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, August 17, 2017


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 698160 895 570400 8431
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 119 0 279 77
CBOE VOLATILITY INDEX 696529 895 567963 6842
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 1512 0 2158 1512
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU U (Sep 17)
Contract Prices (US$) Open High Low Close
19.05 19.65 17.95a 19.55
Settle Settle - Var Change
19.300  N/A 1.48
Contract Volume Total ECRP Open Interest
47 0 67
VU V (Oct 17)
Contract Prices (US$) Open High Low Close
18.75 19.15 18.30a 19.15
Settle Settle - Var Change
19.125  N/A 0.95
Contract Volume Total ECRP Open Interest
25 0 70
VU X (Nov 17)
Contract Prices (US$) Open High Low Close
18.95 19.35 18.75a 19.35
Settle Settle - Var Change
19.275  N/A 0.58
Contract Volume Total ECRP Open Interest
47 0 142
CBOE VOLATILITY INDEX VX
VX34 Q (Aug 17)
Contract Prices (US$) Open High Low Close
12.15 15.00 12.15  14.95
Settle Settle - Var Change
14.875  N/A 2.88
Contract Volume Total ECRP Open Interest
132 0 467
VX35 Q (Aug 17)
Contract Prices (US$) Open High Low Close
13.10 14.80 12.45a 14.70
Settle Settle - Var Change
14.750  N/A 2.48
Contract Volume Total ECRP Open Interest
101 0 332
VX36 U (Sep 17)
Contract Prices (US$) Open High Low Close
13.10 b15.00 12.75a 14.75
Settle Settle - Var Change
14.775  N/A 2.23
Contract Volume Total ECRP Open Interest
8 0 142
VX37 U (Sep 17)
Contract Prices (US$) Open High Low Close
13.55 b15.05 12.90a 14.00
Settle Settle - Var Change
14.775  N/A 2.00
Contract Volume Total ECRP Open Interest
3 0 317
VX U (Sep 17)
Contract Prices (US$) Open High Low Close
13.10 15.45 12.95  14.92
Settle Settle - Var Change
14.925  N/A 1.85
Contract Volume Total ECRP Open Interest
418881 858 309376
VX39 U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b15.20 13.50a 0.00
Settle Settle - Var Change
15.000  N/A 1.70
Contract Volume Total ECRP Open Interest
0 0 0
VX V (Oct 17)
Contract Prices (US$) Open High Low Close
13.78 15.38 13.71  15.00
Settle Settle - Var Change
15.025  N/A 1.25
Contract Volume Total ECRP Open Interest
164719 37 84254
VX X (Nov 17)
Contract Prices (US$) Open High Low Close
14.25 15.53 14.18  15.25
Settle Settle - Var Change
15.225  N/A 1.00
Contract Volume Total ECRP Open Interest
52428 0 47693
VX Z (Dec 17)
Contract Prices (US$) Open High Low Close
14.43 15.50 14.35  15.15
Settle Settle - Var Change
15.175  N/A 0.75
Contract Volume Total ECRP Open Interest
31310 0 53893
VX F (Jan 18)
Contract Prices (US$) Open High Low Close
15.52 16.42 15.45  16.15
Settle Settle - Var Change
16.125  N/A 0.60
Contract Volume Total ECRP Open Interest
15512 0 32628
VX G (Feb 18)
Contract Prices (US$) Open High Low Close
15.85 16.67 15.75  16.39
Settle Settle - Var Change
16.375  N/A 0.55
Contract Volume Total ECRP Open Interest
9734 0 24209
VX H (Mar 18)
Contract Prices (US$) Open High Low Close
16.30 17.06 16.28  16.81
Settle Settle - Var Change
16.825  N/A 0.55
Contract Volume Total ECRP Open Interest
3085 0 13297
VX J (Apr 18)
Contract Prices (US$) Open High Low Close
16.60 17.35 16.60  17.16
Settle Settle - Var Change
17.200  N/A 0.58
Contract Volume Total ECRP Open Interest
616 0 1355
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b3.50 4.50a 0.00
Settle Settle - Var Change
4.000  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY U (Sep 17)
Contract Prices (US$) 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 V (Oct 17)
Contract Prices (US$) Open High Low Close
0.00 b3.60 4.60a 0.00
Settle Settle - Var Change
4.100  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY X (Nov 17)
Contract Prices (US$) 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 Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b13.20 10.30a 0.00
Settle Settle - Var Change
9.750  828.5443 2.85
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
14.30 b15.15 12.30a 14.30
Settle Settle - Var Change
15.600  567.5883 4.35
Contract Volume Total ECRP Open Interest
462 0 462
VA V (Oct 17)
Contract Prices (US$) Open High Low Close
13.80 b15.05 13.15a 13.80
Settle Settle - Var Change
15.425  968.9951 2.75
Contract Volume Total ECRP Open Interest
1050 0 1696
VA X (Nov 17)
Contract Prices (US$) Open High Low Close
0.00 b15.30 13.85a 0.00
Settle Settle - Var Change
15.600  1047.1692 2.23
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b15.65 14.60a 0.00
Settle Settle - Var Change
16.025  684.3031 1.80
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b15.70 14.95a 0.00
Settle Settle - Var Change
16.025  671.7697 1.43
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 18)
Contract Prices (US$) Open High Low Close
0.00 b16.35 15.70a 0.00
Settle Settle - Var Change
16.675  882.5268 1.30
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b16.80 16.40a 0.00
Settle Settle - Var Change
17.075  650.0208 1.03
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b17.05 17.05a 0.00
Settle Settle - Var Change
17.375  638.0299 0.45
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 19)
Contract Prices (US$) Open High Low Close
0.00 b17.10 17.40a 0.00
Settle Settle - Var Change
17.425  986.7488 0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 19)
Contract Prices (US$) Open High Low Close
0.00 b17.55 17.80a 0.00
Settle Settle - Var Change
17.675  758.6730 0.30
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.