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 Tuesday, May 23, 2017


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 230702 600 545216 9338
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 0 0 107 0
CBOE VOLATILITY INDEX 230702 600 526897 9338
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 0 0 18212 0
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b17.75 17.55a 0.00
Settle Settle - Var Change
17.525  N/A -0.03
Contract Volume Total ECRP Open Interest
0 0 35
VU N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b18.90 18.80a 0.00
Settle Settle - Var Change
18.850  N/A 0.10
Contract Volume Total ECRP Open Interest
0 0 66
VU Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b19.65 19.65a 0.00
Settle Settle - Var Change
19.700  N/A 0.18
Contract Volume Total ECRP Open Interest
0 0 1
VU U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b20.85 20.85a 0.00
Settle Settle - Var Change
20.875  N/A 0.08
Contract Volume Total ECRP Open Interest
0 0 5
CBOE VOLATILITY INDEX VX
VX21 K (May 17)
Contract Prices (US$) Open High Low Close
11.15 b11.40 10.80  10.95
Settle Settle - Var Change
10.950  N/A -0.25
Contract Volume Total ECRP Open Interest
139 0 810
VX22 K (May 17)
Contract Prices (US$) Open High Low Close
11.25 b11.55 11.15  11.15
Settle Settle - Var Change
11.225  N/A -0.08
Contract Volume Total ECRP Open Interest
114 0 794
VX23 M (Jun 17)
Contract Prices (US$) Open High Low Close
11.70 b11.80 11.45  11.55
Settle Settle - Var Change
11.575  N/A -0.03
Contract Volume Total ECRP Open Interest
5 0 74
VX24 M (Jun 17)
Contract Prices (US$) Open High Low Close
11.90 b12.15 11.90  12.05
Settle Settle - Var Change
11.975  N/A 0.00
Contract Volume Total ECRP Open Interest
4 0 58
VX M (Jun 17)
Contract Prices (US$) Open High Low Close
12.25 12.60 12.10  12.35
Settle Settle - Var Change
12.325  N/A 0.10
Contract Volume Total ECRP Open Interest
129554 600 258193
VX26 M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b12.60 12.45a 0.00
Settle Settle - Var Change
12.550  N/A 0.13
Contract Volume Total ECRP Open Interest
0 0 5
VX N (Jul 17)
Contract Prices (US$) Open High Low Close
13.18 13.42 13.07  13.31
Settle Settle - Var Change
13.325  N/A 0.15
Contract Volume Total ECRP Open Interest
63781 0 116539
VX Q (Aug 17)
Contract Prices (US$) Open High Low Close
13.95 14.20 13.85  14.15
Settle Settle - Var Change
14.125  N/A 0.20
Contract Volume Total ECRP Open Interest
19013 0 49265
VX U (Sep 17)
Contract Prices (US$) Open High Low Close
14.98 15.25 14.90  15.19
Settle Settle - Var Change
15.175  N/A 0.20
Contract Volume Total ECRP Open Interest
9614 0 39078
VX V (Oct 17)
Contract Prices (US$) Open High Low Close
15.60 15.80 15.52  15.75
Settle Settle - Var Change
15.775  N/A 0.20
Contract Volume Total ECRP Open Interest
3859 0 24244
VX X (Nov 17)
Contract Prices (US$) Open High Low Close
16.05 16.23 15.98  16.20
Settle Settle - Var Change
16.175  N/A 0.15
Contract Volume Total ECRP Open Interest
2228 0 22490
VX Z (Dec 17)
Contract Prices (US$) Open High Low Close
16.22 16.42 16.19  16.37
Settle Settle - Var Change
16.375  N/A 0.15
Contract Volume Total ECRP Open Interest
1718 0 11206
VX F (Jan 18)
Contract Prices (US$) Open High Low Close
17.05 17.25 17.00  17.19
Settle Settle - Var Change
17.175  N/A 0.08
Contract Volume Total ECRP Open Interest
590 0 4071
VX G (Feb 18)
Contract Prices (US$) Open High Low Close
17.10 17.43 17.10  17.43
Settle Settle - Var Change
17.425  N/A -0.13
Contract Volume Total ECRP Open Interest
83 0 70
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b4.00 5.00a 0.00
Settle Settle - Var Change
4.500  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b4.05 5.05a 0.00
Settle Settle - Var Change
4.550  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b4.10 5.10a 0.00
Settle Settle - Var Change
4.600  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b4.15 5.15a 0.00
Settle Settle - Var Change
4.650  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b10.30 10.30a 0.00
Settle Settle - Var Change
10.000  745.3796 -0.45
Contract Volume Total ECRP Open Interest
0 0 18212
VA N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b11.70 11.90a 0.00
Settle Settle - Var Change
11.650  884.6227 -0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b12.60 12.90a 0.00
Settle Settle - Var Change
12.600  904.9172 -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b13.45 13.75a 0.00
Settle Settle - Var Change
13.500  593.0548 -0.13
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b15.20 15.65a 0.00
Settle Settle - Var Change
15.375  696.3896 -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b15.55 15.75a 0.00
Settle Settle - Var Change
15.675  701.5991 -0.13
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 18)
Contract Prices (US$) Open High Low Close
0.00 b16.30 16.75a 0.00
Settle Settle - Var Change
16.475  930.1080 -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b17.05 17.50a 0.00
Settle Settle - Var Change
17.225  680.8095 -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b18.05 18.45a 0.00
Settle Settle - Var Change
18.175  672.0108 -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 19)
Contract Prices (US$) Open High Low Close
0.00 b19.20 19.60a 0.00
Settle Settle - Var Change
19.425  832.7280 -0.08
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.