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, July 20, 2017


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 237931 0 602083 14890
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 0 0 98 0
CBOE VOLATILITY INDEX 237931 0 598241 14890
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
S&P 500 VARIANCE FUTURES 0 0 3744 0
CBOE RUSSELL 2000 VOLATILITY INDEX VU
VU Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b16.10 16.05a 0.00
Settle Settle - Var Change
15.950  N/A -0.08
Contract Volume Total ECRP Open Interest
0 0 95
VU U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b17.20 17.25a 0.00
Settle Settle - Var Change
17.175  N/A -0.03
Contract Volume Total ECRP Open Interest
0 0 3
VU V (Oct 17)
Contract Prices (US$) Open High Low Close
0.00 b18.00 18.10a 0.00
Settle Settle - Var Change
18.000  N/A -0.08
Contract Volume Total ECRP Open Interest
0 0 0
CBOE VOLATILITY INDEX VX
VX30 N (Jul 17)
Contract Prices (US$) Open High Low Close
10.45 10.75 10.34  10.50
Settle Settle - Var Change
10.450  N/A 0.00
Contract Volume Total ECRP Open Interest
122 0 715
VX31 Q (Aug 17)
Contract Prices (US$) Open High Low Close
10.80 b11.05 10.65  10.65
Settle Settle - Var Change
10.750  N/A -0.13
Contract Volume Total ECRP Open Interest
104 0 288
VX32 Q (Aug 17)
Contract Prices (US$) Open High Low Close
11.20 b11.35 11.15  11.15
Settle Settle - Var Change
11.150  N/A 0.00
Contract Volume Total ECRP Open Interest
51 0 160
VX Q (Aug 17)
Contract Prices (US$) Open High Low Close
11.50 11.75 11.44  11.48
Settle Settle - Var Change
11.475  N/A -0.05
Contract Volume Total ECRP Open Interest
127310 0 329160
VX34 Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b11.95 11.90a 0.00
Settle Settle - Var Change
11.850  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 2
VX35 Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b12.40 12.30a 0.00
Settle Settle - Var Change
12.300  N/A -0.03
Contract Volume Total ECRP Open Interest
0 0 7
VX U (Sep 17)
Contract Prices (US$) Open High Low Close
12.71 12.87 12.60  12.71
Settle Settle - Var Change
12.725  N/A 0.00
Contract Volume Total ECRP Open Interest
70702 0 118822
VX V (Oct 17)
Contract Prices (US$) Open High Low Close
13.50 13.62 13.40  13.48
Settle Settle - Var Change
13.475  N/A -0.05
Contract Volume Total ECRP Open Interest
20129 0 48041
VX X (Nov 17)
Contract Prices (US$) Open High Low Close
14.10 14.21 14.05  14.05
Settle Settle - Var Change
14.075  N/A -0.05
Contract Volume Total ECRP Open Interest
7903 0 36379
VX Z (Dec 17)
Contract Prices (US$) Open High Low Close
14.45 14.55 14.40  14.43
Settle Settle - Var Change
14.425  N/A -0.05
Contract Volume Total ECRP Open Interest
6182 0 31878
VX F (Jan 18)
Contract Prices (US$) Open High Low Close
15.62 15.68 15.55  15.55
Settle Settle - Var Change
15.575  N/A -0.05
Contract Volume Total ECRP Open Interest
2831 0 20785
VX G (Feb 18)
Contract Prices (US$) Open High Low Close
16.05 16.15 16.02  16.05
Settle Settle - Var Change
16.025  N/A -0.05
Contract Volume Total ECRP Open Interest
1839 0 8164
VX H (Mar 18)
Contract Prices (US$) Open High Low Close
16.67 16.80 16.62  16.62
Settle Settle - Var Change
16.625  N/A 0.00
Contract Volume Total ECRP Open Interest
758 0 3840
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b3.40 4.40a 0.00
Settle Settle - Var Change
3.900  N/A -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b3.45 4.45a 0.00
Settle Settle - Var Change
3.950  N/A -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VXTY U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b3.50 4.50a 0.00
Settle Settle - Var Change
4.000  N/A -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VXTY V (Oct 17)
Contract Prices (US$) Open High Low Close
0.00 b3.55 4.55a 0.00
Settle Settle - Var Change
4.050  N/A -0.10
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b7.95 5.25a 0.00
Settle Settle - Var Change
4.875  841.3581 -1.68
Contract Volume Total ECRP Open Interest
0 0 3744
VA Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b9.50 9.55a 0.00
Settle Settle - Var Change
9.350  831.4892 0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b10.90 11.10a 0.00
Settle Settle - Var Change
10.900  561.1379 0.00
Contract Volume Total ECRP Open Interest
0 0 0
VA V (Oct 17)
Contract Prices (US$) Open High Low Close
0.00 b11.90 12.20a 0.00
Settle Settle - Var Change
11.975  935.9077 -0.08
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b13.25 13.65a 0.00
Settle Settle - Var Change
13.425  678.5904 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b13.70 14.05a 0.00
Settle Settle - Var Change
13.850  658.5190 0.03
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 18)
Contract Prices (US$) Open High Low Close
0.00 b14.50 14.90a 0.00
Settle Settle - Var Change
14.675  857.5872 -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b15.45 15.85a 0.00
Settle Settle - Var Change
15.625  637.2438 -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b16.75 17.10a 0.00
Settle Settle - Var Change
16.875  636.1018 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 19)
Contract Prices (US$) Open High Low Close
0.00 b17.40 17.65a 0.00
Settle Settle - Var Change
17.575  1000.5047 -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 19)
Contract Prices (US$) Open High Low Close
0.00 b18.10 18.55a 0.00
Settle Settle - Var Change
18.325  783.3564 0.03
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.