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 Friday, April 21, 2017


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 254332 0 449840 8165
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 0 0 192 0
CBOE VOLATILITY INDEX 254332 0 445635 8165
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 0 0 4013 0
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b18.45 18.45a 0.00
Settle Settle - Var Change
18.400  N/A 0.13
Contract Volume Total ECRP Open Interest
0 0 30
VU M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b18.50 18.50a 0.00
Settle Settle - Var Change
18.400  N/A 0.10
Contract Volume Total ECRP Open Interest
0 0 71
VU N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b18.95 19.00a 0.00
Settle Settle - Var Change
18.900  N/A 0.05
Contract Volume Total ECRP Open Interest
0 0 91
CBOE VOLATILITY INDEX VX
VX17 J (Apr 17)
Contract Prices (US$) Open High Low Close
13.90 14.55 13.65  13.85
Settle Settle - Var Change
13.775  N/A 0.05
Contract Volume Total ECRP Open Interest
304 0 708
VX18 K (May 17)
Contract Prices (US$) Open High Low Close
14.00 14.50 13.70  13.70
Settle Settle - Var Change
13.775  N/A -0.15
Contract Volume Total ECRP Open Interest
330 0 610
VX19 K (May 17)
Contract Prices (US$) Open High Low Close
14.10 14.35 13.80  13.90
Settle Settle - Var Change
13.875  N/A -0.18
Contract Volume Total ECRP Open Interest
144 0 1015
VX K (May 17)
Contract Prices (US$) Open High Low Close
14.30 14.65 14.15  14.30
Settle Settle - Var Change
14.325  N/A 0.00
Contract Volume Total ECRP Open Interest
132090 0 220862
VX21 K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b14.50 14.30a 0.00
Settle Settle - Var Change
14.300  N/A 0.03
Contract Volume Total ECRP Open Interest
0 0 31
VX22 K (May 17)
Contract Prices (US$) Open High Low Close
14.45 b14.70 14.45  14.45
Settle Settle - Var Change
14.450  N/A -0.08
Contract Volume Total ECRP Open Interest
10 0 196
VX M (Jun 17)
Contract Prices (US$) Open High Low Close
14.31 14.58 14.20  14.24
Settle Settle - Var Change
14.225  N/A -0.10
Contract Volume Total ECRP Open Interest
74363 0 82548
VX N (Jul 17)
Contract Prices (US$) Open High Low Close
15.00 15.18 14.80  14.80
Settle Settle - Var Change
14.825  N/A -0.15
Contract Volume Total ECRP Open Interest
18588 0 51114
VX Q (Aug 17)
Contract Prices (US$) Open High Low Close
15.36 15.52 15.15  15.15
Settle Settle - Var Change
15.175  N/A -0.20
Contract Volume Total ECRP Open Interest
11918 0 38288
VX U (Sep 17)
Contract Prices (US$) Open High Low Close
16.17 16.24 15.90  15.93
Settle Settle - Var Change
15.925  N/A -0.25
Contract Volume Total ECRP Open Interest
8432 0 28284
VX V (Oct 17)
Contract Prices (US$) Open High Low Close
16.55 16.60 16.31  16.34
Settle Settle - Var Change
16.350  N/A -0.23
Contract Volume Total ECRP Open Interest
4339 0 12131
VX X (Nov 17)
Contract Prices (US$) Open High Low Close
16.87 16.90 16.65  16.70
Settle Settle - Var Change
16.725  N/A -0.15
Contract Volume Total ECRP Open Interest
2700 0 7128
VX Z (Dec 17)
Contract Prices (US$) Open High Low Close
16.94 16.95 16.75  16.75
Settle Settle - Var Change
16.750  N/A -0.15
Contract Volume Total ECRP Open Interest
1114 0 2720
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY J (Apr 17)
Contract Prices (US$) Open High Low Close
0.00 b5.30 6.30a 0.00
Settle Settle - Var Change
5.800  N/A 0.30
Contract Volume Total ECRP Open Interest
0 0 0
VXTY K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b5.35 6.35a 0.00
Settle Settle - Var Change
5.850  N/A 0.30
Contract Volume Total ECRP Open Interest
0 0 0
VXTY M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b5.40 6.40a 0.00
Settle Settle - Var Change
5.900  N/A 0.30
Contract Volume Total ECRP Open Interest
0 0 0
VXTY N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b5.45 6.45a 0.00
Settle Settle - Var Change
5.950  N/A 0.30
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA J (Apr 17)
Contract Prices (US$) Open High Low Close
0.00 0.00 0.00  0.00
Settle Settle - Var Change
0.000  777.2183 -6.80
Contract Volume Total ECRP Open Interest
0 0 3911
VA K (May 17)
Contract Prices (US$) Open High Low Close
0.00 b14.65 14.00a 0.00
Settle Settle - Var Change
14.175  834.1387 0.40
Contract Volume Total ECRP Open Interest
0 0 102
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b15.00 14.65a 0.00
Settle Settle - Var Change
14.825  755.8745 0.40
Contract Volume Total ECRP Open Interest
0 0 0
VA N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b15.10 14.95a 0.00
Settle Settle - Var Change
14.800  961.5017 0.03
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b15.60 15.55a 0.00
Settle Settle - Var Change
15.450  625.5067 0.08
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b16.35 16.50a 0.00
Settle Settle - Var Change
16.375  708.0173 -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b16.25 16.55a 0.00
Settle Settle - Var Change
16.400  725.2711 -0.20
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 18)
Contract Prices (US$) Open High Low Close
0.00 b16.95 17.20a 0.00
Settle Settle - Var Change
16.975  962.4001 -0.25
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b17.40 17.55a 0.00
Settle Settle - Var Change
17.675  699.3879 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b18.10 18.40a 0.00
Settle Settle - Var Change
18.125  678.1525 -0.40
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 19)
Contract Prices (US$) Open High Low Close
0.00 b19.05 19.35a 0.00
Settle Settle - Var Change
19.200  833.6943 -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.