Cboe Futures Exchange Daily Market Statistics

CFE data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed. Your use of CFE data is subject to the Terms and Conditions of Cboe's Websites.

CFE historical Market Statistics Summary files can be accessed from the calendar below:

CFE Futures Price & Volume Detail for Tuesday, January 16, 2018


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 625066 308 672670 13877
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 59 0 115 -33
CBOE VOLATILITY INDEX 607733 308 654223 10719
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
CFE BITCOIN FUTURES 13918 0 4736 -165
S&P 500 VARIANCE FUTURES 3356 0 13596 3356
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU F (Jan 18)
Contract Prices (US$) Open High Low Close
14.75 b16.10 14.50a 15.55
Settle Settle - Var Change
15.675  N/A 1.23
Contract Volume Total ECRP Open Interest
57 0 14
VU G (Feb 18)
Contract Prices (US$) Open High Low Close
16.25 b16.90 16.15a 16.25
Settle Settle - Var Change
16.650  N/A 0.50
Contract Volume Total ECRP Open Interest
1 0 54
VU H (Mar 18)
Contract Prices (US$) Open High Low Close
0.00 b17.55 17.00a 0.00
Settle Settle - Var Change
17.350  N/A 0.33
Contract Volume Total ECRP Open Interest
0 0 29
VU J (Apr 18)
Contract Prices (US$) Open High Low Close
18.00 b18.15 17.80a 18.00
Settle Settle - Var Change
18.000  N/A 0.28
Contract Volume Total ECRP Open Interest
1 0 18
CBOE VOLATILITY INDEX VX
VX F (Jan 18)
Contract Prices (US$) Open High Low Close
10.60 12.25 10.35  11.77
Settle Settle - Var Change
11.775  N/A 1.20
Contract Volume Total ECRP Open Interest
174822 18 58182
VX04 F (Jan 18)
Contract Prices (US$) Open High Low Close
10.58 11.80 10.58  11.20
Settle Settle - Var Change
11.200  N/A 0.58
Contract Volume Total ECRP Open Interest
196 0 318
VX05 F (Jan 18)
Contract Prices (US$) Open High Low Close
11.15 b12.00 11.05a 11.70
Settle Settle - Var Change
11.625  N/A 0.68
Contract Volume Total ECRP Open Interest
16 0 37
VX06 G (Feb 18)
Contract Prices (US$) Open High Low Close
11.45 b12.25 11.45  11.85
Settle Settle - Var Change
11.925  N/A 0.58
Contract Volume Total ECRP Open Interest
3 0 66
VX G (Feb 18)
Contract Prices (US$) Open High Low Close
11.80 12.38 11.45  12.10
Settle Settle - Var Change
12.075  N/A 0.40
Contract Volume Total ECRP Open Interest
275227 290 363217
VX08 G (Feb 18)
Contract Prices (US$) Open High Low Close
12.60 b12.80 12.20a 12.65
Settle Settle - Var Change
12.575  N/A 0.50
Contract Volume Total ECRP Open Interest
12 0 85
VX09 G (Feb 18)
Contract Prices (US$) Open High Low Close
12.25 b12.95 12.25  12.70
Settle Settle - Var Change
12.750  N/A 0.45
Contract Volume Total ECRP Open Interest
20 0 20
VX H (Mar 18)
Contract Prices (US$) Open High Low Close
12.35 12.99 12.20  12.71
Settle Settle - Var Change
12.725  N/A 0.35
Contract Volume Total ECRP Open Interest
88935 0 96806
VX J (Apr 18)
Contract Prices (US$) Open High Low Close
13.00 13.55 12.87  13.34
Settle Settle - Var Change
13.325  N/A 0.35
Contract Volume Total ECRP Open Interest
30810 0 49459
VX K (May 18)
Contract Prices (US$) Open High Low Close
13.45 14.03 13.35  13.83
Settle Settle - Var Change
13.825  N/A 0.35
Contract Volume Total ECRP Open Interest
18670 0 39863
VX M (Jun 18)
Contract Prices (US$) Open High Low Close
13.89 14.49 13.80  14.32
Settle Settle - Var Change
14.325  N/A 0.40
Contract Volume Total ECRP Open Interest
10816 0 23812
VX N (Jul 18)
Contract Prices (US$) Open High Low Close
14.48 15.08 14.40  14.92
Settle Settle - Var Change
14.925  N/A 0.40
Contract Volume Total ECRP Open Interest
6572 0 14729
VX Q (Aug 18)
Contract Prices (US$) Open High Low Close
14.83 15.45 14.80  15.35
Settle Settle - Var Change
15.325  N/A 0.43
Contract Volume Total ECRP Open Interest
1236 0 6542
VX U (Sep 18)
Contract Prices (US$) Open High Low Close
15.38 15.91 15.38  15.88
Settle Settle - Var Change
15.850  N/A 0.40
Contract Volume Total ECRP Open Interest
398 0 1087
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b3.10 4.10a 0.00
Settle Settle - Var Change
3.600  N/A 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VXTY G (Feb 18)
Contract Prices (US$) Open High Low Close
0.00 b3.15 4.15a 0.00
Settle Settle - Var Change
3.650  N/A 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VXTY H (Mar 18)
Contract Prices (US$) Open High Low Close
0.00 b3.20 4.20a 0.00
Settle Settle - Var Change
3.700  N/A 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VXTY J (Apr 18)
Contract Prices (US$) Open High Low Close
0.00 b3.25 4.25a 0.00
Settle Settle - Var Change
3.750  N/A 0.10
Contract Volume Total ECRP Open Interest
0 0 0
CFE BITCOIN FUTURES XBT
XBT F (Jan 18)
Contract Prices (US$) Open High Low Close
13650.00 14300.00 10930.00  11070.00
Settle Settle - Var Change
11055.000  N/A -2745.00
Contract Volume Total ECRP Open Interest
9952 0 1966
XBT G (Feb 18)
Contract Prices (US$) Open High Low Close
13620.00 14310.00 11000.00  11080.00
Settle Settle - Var Change
11110.000  N/A -2700.00
Contract Volume Total ECRP Open Interest
3001 0 1587
XBT H (Mar 18)
Contract Prices (US$) Open High Low Close
13850.00 14250.00 11030.00  11340.00
Settle Settle - Var Change
11125.000  N/A -2685.00
Contract Volume Total ECRP Open Interest
965 0 1183
S&P 500 VARIANCE FUTURES VA
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b11.20 8.50a 0.00
Settle Settle - Var Change
11.625  604.8098 2.75
Contract Volume Total ECRP Open Interest
0 0 9252
VA G (Feb 18)
Contract Prices (US$) Open High Low Close
10.30 b11.30 10.30  11.10
Settle Settle - Var Change
11.075  899.5678 1.00
Contract Volume Total ECRP Open Interest
3356 0 4344
VA H (Mar 18)
Contract Prices (US$) Open High Low Close
0.00 b12.30 12.00a 0.00
Settle Settle - Var Change
12.375  763.1947 0.95
Contract Volume Total ECRP Open Interest
0 0 0
VA J (Apr 18)
Contract Prices (US$) Open High Low Close
0.00 b13.20 13.05a 0.00
Settle Settle - Var Change
13.275  937.5599 0.85
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b14.50 14.35a 0.00
Settle Settle - Var Change
14.575  582.0595 0.70
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 18)
Contract Prices (US$) Open High Low Close
0.00 b15.30 15.35a 0.00
Settle Settle - Var Change
15.525  895.8292 0.65
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b16.00 16.10a 0.00
Settle Settle - Var Change
16.225  592.2631 0.60
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 19)
Contract Prices (US$) Open High Low Close
0.00 b15.95 16.10a 0.00
Settle Settle - Var Change
16.125  912.4887 0.60
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 19)
Contract Prices (US$) Open High Low Close
0.00 b16.50 16.40a 0.00
Settle Settle - Var Change
16.675  978.5542 0.45
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 19)
Contract Prices (US$) Open High Low Close
0.00 b17.25 17.40a 0.00
Settle Settle - Var Change
17.375  932.7911 0.55
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 19)
Contract Prices (US$) Open High Low Close
0.00 b17.80 17.95a 0.00
Settle Settle - Var Change
17.925  730.5059 -0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 20)
Contract Prices (US$) Open High Low Close
0.00 b19.25 19.65a 0.00
Settle Settle - Var Change
19.425  1004.4204 0.40
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.

Special Offers
*Third Party Advertisements

Advertisement Advertisement