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, June 27, 2017


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 334845 0 564833 -7239
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 0 0 143 0
CBOE VOLATILITY INDEX 334845 0 563040 -7239
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 0 0 1650 0
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b16.45 16.15a 0.00
Settle Settle - Var Change
16.525  N/A 0.38
Contract Volume Total ECRP Open Interest
0 0 53
VU Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b17.50 17.30a 0.00
Settle Settle - Var Change
17.600  N/A 0.33
Contract Volume Total ECRP Open Interest
0 0 90
VU U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b18.40 18.30a 0.00
Settle Settle - Var Change
18.475  N/A 0.28
Contract Volume Total ECRP Open Interest
0 0 0
VU V (Oct 17)
Contract Prices (US$) Open High Low Close
0.00 b19.50 19.50a 0.00
Settle Settle - Var Change
19.600  N/A 0.20
Contract Volume Total ECRP Open Interest
0 0 0
CBOE VOLATILITY INDEX VX
VX26 M (Jun 17)
Contract Prices (US$) Open High Low Close
10.45 11.35 10.10  11.30
Settle Settle - Var Change
11.275  N/A 0.98
Contract Volume Total ECRP Open Interest
161 0 279
VX27 N (Jul 17)
Contract Prices (US$) Open High Low Close
10.35 11.40 10.35  11.30
Settle Settle - Var Change
11.350  N/A 0.75
Contract Volume Total ECRP Open Interest
114 0 544
VX28 N (Jul 17)
Contract Prices (US$) Open High Low Close
11.10 11.60 10.90  11.60
Settle Settle - Var Change
11.550  N/A 0.55
Contract Volume Total ECRP Open Interest
6 0 70
VX N (Jul 17)
Contract Prices (US$) Open High Low Close
11.65 12.15 11.55  12.05
Settle Settle - Var Change
12.025  N/A 0.40
Contract Volume Total ECRP Open Interest
179509 0 265590
VX30 N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b12.15 11.75a 0.00
Settle Settle - Var Change
12.150  N/A 0.38
Contract Volume Total ECRP Open Interest
0 0 29
VX31 Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b12.40 12.05a 0.00
Settle Settle - Var Change
12.400  N/A 0.35
Contract Volume Total ECRP Open Interest
0 0 54
VX Q (Aug 17)
Contract Prices (US$) Open High Low Close
12.38 12.75 12.30  12.65
Settle Settle - Var Change
12.675  N/A 0.30
Contract Volume Total ECRP Open Interest
94747 0 126144
VX U (Sep 17)
Contract Prices (US$) Open High Low Close
13.40 13.75 13.32  13.65
Settle Settle - Var Change
13.650  N/A 0.23
Contract Volume Total ECRP Open Interest
29353 0 64955
VX V (Oct 17)
Contract Prices (US$) Open High Low Close
14.20 14.47 14.10  14.35
Settle Settle - Var Change
14.375  N/A 0.15
Contract Volume Total ECRP Open Interest
12302 0 39102
VX X (Nov 17)
Contract Prices (US$) Open High Low Close
14.80 15.00 14.70  14.89
Settle Settle - Var Change
14.875  N/A 0.05
Contract Volume Total ECRP Open Interest
8428 0 31160
VX Z (Dec 17)
Contract Prices (US$) Open High Low Close
15.15 15.30 15.05  15.18
Settle Settle - Var Change
15.175  N/A 0.00
Contract Volume Total ECRP Open Interest
6016 0 22826
VX F (Jan 18)
Contract Prices (US$) Open High Low Close
16.25 16.39 16.15  16.23
Settle Settle - Var Change
16.225  N/A -0.05
Contract Volume Total ECRP Open Interest
3782 0 10583
VX G (Feb 18)
Contract Prices (US$) Open High Low Close
16.70 16.82 16.60  16.67
Settle Settle - Var Change
16.675  N/A 0.00
Contract Volume Total ECRP Open Interest
395 0 1672
VX H (Mar 18)
Contract Prices (US$) Open High Low Close
16.98 17.15 16.95  17.15
Settle Settle - Var Change
17.125  N/A 0.45
Contract Volume Total ECRP Open Interest
32 0 32
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b3.70 4.70a 0.00
Settle Settle - Var Change
4.200  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b3.75 4.75a 0.00
Settle Settle - Var Change
4.250  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b3.80 4.80a 0.00
Settle Settle - Var Change
4.300  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VXTY V (Oct 17)
Contract Prices (US$) Open High Low Close
0.00 b3.85 4.85a 0.00
Settle Settle - Var Change
4.350  N/A 0.00
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b10.50 9.55a 0.00
Settle Settle - Var Change
10.400  850.7527 1.15
Contract Volume Total ECRP Open Interest
0 0 1650
VA Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b11.55 11.00a 0.00
Settle Settle - Var Change
11.600  857.5095 0.85
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b12.35 12.00a 0.00
Settle Settle - Var Change
12.475  572.9355 0.63
Contract Volume Total ECRP Open Interest
0 0 0
VA V (Oct 17)
Contract Prices (US$) Open High Low Close
0.00 b13.20 13.05a 0.00
Settle Settle - Var Change
13.400  984.2205 0.55
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b14.30 14.30a 0.00
Settle Settle - Var Change
14.475  685.7344 0.40
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b14.60 14.65a 0.00
Settle Settle - Var Change
14.850  676.4170 0.40
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 18)
Contract Prices (US$) Open High Low Close
0.00 b15.55 15.70a 0.00
Settle Settle - Var Change
15.775  891.3168 0.30
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b16.55 16.70a 0.00
Settle Settle - Var Change
16.775  660.9968 0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b17.90 17.90a 0.00
Settle Settle - Var Change
17.925  658.4389 0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 19)
Contract Prices (US$) Open High Low Close
0.00 b18.20 18.45a 0.00
Settle Settle - Var Change
18.425  1037.6669 0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 19)
Contract Prices (US$) Open High Low Close
0.00 b19.00 19.15a 0.00
Settle Settle - Var Change
19.050  810.5479 -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.