775  N/A 25.78
Contract Volume Total ECRP Open Interest
0 0 0
VX J (Apr 16)
Contract Prices (US$) Open High Low Close
24.13 26.10 24.13  25.25
Settle Settle - Var Change
25.225  N/A 1.13
Contract Volume Total ECRP Open Interest
39347 0 29829
VX K (May 16)
Contract Prices (US$) Open High Low Close
23.70 25.45 23.70  24.75
Settle Settle - Var Change
24.725  N/A 1.05
Contract Volume Total ECRP Open Interest
15158 0 19517
VX M (Jun 16)
Contract Prices (US$) Open High Low Close
23.50 25.13 23.50  24.49
Settle Settle - Var Change
24.475  N/A 1.00
Contract Volume Total ECRP Open Interest
10644 0 17782
VX N (Jul 16)
Contract Prices (US$) Open High Low Close
23.57 25.05 23.55  24.47
Settle Settle - Var Change
24.450  N/A 0.93
Contract Volume Total ECRP Open Interest
6983 0 14850
VX Q (Aug 16)
Contract Prices (US$) Open High Low Close
23.35 24.73 23.35  24.23
Settle Settle - Var Change
24.225  N/A 0.90
Contract Volume Total ECRP Open Interest
3972 0 10892
VX U (Sep 16)
Contract Prices (US$) Open High Low Close
23.59 24.80 23.45  24.25
Settle Settle - Var Change
24.325  N/A 0.83
Contract Volume Total ECRP Open Interest
2151 0 4064
VX V (Oct 16)
Contract Prices (US$) Open High Low Close
23.75 b24.40 23.60a 24.25
Settle Settle - Var Change
24.350  N/A 0.85
Contract Volume Total ECRP Open Interest
6 0 45
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY G (Feb 16)
Contract Prices (US$) Open High Low Close
0.00 b6.50 8.50a 0.00
Settle Settle - Var Change
7.500  N/A 1.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b6.50 8.55a 0.00
Settle Settle - Var Change
7.525  N/A 0.98
Contract Volume Total ECRP Open Interest
0 0 0
VXTY J (Apr 16)
Contract Prices (US$) Open High Low Close
0.00 b6.55 8.60a 0.00
Settle Settle - Var Change
7.575  N/A 1.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY K (May 16)
Contract Prices (US$) Open High Low Close
0.00 b6.60 8.65a 0.00
Settle Settle - Var Change
7.625  N/A 1.00
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA G (Feb 16)
Contract Prices (US$) Open High Low Close
0.00 b27.80 29.35a 0.00
Settle Settle - Var Change
28.075  984.9431 3.78
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 16)
Contract Prices (US$) Open High Low Close
0.00 b28.30 28.25a 0.00
Settle Settle - Var Change
27.925  946.1583 2.75
Contract Volume Total ECRP Open Interest
0 0 0
VA J (Apr 16)
Contract Prices (US$) Open High Low Close
0.00 b27.85 27.90a 0.00
Settle Settle - Var Change
27.575  1094.2360 2.20
Contract Volume Total ECRP Open Interest
0 0 0
VA K (May 16)
Contract Prices (US$) Open High Low Close
0.00 b28.00 27.80a 0.00
Settle Settle - Var Change
27.525  975.9391 1.95
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 16)
Contract Prices (US$) Open High Low Close
0.00 b28.15 28.20a 0.00
Settle Settle - Var Change
27.800  955.7497 1.88
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 16)
Contract Prices (US$) Open High Low Close
0.00 b27.55 27.75a 0.00
Settle Settle - Var Change
27.375  1019.4597 1.68
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 16)
Contract Prices (US$) Open High Low Close
0.00 b27.15 27.55a 0.00
Settle Settle - Var Change
27.175  891.5984 1.50
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b27.15 27.45a 0.00
Settle Settle - Var Change
27.125  1077.3439 1.45
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b26.65 27.15a 0.00
Settle Settle - Var Change
26.975  1163.0358 1.30
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b26.40 26.90a 0.00
Settle Settle - Var Change
26.600  1039.8237 0.98
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b26.35 26.85a 0.00
Settle Settle - Var Change
26.525  1112.8857 0.75
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.