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 Wednesday, January 18, 2017


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 267778 0 513228 -24954
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 2 0 169 1
CBOE VOLATILITY INDEX 267776 0 513059 -24955
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 F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 0.00 0.00  0.00
Settle Settle - Var Change
21.850* N/A 2.80
Contract Volume Total ECRP Open Interest
0 0 64
VU G (Feb 17)
Contract Prices (US$) Open High Low Close
20.55 b20.70 20.30a 20.55
Settle Settle - Var Change
20.225  N/A -0.35
Contract Volume Total ECRP Open Interest
1 0 16
VU H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b21.60 21.25a 0.00
Settle Settle - Var Change
21.125  N/A -0.53
Contract Volume Total ECRP Open Interest
0 0 48
VU J (Apr 17)
Contract Prices (US$) Open High Low Close
22.50 b22.75 22.45a 22.50
Settle Settle - Var Change
22.350  N/A -0.50
Contract Volume Total ECRP Open Interest
1 0 41
CBOE VOLATILITY INDEX VX
VX F (Jan 17)
Contract Prices (US$) Open High Low Close
12.15 12.25 11.70  11.86
Settle Settle - Var Change
12.520* N/A 0.35
Contract Volume Total ECRP Open Interest
4046 0 42687
VX04 F (Jan 17)
Contract Prices (US$) Open High Low Close
12.70 13.05 12.60  12.95
Settle Settle - Var Change
12.875  N/A 0.13
Contract Volume Total ECRP Open Interest
75 0 351
VX05 G (Feb 17)
Contract Prices (US$) Open High Low Close
13.35 b13.65 13.25a 13.30
Settle Settle - Var Change
13.375  N/A -0.08
Contract Volume Total ECRP Open Interest
145 0 146
VX06 G (Feb 17)
Contract Prices (US$) Open High Low Close
13.85 b14.00 13.80  13.80
Settle Settle - Var Change
13.950  N/A 0.08
Contract Volume Total ECRP Open Interest
3 0 2
VX G (Feb 17)
Contract Prices (US$) Open High Low Close
14.20 14.35 13.95  14.20
Settle Settle - Var Change
14.175  N/A 0.00
Contract Volume Total ECRP Open Interest
134665 0 282109
VX08 G (Feb 17)
Contract Prices (US$) Open High Low Close
15.15 b15.20 15.05a 15.10
Settle Settle - Var Change
15.200  N/A 0.03
Contract Volume Total ECRP Open Interest
2 0 15
VX09 H (Mar 17)
Contract Prices (US$) Open High Low Close
15.45 b15.55 15.45  15.45
Settle Settle - Var Change
15.575  N/A -0.03
Contract Volume Total ECRP Open Interest
5 0 10
VX H (Mar 17)
Contract Prices (US$) Open High Low Close
15.70 15.80 15.40  15.61
Settle Settle - Var Change
15.625  N/A -0.10
Contract Volume Total ECRP Open Interest
71221 0 82152
VX J (Apr 17)
Contract Prices (US$) Open High Low Close
17.00 17.10 16.65  16.80
Settle Settle - Var Change
16.825  N/A -0.20
Contract Volume Total ECRP Open Interest
27094 0 33301
VX K (May 17)
Contract Prices (US$) Open High Low Close
17.74 17.78 17.40  17.55
Settle Settle - Var Change
17.525  N/A -0.20
Contract Volume Total ECRP Open Interest
10074 0 33320
VX M (Jun 17)
Contract Prices (US$) Open High Low Close
18.25 18.30 17.95  18.10
Settle Settle - Var Change
18.125  N/A -0.10
Contract Volume Total ECRP Open Interest
9986 0 18298
VX N (Jul 17)
Contract Prices (US$) Open High Low Close
18.91 18.95 18.63  18.82
Settle Settle - Var Change
18.825  N/A -0.05
Contract Volume Total ECRP Open Interest
7792 0 15609
VX Q (Aug 17)
Contract Prices (US$) Open High Low Close
19.05 19.13 18.87  19.04
Settle Settle - Var Change
19.025  N/A -0.03
Contract Volume Total ECRP Open Interest
1830 0 4162
VX U (Sep 17)
Contract Prices (US$) Open High Low Close
19.50 19.60 19.43  19.54
Settle Settle - Var Change
19.550  N/A 0.00
Contract Volume Total ECRP Open Interest
838 0 897
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b5.20 6.20a 0.00
Settle Settle - Var Change
5.700  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY G (Feb 17)
Contract Prices (US$) Open High Low Close
0.00 b5.25 6.25a 0.00
Settle Settle - Var Change
5.750  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b5.30 6.30a 0.00
Settle Settle - Var Change
5.800  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VXTY J (Apr 17)
Contract Prices (US$) Open High Low Close
0.00 b5.35 6.35a 0.00
Settle Settle - Var Change
5.850  N/A -0.20
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA F (Jan 17)
Contract Prices (US$) Open High Low Close
0.00 b9.15 8.75a 0.00
Settle Settle - Var Change
8.475  649.3502 0.13
Contract Volume Total ECRP Open Interest
0 0 0
VA G (Feb 17)
Contract Prices (US$) Open High Low Close
0.00 b12.40 12.40a 0.00
Settle Settle - Var Change
12.125  807.0228 0.50
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 17)
Contract Prices (US$) Open High Low Close
0.00 b14.00 13.80a 0.00
Settle Settle - Var Change
13.725  680.1540 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA J (Apr 17)
Contract Prices (US$) Open High Low Close
0.00 b15.25 15.20a 0.00
Settle Settle - Var Change
14.975  914.6747 -0.03
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b16.80 16.85a 0.00
Settle Settle - Var Change
16.550  789.3777 -0.13
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b18.20 18.30a 0.00
Settle Settle - Var Change
18.075  733.3935 -0.03
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b19.30 19.35a 0.00
Settle Settle - Var Change
19.025  755.2602 -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b19.30 19.40a 0.00
Settle Settle - Var Change
19.100  837.4610 -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b20.25 20.60a 0.00
Settle Settle - Var Change
20.275  802.3650 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b21.20 21.30a 0.00
Settle Settle - Var Change
21.000  772.2441 -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 19)
Contract Prices (US$) Open High Low Close
0.00 b21.15 21.75a 0.00
Settle Settle - Var Change
21.450  946.3996 -0.10
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.