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    • Cboe Futures Exchange Daily Market Statistics

    CFE data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed. Your use of CFE data is subject to the Terms and Conditions of Cboe's Websites.

    CFE historical Market Statistics Summary files can be accessed from the calendar below:

    CFE Futures Price & Volume Detail for Thursday, January 11, 2018
    Trade Volume ECRP Volume Open Interest Change in
    Open Interest
    CFE Futures Totals 243471 0 647388 18892
    Futures Trade Volume ECRP Volume Open Interest Change in
    Open Interest
    CBOE RUSSELL 2000 VOLATILITY INDEX 8 0 171 -8
    CBOE VOLATILITY INDEX 236706 0 632244 18871
    CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
    CFE BITCOIN FUTURES 6757 0 4733 29
    S&P 500 VARIANCE FUTURES 0 0 10240 0
    CBOE RUSSELL 2000 VOLATILITY INDEX VU
    VU F (Jan 18)
    Contract Prices (US$) Open High Low Close
    14.70 14.75 14.50a 14.75
    Settle Settle - Var Change
    14.550  N/A -0.10
    Contract Volume Total ECRP Open Interest
    4 0 56
    VU G (Feb 18)
    Contract Prices (US$) Open High Low Close
    16.15 16.15 16.10a 16.15
    Settle Settle - Var Change
    16.225  N/A 0.00
    Contract Volume Total ECRP Open Interest
    4 0 72
    VU H (Mar 18)
    Contract Prices (US$) Open High Low Close
    0.00 b17.15 17.05a 0.00
    Settle Settle - Var Change
    17.125  N/A -0.15
    Contract Volume Total ECRP Open Interest
    0 0 37
    VU J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b17.80 17.75a 0.00
    Settle Settle - Var Change
    17.775  N/A -0.13
    Contract Volume Total ECRP Open Interest
    0 0 6
    CBOE VOLATILITY INDEX VX
    VX F (Jan 18)
    Contract Prices (US$) Open High Low Close
    10.58 10.65 10.45  10.50
    Settle Settle - Var Change
    10.475  N/A -0.10
    Contract Volume Total ECRP Open Interest
    86708 0 134550
    VX04 F (Jan 18)
    Contract Prices (US$) Open High Low Close
    10.60 10.70 10.55  10.55
    Settle Settle - Var Change
    10.650  N/A 0.00
    Contract Volume Total ECRP Open Interest
    79 0 157
    VX05 F (Jan 18)
    Contract Prices (US$) Open High Low Close
    0.00 b11.05 10.90a 0.00
    Settle Settle - Var Change
    10.975  N/A -0.05
    Contract Volume Total ECRP Open Interest
    0 0 39
    VX06 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    11.35 b11.45 11.35  11.40
    Settle Settle - Var Change
    11.375  N/A -0.05
    Contract Volume Total ECRP Open Interest
    2 0 66
    VX G (Feb 18)
    Contract Prices (US$) Open High Low Close
    11.57 11.60 11.45  11.56
    Settle Settle - Var Change
    11.575  N/A 0.00
    Contract Volume Total ECRP Open Interest
    90043 0 291973
    VX08 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    12.10 b12.15 12.05  12.05
    Settle Settle - Var Change
    12.025  N/A -0.18
    Contract Volume Total ECRP Open Interest
    28 0 73
    VX09 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    0.00 b12.30 12.30a 0.00
    Settle Settle - Var Change
    12.300  N/A 12.30
    Contract Volume Total ECRP Open Interest
    0 0 0
    VX H (Mar 18)
    Contract Prices (US$) Open High Low Close
    12.37 12.38 12.22  12.30
    Settle Settle - Var Change
    12.325  N/A -0.05
    Contract Volume Total ECRP Open Interest
    30480 0 83945
    VX J (Apr 18)
    Contract Prices (US$) Open High Low Close
    13.07 13.08 12.90  13.00
    Settle Settle - Var Change
    12.975  N/A -0.10
    Contract Volume Total ECRP Open Interest
    13575 0 44388
    VX K (May 18)
    Contract Prices (US$) Open High Low Close
    13.55 13.57 13.40  13.47
    Settle Settle - Var Change
    13.475  N/A -0.10
    Contract Volume Total ECRP Open Interest
    8286 0 36480
    VX M (Jun 18)
    Contract Prices (US$) Open High Low Close
    14.02 14.05 13.90  13.96
    Settle Settle - Var Change
    13.975  N/A -0.10
    Contract Volume Total ECRP Open Interest
    3412 0 20496
    VX N (Jul 18)
    Contract Prices (US$) Open High Low Close
    14.60 14.65 14.52  14.55
    Settle Settle - Var Change
    14.525  N/A -0.15
    Contract Volume Total ECRP Open Interest
    3054 0 13815
    VX Q (Aug 18)
    Contract Prices (US$) Open High Low Close
    15.02 15.07 14.95  14.95
    Settle Settle - Var Change
    14.950  N/A -0.13
    Contract Volume Total ECRP Open Interest
    789 0 5539
    VX U (Sep 18)
    Contract Prices (US$) Open High Low Close
    15.60 15.65 15.52  15.52
    Settle Settle - Var Change
    15.525  N/A -0.18
    Contract Volume Total ECRP Open Interest
    250 0 723
    CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
    VXTY F (Jan 18)
    Contract Prices (US$) Open High Low Close
    0.00 b3.20 4.20a 0.00
    Settle Settle - Var Change
    3.700  N/A -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY G (Feb 18)
    Contract Prices (US$) Open High Low Close
    0.00 b3.25 4.25a 0.00
    Settle Settle - Var Change
    3.750  N/A -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY H (Mar 18)
    Contract Prices (US$) Open High Low Close
    0.00 b3.30 4.30a 0.00
    Settle Settle - Var Change
    3.800  N/A -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b3.35 4.35a 0.00
    Settle Settle - Var Change
    3.850  N/A -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    CFE BITCOIN FUTURES XBT
    XBT F (Jan 18)
    Contract Prices (US$) Open High Low Close
    14450.00 14990.00 12820.00  13310.00
    Settle Settle - Var Change
    13320.000  N/A -1125.00
    Contract Volume Total ECRP Open Interest
    5989 0 2881
    XBT G (Feb 18)
    Contract Prices (US$) Open High Low Close
    14460.00 14990.00 12870.00  13425.00
    Settle Settle - Var Change
    13350.000  N/A -1130.00
    Contract Volume Total ECRP Open Interest
    520 0 799
    XBT H (Mar 18)
    Contract Prices (US$) Open High Low Close
    14600.00 b15040.00 12830.00  13432.75
    Settle Settle - Var Change
    13400.000  N/A -1145.00
    Contract Volume Total ECRP Open Interest
    248 0 1053
    S&P 500 VARIANCE FUTURES VA
    VA F (Jan 18)
    Contract Prices (US$) Open High Low Close
    0.00 b7.50 7.85a 0.00
    Settle Settle - Var Change
    7.675  604.0107 -0.05
    Contract Volume Total ECRP Open Interest
    0 0 9252
    VA G (Feb 18)
    Contract Prices (US$) Open High Low Close
    0.00 b9.75 9.95a 0.00
    Settle Settle - Var Change
    9.875  892.9566 -0.08
    Contract Volume Total ECRP Open Interest
    0 0 988
    VA H (Mar 18)
    Contract Prices (US$) Open High Low Close
    0.00 b11.30 11.55a 0.00
    Settle Settle - Var Change
    11.325  759.4400 -0.30
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b12.25 12.55a 0.00
    Settle Settle - Var Change
    12.325  920.3955 -0.30
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA M (Jun 18)
    Contract Prices (US$) Open High Low Close
    0.00 b13.70 14.05a 0.00
    Settle Settle - Var Change
    13.800  577.8602 -0.18
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA U (Sep 18)
    Contract Prices (US$) Open High Low Close
    0.00 b14.60 15.05a 0.00
    Settle Settle - Var Change
    14.825  882.6911 -0.13
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 18)
    Contract Prices (US$) Open High Low Close
    0.00 b15.25 15.65a 0.00
    Settle Settle - Var Change
    15.575  586.2047 0.00
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA F (Jan 19)
    Contract Prices (US$) Open High Low Close
    0.00 b15.25 15.60a 0.00
    Settle Settle - Var Change
    15.600  901.0014 0.13
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA H (Mar 19)
    Contract Prices (US$) Open High Low Close
    0.00 b15.75 16.15a 0.00
    Settle Settle - Var Change
    16.075  961.4162 0.20
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA M (Jun 19)
    Contract Prices (US$) Open High Low Close
    0.00 b16.55 16.65a 0.00
    Settle Settle - Var Change
    16.925  922.8166 0.35
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 19)
    Contract Prices (US$) Open High Low Close
    0.00 b17.35 17.20a 0.00
    Settle Settle - Var Change
    17.725  726.5288 0.60
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 20)
    Contract Prices (US$) Open High Low Close
    0.00 b18.80 18.20a 0.00
    Settle Settle - Var Change
    19.175  996.2535 1.10
    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.

    Cboe Futures Exchange Daily Market Statistics

    CFE data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed. Your use of CFE data is subject to the Terms and Conditions of Cboe's Websites.

    CFE historical Market Statistics Summary files can be accessed from the calendar below:

    CFE Futures Price & Volume Detail for Thursday, January 11, 2018
    Trade Volume ECRP Volume Open Interest Change in
    Open Interest
    CFE Futures Totals 243471 0 647388 18892
    Futures Trade Volume ECRP Volume Open Interest Change in
    Open Interest
    CBOE RUSSELL 2000 VOLATILITY INDEX 8 0 171 -8
    CBOE VOLATILITY INDEX 236706 0 632244 18871
    CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
    CFE BITCOIN FUTURES 6757 0 4733 29
    S&P 500 VARIANCE FUTURES 0 0 10240 0
    CBOE RUSSELL 2000 VOLATILITY INDEX VU
    VU F (Jan 18)
    Contract Prices (US$) Open High Low Close
    14.70 14.75 14.50a 14.75
    Settle Settle - Var Change
    14.550  N/A -0.10
    Contract Volume Total ECRP Open Interest
    4 0 56
    VU G (Feb 18)
    Contract Prices (US$) Open High Low Close
    16.15 16.15 16.10a 16.15
    Settle Settle - Var Change
    16.225  N/A 0.00
    Contract Volume Total ECRP Open Interest
    4 0 72
    VU H (Mar 18)
    Contract Prices (US$) Open High Low Close
    0.00 b17.15 17.05a 0.00
    Settle Settle - Var Change
    17.125  N/A -0.15
    Contract Volume Total ECRP Open Interest
    0 0 37
    VU J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b17.80 17.75a 0.00
    Settle Settle - Var Change
    17.775  N/A -0.13
    Contract Volume Total ECRP Open Interest
    0 0 6
    CBOE VOLATILITY INDEX VX
    VX F (Jan 18)
    Contract Prices (US$) Open High Low Close
    10.58 10.65 10.45  10.50
    Settle Settle - Var Change
    10.475  N/A -0.10
    Contract Volume Total ECRP Open Interest
    86708 0 134550
    VX04 F (Jan 18)
    Contract Prices (US$) Open High Low Close
    10.60 10.70 10.55  10.55
    Settle Settle - Var Change
    10.650  N/A 0.00
    Contract Volume Total ECRP Open Interest
    79 0 157
    VX05 F (Jan 18)
    Contract Prices (US$) Open High Low Close
    0.00 b11.05 10.90a 0.00
    Settle Settle - Var Change
    10.975  N/A -0.05
    Contract Volume Total ECRP Open Interest
    0 0 39
    VX06 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    11.35 b11.45 11.35  11.40
    Settle Settle - Var Change
    11.375  N/A -0.05
    Contract Volume Total ECRP Open Interest
    2 0 66
    VX G (Feb 18)
    Contract Prices (US$) Open High Low Close
    11.57 11.60 11.45  11.56
    Settle Settle - Var Change
    11.575  N/A 0.00
    Contract Volume Total ECRP Open Interest
    90043 0 291973
    VX08 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    12.10 b12.15 12.05  12.05
    Settle Settle - Var Change
    12.025  N/A -0.18
    Contract Volume Total ECRP Open Interest
    28 0 73
    VX09 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    0.00 b12.30 12.30a 0.00
    Settle Settle - Var Change
    12.300  N/A 12.30
    Contract Volume Total ECRP Open Interest
    0 0 0
    VX H (Mar 18)
    Contract Prices (US$) Open High Low Close
    12.37 12.38 12.22  12.30
    Settle Settle - Var Change
    12.325  N/A -0.05
    Contract Volume Total ECRP Open Interest
    30480 0 83945
    VX J (Apr 18)
    Contract Prices (US$) Open High Low Close
    13.07 13.08 12.90  13.00
    Settle Settle - Var Change
    12.975  N/A -0.10
    Contract Volume Total ECRP Open Interest
    13575 0 44388
    VX K (May 18)
    Contract Prices (US$) Open High Low Close
    13.55 13.57 13.40  13.47
    Settle Settle - Var Change
    13.475  N/A -0.10
    Contract Volume Total ECRP Open Interest
    8286 0 36480
    VX M (Jun 18)
    Contract Prices (US$) Open High Low Close
    14.02 14.05 13.90  13.96
    Settle Settle - Var Change
    13.975  N/A -0.10
    Contract Volume Total ECRP Open Interest
    3412 0 20496
    VX N (Jul 18)
    Contract Prices (US$) Open High Low Close
    14.60 14.65 14.52  14.55
    Settle Settle - Var Change
    14.525  N/A -0.15
    Contract Volume Total ECRP Open Interest
    3054 0 13815
    VX Q (Aug 18)
    Contract Prices (US$) Open High Low Close
    15.02 15.07 14.95  14.95
    Settle Settle - Var Change
    14.950  N/A -0.13
    Contract Volume Total ECRP Open Interest
    789 0 5539
    VX U (Sep 18)
    Contract Prices (US$) Open High Low Close
    15.60 15.65 15.52  15.52
    Settle Settle - Var Change
    15.525  N/A -0.18
    Contract Volume Total ECRP Open Interest
    250 0 723
    CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
    VXTY F (Jan 18)
    Contract Prices (US$) Open High Low Close
    0.00 b3.20 4.20a 0.00
    Settle Settle - Var Change
    3.700  N/A -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY G (Feb 18)
    Contract Prices (US$) Open High Low Close
    0.00 b3.25 4.25a 0.00
    Settle Settle - Var Change
    3.750  N/A -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY H (Mar 18)
    Contract Prices (US$) Open High Low Close
    0.00 b3.30 4.30a 0.00
    Settle Settle - Var Change
    3.800  N/A -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b3.35 4.35a 0.00
    Settle Settle - Var Change
    3.850  N/A -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    CFE BITCOIN FUTURES XBT
    XBT F (Jan 18)
    Contract Prices (US$) Open High Low Close
    14450.00 14990.00 12820.00  13310.00
    Settle Settle - Var Change
    13320.000  N/A -1125.00
    Contract Volume Total ECRP Open Interest
    5989 0 2881
    XBT G (Feb 18)
    Contract Prices (US$) Open High Low Close
    14460.00 14990.00 12870.00  13425.00
    Settle Settle - Var Change
    13350.000  N/A -1130.00
    Contract Volume Total ECRP Open Interest
    520 0 799
    XBT H (Mar 18)
    Contract Prices (US$) Open High Low Close
    14600.00 b15040.00 12830.00  13432.75
    Settle Settle - Var Change
    13400.000  N/A -1145.00
    Contract Volume Total ECRP Open Interest
    248 0 1053
    S&P 500 VARIANCE FUTURES VA
    VA F (Jan 18)
    Contract Prices (US$) Open High Low Close
    0.00 b7.50 7.85a 0.00
    Settle Settle - Var Change
    7.675  604.0107 -0.05
    Contract Volume Total ECRP Open Interest
    0 0 9252
    VA G (Feb 18)
    Contract Prices (US$) Open High Low Close
    0.00 b9.75 9.95a 0.00
    Settle Settle - Var Change
    9.875  892.9566 -0.08
    Contract Volume Total ECRP Open Interest
    0 0 988
    VA H (Mar 18)
    Contract Prices (US$) Open High Low Close
    0.00 b11.30 11.55a 0.00
    Settle Settle - Var Change
    11.325  759.4400 -0.30
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b12.25 12.55a 0.00
    Settle Settle - Var Change
    12.325  920.3955 -0.30
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA M (Jun 18)
    Contract Prices (US$) Open High Low Close
    0.00 b13.70 14.05a 0.00
    Settle Settle - Var Change
    13.800  577.8602 -0.18
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA U (Sep 18)
    Contract Prices (US$) Open High Low Close
    0.00 b14.60 15.05a 0.00
    Settle Settle - Var Change
    14.825  882.6911 -0.13
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 18)
    Contract Prices (US$) Open High Low Close
    0.00 b15.25 15.65a 0.00
    Settle Settle - Var Change
    15.575  586.2047 0.00
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA F (Jan 19)
    Contract Prices (US$) Open High Low Close
    0.00 b15.25 15.60a 0.00
    Settle Settle - Var Change
    15.600  901.0014 0.13
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA H (Mar 19)
    Contract Prices (US$) Open High Low Close
    0.00 b15.75 16.15a 0.00
    Settle Settle - Var Change
    16.075  961.4162 0.20
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA M (Jun 19)
    Contract Prices (US$) Open High Low Close
    0.00 b16.55 16.65a 0.00
    Settle Settle - Var Change
    16.925  922.8166 0.35
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 19)
    Contract Prices (US$) Open High Low Close
    0.00 b17.35 17.20a 0.00
    Settle Settle - Var Change
    17.725  726.5288 0.60
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 20)
    Contract Prices (US$) Open High Low Close
    0.00 b18.80 18.20a 0.00
    Settle Settle - Var Change
    19.175  996.2535 1.10
    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.

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