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, September 21, 2017


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 209475 0 641514 1421
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 48 0 66 0
CBOE VOLATILITY INDEX 209427 0 637967 1421
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 0 0 3481 0
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU V (Oct 17)
Contract Prices (US$) Open High Low Close
15.80 b15.85 15.70  15.70
Settle Settle - Var Change
15.750  N/A -0.03
Contract Volume Total ECRP Open Interest
44 0 43
VU X (Nov 17)
Contract Prices (US$) Open High Low Close
16.80 16.80 16.75  16.75
Settle Settle - Var Change
16.825  N/A -0.03
Contract Volume Total ECRP Open Interest
2 0 20
VU Z (Dec 17)
Contract Prices (US$) Open High Low Close
17.15 17.15 17.00a 17.15
Settle Settle - Var Change
17.050  N/A 0.08
Contract Volume Total ECRP Open Interest
2 0 3
CBOE VOLATILITY INDEX VX
VX39 U (Sep 17)
Contract Prices (US$) Open High Low Close
10.70 10.85 10.45  10.60
Settle Settle - Var Change
10.575  N/A -0.03
Contract Volume Total ECRP Open Interest
171 0 536
VX40 V (Oct 17)
Contract Prices (US$) Open High Low Close
11.20 11.55 11.15  11.20
Settle Settle - Var Change
11.250  N/A -0.18
Contract Volume Total ECRP Open Interest
104 0 327
VX41 V (Oct 17)
Contract Prices (US$) Open High Low Close
11.95 11.95 11.70a 11.80
Settle Settle - Var Change
11.750  N/A 0.30
Contract Volume Total ECRP Open Interest
4 0 49
VX V (Oct 17)
Contract Prices (US$) Open High Low Close
12.30 12.50 12.25  12.35
Settle Settle - Var Change
12.325  N/A 0.05
Contract Volume Total ECRP Open Interest
102918 0 350561
VX43 V (Oct 17)
Contract Prices (US$) Open High Low Close
12.45 12.50 12.40a 12.50
Settle Settle - Var Change
12.425  N/A 0.03
Contract Volume Total ECRP Open Interest
6 0 145
VX44 X (Nov 17)
Contract Prices (US$) Open High Low Close
12.70 12.85 12.50  12.50
Settle Settle - Var Change
12.650  N/A 0.40
Contract Volume Total ECRP Open Interest
5 0 0
VX X (Nov 17)
Contract Prices (US$) Open High Low Close
13.20 13.30 13.10  13.26
Settle Settle - Var Change
13.275  N/A 0.10
Contract Volume Total ECRP Open Interest
60301 0 111583
VX Z (Dec 17)
Contract Prices (US$) Open High Low Close
13.75 13.86 13.65  13.85
Settle Settle - Var Change
13.825  N/A 0.05
Contract Volume Total ECRP Open Interest
21086 0 66531
VX F (Jan 18)
Contract Prices (US$) Open High Low Close
15.00 15.05 14.85  15.00
Settle Settle - Var Change
15.025  N/A 0.05
Contract Volume Total ECRP Open Interest
11512 0 47983
VX G (Feb 18)
Contract Prices (US$) Open High Low Close
15.40 15.40 15.25  15.38
Settle Settle - Var Change
15.375  N/A 0.05
Contract Volume Total ECRP Open Interest
7116 0 30745
VX H (Mar 18)
Contract Prices (US$) Open High Low Close
15.87 15.95 15.77  15.92
Settle Settle - Var Change
15.925  N/A 0.10
Contract Volume Total ECRP Open Interest
4300 0 23115
VX J (Apr 18)
Contract Prices (US$) Open High Low Close
16.35 16.40 16.22  16.38
Settle Settle - Var Change
16.375  N/A 0.10
Contract Volume Total ECRP Open Interest
1526 0 4366
VX K (May 18)
Contract Prices (US$) Open High Low Close
16.70 16.75 16.58  16.73
Settle Settle - Var Change
16.725  N/A 0.10
Contract Volume Total ECRP Open Interest
378 0 2026
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b3.50 4.50a 0.00
Settle Settle - Var Change
4.000  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY V (Oct 17)
Contract Prices (US$) Open High Low Close
0.00 b3.55 4.55a 0.00
Settle Settle - Var Change
4.050  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY X (Nov 17)
Contract Prices (US$) Open High Low Close
0.00 b3.60 4.60a 0.00
Settle Settle - Var Change
4.100  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b3.65 4.65a 0.00
Settle Settle - Var Change
4.150  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA V (Oct 17)
Contract Prices (US$) Open High Low Close
0.00 b9.35 9.35a 0.00
Settle Settle - Var Change
9.100  877.5254 0.05
Contract Volume Total ECRP Open Interest
0 0 3481
VA X (Nov 17)
Contract Prices (US$) Open High Low Close
0.00 b11.00 11.20a 0.00
Settle Settle - Var Change
10.900  927.5846 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b12.05 12.40a 0.00
Settle Settle - Var Change
12.150  668.7771 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b13.10 13.50a 0.00
Settle Settle - Var Change
13.275  637.4196 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 18)
Contract Prices (US$) Open High Low Close
0.00 b14.35 14.85a 0.00
Settle Settle - Var Change
14.575  828.4355 0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b15.55 15.95a 0.00
Settle Settle - Var Change
15.825  623.2275 0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 18)
Contract Prices (US$) Open High Low Close
0.00 b16.35 16.45a 0.00
Settle Settle - Var Change
16.425  986.4210 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b16.70 17.30a 0.00
Settle Settle - Var Change
17.025  625.3228 -0.28
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 19)
Contract Prices (US$) Open High Low Close
0.00 b16.85 16.95a 0.00
Settle Settle - Var Change
16.925  990.0179 -0.28
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 19)
Contract Prices (US$) Open High Low Close
0.00 b17.20 17.65a 0.00
Settle Settle - Var Change
17.575  979.0723 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 19)
Contract Prices (US$) Open High Low Close
0.00 b17.40 17.95a 0.00
Settle Settle - Var Change
17.675  750.9105 0.00
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.