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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 Wednesday, January 31, 2018
    Trade Volume ECRP Volume Open Interest Change in
    Open Interest
    CFE Futures Totals 409958 1842 645344 -758
    Futures Trade Volume ECRP Volume Open Interest Change in
    Open Interest
    CBOE RUSSELL 2000 VOLATILITY INDEX 15 0 206 8
    CBOE VOLATILITY INDEX 404258 1842 630146 -725
    CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
    CFE BITCOIN FUTURES 5685 0 5697 -41
    S&P 500 VARIANCE FUTURES 0 0 9295 0
    CBOE RUSSELL 2000 VOLATILITY INDEX VU
    VU G (Feb 18)
    Contract Prices (US$) Open High Low Close
    18.40 b18.60 18.10a 18.25
    Settle Settle - Var Change
    18.100  N/A -0.65
    Contract Volume Total ECRP Open Interest
    11 0 68
    VU H (Mar 18)
    Contract Prices (US$) Open High Low Close
    18.15 b18.55 18.15  18.15
    Settle Settle - Var Change
    18.225  N/A -0.25
    Contract Volume Total ECRP Open Interest
    4 0 93
    VU J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b19.10 18.80a 0.00
    Settle Settle - Var Change
    18.875  N/A -0.25
    Contract Volume Total ECRP Open Interest
    0 0 25
    VU K (May 18)
    Contract Prices (US$) Open High Low Close
    0.00 b19.45 19.15a 0.00
    Settle Settle - Var Change
    19.275  N/A -0.18
    Contract Volume Total ECRP Open Interest
    0 0 20
    CBOE VOLATILITY INDEX VX
    VX05 F (Jan 18)
    Contract Prices (US$) Open High Low Close
    0.00 b14.35 14.20a 0.00
    Settle Settle - Var Change
    14.430* N/A -0.07
    Contract Volume Total ECRP Open Interest
    0 0 237
    VX06 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    13.85 14.00 13.20  13.40
    Settle Settle - Var Change
    13.350  N/A -0.65
    Contract Volume Total ECRP Open Interest
    260 0 438
    VX G (Feb 18)
    Contract Prices (US$) Open High Low Close
    13.95 14.09 13.33  13.45
    Settle Settle - Var Change
    13.475  N/A -0.50
    Contract Volume Total ECRP Open Interest
    196456 921 257406
    VX08 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    13.35 b13.80 13.15  13.45
    Settle Settle - Var Change
    13.400  N/A -0.45
    Contract Volume Total ECRP Open Interest
    120 0 420
    VX09 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    13.35 b13.75 13.30  13.45
    Settle Settle - Var Change
    13.425  N/A -0.40
    Contract Volume Total ECRP Open Interest
    106 0 335
    VX10 H (Mar 18)
    Contract Prices (US$) Open High Low Close
    13.70 b13.90 13.55a 13.70
    Settle Settle - Var Change
    13.525  N/A -0.48
    Contract Volume Total ECRP Open Interest
    1 0 15
    VX H (Mar 18)
    Contract Prices (US$) Open High Low Close
    14.05 14.20 13.58  13.67
    Settle Settle - Var Change
    13.675  N/A -0.40
    Contract Volume Total ECRP Open Interest
    133067 921 194399
    VX J (Apr 18)
    Contract Prices (US$) Open High Low Close
    14.46 14.60 14.05  14.16
    Settle Settle - Var Change
    14.175  N/A -0.30
    Contract Volume Total ECRP Open Interest
    40761 0 58979
    VX K (May 18)
    Contract Prices (US$) Open High Low Close
    14.89 14.96 14.50  14.55
    Settle Settle - Var Change
    14.575  N/A -0.30
    Contract Volume Total ECRP Open Interest
    13905 0 43862
    VX M (Jun 18)
    Contract Prices (US$) Open High Low Close
    15.10 15.19 14.80  14.87
    Settle Settle - Var Change
    14.875  N/A -0.25
    Contract Volume Total ECRP Open Interest
    8305 0 30718
    VX N (Jul 18)
    Contract Prices (US$) Open High Low Close
    15.58 15.63 15.25  15.34
    Settle Settle - Var Change
    15.325  N/A -0.25
    Contract Volume Total ECRP Open Interest
    4959 0 21113
    VX Q (Aug 18)
    Contract Prices (US$) Open High Low Close
    15.74 15.77 15.42  15.48
    Settle Settle - Var Change
    15.475  N/A -0.25
    Contract Volume Total ECRP Open Interest
    3896 0 16062
    VX U (Sep 18)
    Contract Prices (US$) Open High Low Close
    16.10 16.13 15.78  15.86
    Settle Settle - Var Change
    15.875  N/A -0.25
    Contract Volume Total ECRP Open Interest
    2405 0 5875
    VX V (Oct 18)
    Contract Prices (US$) Open High Low Close
    16.15 16.31 15.10  16.31
    Settle Settle - Var Change
    16.225  N/A -0.18
    Contract Volume Total ECRP Open Interest
    17 0 287
    CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
    VXTY G (Feb 18)
    Contract Prices (US$) Open High Low Close
    0.00 b3.70 4.70a 0.00
    Settle Settle - Var Change
    4.200  N/A 0.00
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY H (Mar 18)
    Contract Prices (US$) 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 J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b3.80 4.80a 0.00
    Settle Settle - Var Change
    4.300  N/A 0.00
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY K (May 18)
    Contract Prices (US$) 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
    CFE BITCOIN FUTURES XBT
    XBT G (Feb 18)
    Contract Prices (US$) Open High Low Close
    10110.00 10320.00 9520.00  9940.00
    Settle Settle - Var Change
    9955.000  N/A -160.00
    Contract Volume Total ECRP Open Interest
    5179 0 3886
    XBT H (Mar 18)
    Contract Prices (US$) Open High Low Close
    9990.00 b10300.00 9550.00  10010.00
    Settle Settle - Var Change
    9985.000  N/A -130.00
    Contract Volume Total ECRP Open Interest
    463 0 1745
    XBT J (Apr 18)
    Contract Prices (US$) Open High Low Close
    9980.00 b10320.00 9590.00a 10030.00
    Settle Settle - Var Change
    10020.000  N/A -160.00
    Contract Volume Total ECRP Open Interest
    43 0 66
    S&P 500 VARIANCE FUTURES VA
    VA G (Feb 18)
    Contract Prices (US$) Open High Low Close
    0.00 b13.25 13.00a 0.00
    Settle Settle - Var Change
    12.675  903.6374 -1.45
    Contract Volume Total ECRP Open Interest
    0 0 6468
    VA H (Mar 18)
    Contract Prices (US$) Open High Low Close
    0.00 b14.00 14.25a 0.00
    Settle Settle - Var Change
    13.825  766.0187 -1.00
    Contract Volume Total ECRP Open Interest
    0 0 2827
    VA J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b14.80 15.15a 0.00
    Settle Settle - Var Change
    14.725  955.5228 -0.70
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA K (May 18)
    Contract Prices (US$) Open High Low Close
    0.00 b15.35 15.50a 0.00
    Settle Settle - Var Change
    15.125  1025.1442 -0.65
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA M (Jun 18)
    Contract Prices (US$) Open High Low Close
    0.00 b15.65 15.90a 0.00
    Settle Settle - Var Change
    15.525  585.1671 -0.75
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA U (Sep 18)
    Contract Prices (US$) Open High Low Close
    0.00 b16.45 16.85a 0.00
    Settle Settle - Var Change
    16.475  909.3792 -0.55
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 18)
    Contract Prices (US$) Open High Low Close
    0.00 b17.05 17.50a 0.00
    Settle Settle - Var Change
    17.125  598.9675 -0.45
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA F (Jan 19)
    Contract Prices (US$) Open High Low Close
    0.00 b17.15 17.45a 0.00
    Settle Settle - Var Change
    17.125  931.4912 -0.25
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA H (Mar 19)
    Contract Prices (US$) Open High Low Close
    0.00 b17.35 17.90a 0.00
    Settle Settle - Var Change
    17.625  1001.9365 -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA M (Jun 19)
    Contract Prices (US$) Open High Low Close
    0.00 b17.90 18.50a 0.00
    Settle Settle - Var Change
    18.175  948.0044 -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 19)
    Contract Prices (US$) Open High Low Close
    0.00 b20.30 20.90a 0.00
    Settle Settle - Var Change
    20.575  789.9536 -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 20)
    Contract Prices (US$) Open High Low Close
    0.00 b19.25 19.95a 0.00
    Settle Settle - Var Change
    19.625  1007.8363 0.00
    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 Wednesday, January 31, 2018
    Trade Volume ECRP Volume Open Interest Change in
    Open Interest
    CFE Futures Totals 409958 1842 645344 -758
    Futures Trade Volume ECRP Volume Open Interest Change in
    Open Interest
    CBOE RUSSELL 2000 VOLATILITY INDEX 15 0 206 8
    CBOE VOLATILITY INDEX 404258 1842 630146 -725
    CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
    CFE BITCOIN FUTURES 5685 0 5697 -41
    S&P 500 VARIANCE FUTURES 0 0 9295 0
    CBOE RUSSELL 2000 VOLATILITY INDEX VU
    VU G (Feb 18)
    Contract Prices (US$) Open High Low Close
    18.40 b18.60 18.10a 18.25
    Settle Settle - Var Change
    18.100  N/A -0.65
    Contract Volume Total ECRP Open Interest
    11 0 68
    VU H (Mar 18)
    Contract Prices (US$) Open High Low Close
    18.15 b18.55 18.15  18.15
    Settle Settle - Var Change
    18.225  N/A -0.25
    Contract Volume Total ECRP Open Interest
    4 0 93
    VU J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b19.10 18.80a 0.00
    Settle Settle - Var Change
    18.875  N/A -0.25
    Contract Volume Total ECRP Open Interest
    0 0 25
    VU K (May 18)
    Contract Prices (US$) Open High Low Close
    0.00 b19.45 19.15a 0.00
    Settle Settle - Var Change
    19.275  N/A -0.18
    Contract Volume Total ECRP Open Interest
    0 0 20
    CBOE VOLATILITY INDEX VX
    VX05 F (Jan 18)
    Contract Prices (US$) Open High Low Close
    0.00 b14.35 14.20a 0.00
    Settle Settle - Var Change
    14.430* N/A -0.07
    Contract Volume Total ECRP Open Interest
    0 0 237
    VX06 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    13.85 14.00 13.20  13.40
    Settle Settle - Var Change
    13.350  N/A -0.65
    Contract Volume Total ECRP Open Interest
    260 0 438
    VX G (Feb 18)
    Contract Prices (US$) Open High Low Close
    13.95 14.09 13.33  13.45
    Settle Settle - Var Change
    13.475  N/A -0.50
    Contract Volume Total ECRP Open Interest
    196456 921 257406
    VX08 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    13.35 b13.80 13.15  13.45
    Settle Settle - Var Change
    13.400  N/A -0.45
    Contract Volume Total ECRP Open Interest
    120 0 420
    VX09 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    13.35 b13.75 13.30  13.45
    Settle Settle - Var Change
    13.425  N/A -0.40
    Contract Volume Total ECRP Open Interest
    106 0 335
    VX10 H (Mar 18)
    Contract Prices (US$) Open High Low Close
    13.70 b13.90 13.55a 13.70
    Settle Settle - Var Change
    13.525  N/A -0.48
    Contract Volume Total ECRP Open Interest
    1 0 15
    VX H (Mar 18)
    Contract Prices (US$) Open High Low Close
    14.05 14.20 13.58  13.67
    Settle Settle - Var Change
    13.675  N/A -0.40
    Contract Volume Total ECRP Open Interest
    133067 921 194399
    VX J (Apr 18)
    Contract Prices (US$) Open High Low Close
    14.46 14.60 14.05  14.16
    Settle Settle - Var Change
    14.175  N/A -0.30
    Contract Volume Total ECRP Open Interest
    40761 0 58979
    VX K (May 18)
    Contract Prices (US$) Open High Low Close
    14.89 14.96 14.50  14.55
    Settle Settle - Var Change
    14.575  N/A -0.30
    Contract Volume Total ECRP Open Interest
    13905 0 43862
    VX M (Jun 18)
    Contract Prices (US$) Open High Low Close
    15.10 15.19 14.80  14.87
    Settle Settle - Var Change
    14.875  N/A -0.25
    Contract Volume Total ECRP Open Interest
    8305 0 30718
    VX N (Jul 18)
    Contract Prices (US$) Open High Low Close
    15.58 15.63 15.25  15.34
    Settle Settle - Var Change
    15.325  N/A -0.25
    Contract Volume Total ECRP Open Interest
    4959 0 21113
    VX Q (Aug 18)
    Contract Prices (US$) Open High Low Close
    15.74 15.77 15.42  15.48
    Settle Settle - Var Change
    15.475  N/A -0.25
    Contract Volume Total ECRP Open Interest
    3896 0 16062
    VX U (Sep 18)
    Contract Prices (US$) Open High Low Close
    16.10 16.13 15.78  15.86
    Settle Settle - Var Change
    15.875  N/A -0.25
    Contract Volume Total ECRP Open Interest
    2405 0 5875
    VX V (Oct 18)
    Contract Prices (US$) Open High Low Close
    16.15 16.31 15.10  16.31
    Settle Settle - Var Change
    16.225  N/A -0.18
    Contract Volume Total ECRP Open Interest
    17 0 287
    CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
    VXTY G (Feb 18)
    Contract Prices (US$) Open High Low Close
    0.00 b3.70 4.70a 0.00
    Settle Settle - Var Change
    4.200  N/A 0.00
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY H (Mar 18)
    Contract Prices (US$) 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 J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b3.80 4.80a 0.00
    Settle Settle - Var Change
    4.300  N/A 0.00
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY K (May 18)
    Contract Prices (US$) 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
    CFE BITCOIN FUTURES XBT
    XBT G (Feb 18)
    Contract Prices (US$) Open High Low Close
    10110.00 10320.00 9520.00  9940.00
    Settle Settle - Var Change
    9955.000  N/A -160.00
    Contract Volume Total ECRP Open Interest
    5179 0 3886
    XBT H (Mar 18)
    Contract Prices (US$) Open High Low Close
    9990.00 b10300.00 9550.00  10010.00
    Settle Settle - Var Change
    9985.000  N/A -130.00
    Contract Volume Total ECRP Open Interest
    463 0 1745
    XBT J (Apr 18)
    Contract Prices (US$) Open High Low Close
    9980.00 b10320.00 9590.00a 10030.00
    Settle Settle - Var Change
    10020.000  N/A -160.00
    Contract Volume Total ECRP Open Interest
    43 0 66
    S&P 500 VARIANCE FUTURES VA
    VA G (Feb 18)
    Contract Prices (US$) Open High Low Close
    0.00 b13.25 13.00a 0.00
    Settle Settle - Var Change
    12.675  903.6374 -1.45
    Contract Volume Total ECRP Open Interest
    0 0 6468
    VA H (Mar 18)
    Contract Prices (US$) Open High Low Close
    0.00 b14.00 14.25a 0.00
    Settle Settle - Var Change
    13.825  766.0187 -1.00
    Contract Volume Total ECRP Open Interest
    0 0 2827
    VA J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b14.80 15.15a 0.00
    Settle Settle - Var Change
    14.725  955.5228 -0.70
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA K (May 18)
    Contract Prices (US$) Open High Low Close
    0.00 b15.35 15.50a 0.00
    Settle Settle - Var Change
    15.125  1025.1442 -0.65
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA M (Jun 18)
    Contract Prices (US$) Open High Low Close
    0.00 b15.65 15.90a 0.00
    Settle Settle - Var Change
    15.525  585.1671 -0.75
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA U (Sep 18)
    Contract Prices (US$) Open High Low Close
    0.00 b16.45 16.85a 0.00
    Settle Settle - Var Change
    16.475  909.3792 -0.55
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 18)
    Contract Prices (US$) Open High Low Close
    0.00 b17.05 17.50a 0.00
    Settle Settle - Var Change
    17.125  598.9675 -0.45
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA F (Jan 19)
    Contract Prices (US$) Open High Low Close
    0.00 b17.15 17.45a 0.00
    Settle Settle - Var Change
    17.125  931.4912 -0.25
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA H (Mar 19)
    Contract Prices (US$) Open High Low Close
    0.00 b17.35 17.90a 0.00
    Settle Settle - Var Change
    17.625  1001.9365 -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA M (Jun 19)
    Contract Prices (US$) Open High Low Close
    0.00 b17.90 18.50a 0.00
    Settle Settle - Var Change
    18.175  948.0044 -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 19)
    Contract Prices (US$) Open High Low Close
    0.00 b20.30 20.90a 0.00
    Settle Settle - Var Change
    20.575  789.9536 -0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 20)
    Contract Prices (US$) Open High Low Close
    0.00 b19.25 19.95a 0.00
    Settle Settle - Var Change
    19.625  1007.8363 0.00
    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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