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, May 25, 2017


Trade Volume ECRP Volume Open Interest Change in
Open Interest
CFE Futures Totals 275397 0 581319 8449
Futures Trade Volume ECRP Volume Open Interest Change in
Open Interest
CBOE RUSSELL 2000 VOLATILITY INDEX 40 0 147 40
CBOE VOLATILITY INDEX 275357 0 562960 8409
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$) Open High Low Close
17.30 b17.45 17.15a 17.30
Settle Settle - Var Change
17.250  N/A 0.03
Contract Volume Total ECRP Open Interest
30 0 65
VU N (Jul 17)
Contract Prices (US$) Open High Low Close
18.60 b18.65 18.50a 18.60
Settle Settle - Var Change
18.525  N/A -0.08
Contract Volume Total ECRP Open Interest
5 0 71
VU Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b19.45 19.40a 0.00
Settle Settle - Var Change
19.550  N/A 0.08
Contract Volume Total ECRP Open Interest
0 0 1
VU U (Sep 17)
Contract Prices (US$) Open High Low Close
20.70 20.70 20.70  20.70
Settle Settle - Var Change
20.675  N/A -0.08
Contract Volume Total ECRP Open Interest
5 0 10
CBOE VOLATILITY INDEX VX
VX22 K (May 17)
Contract Prices (US$) Open High Low Close
10.85 11.00 10.65  11.00
Settle Settle - Var Change
10.925  N/A -0.03
Contract Volume Total ECRP Open Interest
362 0 871
VX23 M (Jun 17)
Contract Prices (US$) Open High Low Close
11.00 b11.15 10.85  10.85
Settle Settle - Var Change
10.950  N/A -0.03
Contract Volume Total ECRP Open Interest
138 0 263
VX24 M (Jun 17)
Contract Prices (US$) Open High Low Close
11.60 11.75 11.60  11.70
Settle Settle - Var Change
11.650  N/A -0.08
Contract Volume Total ECRP Open Interest
7 0 81
VX M (Jun 17)
Contract Prices (US$) Open High Low Close
11.95 12.20 11.80  12.05
Settle Settle - Var Change
12.025  N/A 0.05
Contract Volume Total ECRP Open Interest
146530 0 269910
VX26 M (Jun 17)
Contract Prices (US$) Open High Low Close
12.10 b12.35 12.10  12.25
Settle Settle - Var Change
12.275  N/A 0.05
Contract Volume Total ECRP Open Interest
11 0 10
VX27 N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b12.80 12.70a 0.00
Settle Settle - Var Change
12.800  N/A 12.80
Contract Volume Total ECRP Open Interest
0 0 0
VX N (Jul 17)
Contract Prices (US$) Open High Low Close
12.97 13.15 12.79  13.03
Settle Settle - Var Change
13.025  N/A 0.05
Contract Volume Total ECRP Open Interest
78677 0 135076
VX Q (Aug 17)
Contract Prices (US$) Open High Low Close
13.92 14.02 13.70  13.95
Settle Settle - Var Change
13.925  N/A 0.00
Contract Volume Total ECRP Open Interest
24021 0 50078
VX U (Sep 17)
Contract Prices (US$) Open High Low Close
15.03 15.10 14.86  15.07
Settle Settle - Var Change
15.075  N/A 0.00
Contract Volume Total ECRP Open Interest
8201 0 38629
VX V (Oct 17)
Contract Prices (US$) Open High Low Close
15.68 15.75 15.53  15.73
Settle Settle - Var Change
15.725  N/A 0.00
Contract Volume Total ECRP Open Interest
6639 0 25734
VX X (Nov 17)
Contract Prices (US$) Open High Low Close
16.17 16.25 16.03  16.15
Settle Settle - Var Change
16.175  N/A 0.00
Contract Volume Total ECRP Open Interest
4798 0 23354
VX Z (Dec 17)
Contract Prices (US$) Open High Low Close
16.39 16.45 16.27  16.40
Settle Settle - Var Change
16.425  N/A 0.05
Contract Volume Total ECRP Open Interest
4911 0 13630
VX F (Jan 18)
Contract Prices (US$) Open High Low Close
17.22 17.37 17.15  17.30
Settle Settle - Var Change
17.300  N/A 0.08
Contract Volume Total ECRP Open Interest
974 0 5122
VX G (Feb 18)
Contract Prices (US$) Open High Low Close
17.45 17.55 17.45  17.54
Settle Settle - Var Change
17.500  N/A 0.10
Contract Volume Total ECRP Open Interest
88 0 202
CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
VXTY M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b4.00 5.00a 0.00
Settle Settle - Var Change
4.500  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VXTY N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b4.05 5.05a 0.00
Settle Settle - Var Change
4.550  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VXTY Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b4.10 5.10a 0.00
Settle Settle - Var Change
4.600  N/A -0.05
Contract Volume Total ECRP Open Interest
0 0 0
S&P 500 VARIANCE FUTURES VA
VA M (Jun 17)
Contract Prices (US$) Open High Low Close
0.00 b9.65 9.65a 0.00
Settle Settle - Var Change
9.550  744.8480 -0.20
Contract Volume Total ECRP Open Interest
0 0 18212
VA N (Jul 17)
Contract Prices (US$) Open High Low Close
0.00 b11.15 11.40a 0.00
Settle Settle - Var Change
11.400  879.6194 0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA Q (Aug 17)
Contract Prices (US$) Open High Low Close
0.00 b12.05 12.40a 0.00
Settle Settle - Var Change
12.225  895.1661 -0.18
Contract Volume Total ECRP Open Interest
0 0 0
VA U (Sep 17)
Contract Prices (US$) Open High Low Close
0.00 b12.95 13.35a 0.00
Settle Settle - Var Change
13.200  589.3783 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 17)
Contract Prices (US$) Open High Low Close
0.00 b14.85 15.30a 0.00
Settle Settle - Var Change
15.075  694.1404 -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA F (Jan 18)
Contract Prices (US$) Open High Low Close
0.00 b15.20 15.65a 0.00
Settle Settle - Var Change
15.450  697.0198 -0.08
Contract Volume Total ECRP Open Interest
0 0 0
VA H (Mar 18)
Contract Prices (US$) Open High Low Close
0.00 b16.00 16.45a 0.00
Settle Settle - Var Change
16.225  921.6420 -0.05
Contract Volume Total ECRP Open Interest
0 0 0
VA M (Jun 18)
Contract Prices (US$) Open High Low Close
0.00 b16.80 17.10a 0.00
Settle Settle - Var Change
16.925  674.3856 -0.15
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 18)
Contract Prices (US$) Open High Low Close
0.00 b17.75 18.15a 0.00
Settle Settle - Var Change
17.925  666.6419 -0.10
Contract Volume Total ECRP Open Interest
0 0 0
VA Z (Dec 19)
Contract Prices (US$) Open High Low Close
0.00 b19.25 19.40a 0.00
Settle Settle - Var Change
19.250  826.3063 -0.05
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.