• About CFE
  • Products
  • Market Data
  • Quotes
  • Trade CFE
  • Education
  • Margins
  • Technology Integration
  • 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 Monday, February 5, 2018


    Trade Volume ECRP Volume Open Interest Change in
    Open Interest
    CFE Futures Totals 1350857 7713 734670 69319
    Futures Trade Volume ECRP Volume Open Interest Change in
    Open Interest
    CBOE RUSSELL 2000 VOLATILITY INDEX 43 0 222 -1
    CBOE VOLATILITY INDEX 1336246 7713 715544 66394
    CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
    CFE BITCOIN FUTURES 12319 0 7360 677
    S&P 500 VARIANCE FUTURES 2249 0 11544 2249
    CBOE RUSSELL 2000 VOLATILITY INDEX VU
    VU G (Feb 18)
    Contract Prices (US$) Open High Low Close
    20.00 b24.90 19.15a 23.10
    Settle Settle - Var Change
    27.000  N/A 7.45
    Contract Volume Total ECRP Open Interest
    43 0 85
    VU H (Mar 18)
    Contract Prices (US$) Open High Low Close
    0.00 b21.80 18.65a 0.00
    Settle Settle - Var Change
    24.500  N/A 5.43
    Contract Volume Total ECRP Open Interest
    0 0 93
    VU J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b21.25 18.95a 0.00
    Settle Settle - Var Change
    23.500  N/A 4.28
    Contract Volume Total ECRP Open Interest
    0 0 24
    VU K (May 18)
    Contract Prices (US$) Open High Low Close
    0.00 b20.95 19.15a 0.00
    Settle Settle - Var Change
    21.750  N/A 2.28
    Contract Volume Total ECRP Open Interest
    0 0 20
    CBOE VOLATILITY INDEX VX
    VX06 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    17.75 38.00 15.85  38.00
    Settle Settle - Var Change
    34.500  N/A 18.18
    Contract Volume Total ECRP Open Interest
    647 0 462
    VX G (Feb 18)
    Contract Prices (US$) Open High Low Close
    16.15 33.35 15.20  33.20
    Settle Settle - Var Change
    33.225  N/A 17.60
    Contract Volume Total ECRP Open Interest
    567407 2700 222804
    VX08 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    15.40 27.00 14.70  27.00
    Settle Settle - Var Change
    26.725  N/A 11.70
    Contract Volume Total ECRP Open Interest
    181 0 497
    VX09 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    15.85 25.10 14.70a 25.10
    Settle Settle - Var Change
    25.075  N/A 10.20
    Contract Volume Total ECRP Open Interest
    219 0 390
    VX10 H (Mar 18)
    Contract Prices (US$) Open High Low Close
    15.30 b23.20 14.50a 16.60
    Settle Settle - Var Change
    23.425  N/A 8.68
    Contract Volume Total ECRP Open Interest
    23 0 124
    VX11 H (Mar 18)
    Contract Prices (US$) Open High Low Close
    17.20 b22.40 14.50a 17.05
    Settle Settle - Var Change
    22.650  N/A 7.98
    Contract Volume Total ECRP Open Interest
    23 0 13
    VX H (Mar 18)
    Contract Prices (US$) Open High Low Close
    15.00 29.25 14.43  27.95
    Settle Settle - Var Change
    27.975  N/A 13.00
    Contract Volume Total ECRP Open Interest
    536059 5013 287828
    VX J (Apr 18)
    Contract Prices (US$) Open High Low Close
    15.10 28.05 14.65  27.85
    Settle Settle - Var Change
    24.725  N/A 9.65
    Contract Volume Total ECRP Open Interest
    109584 0 61874
    VX K (May 18)
    Contract Prices (US$) Open High Low Close
    15.31 24.25 14.95  24.10
    Settle Settle - Var Change
    20.950  N/A 5.68
    Contract Volume Total ECRP Open Interest
    59957 0 50540
    VX M (Jun 18)
    Contract Prices (US$) Open High Low Close
    15.50 35.00 15.15  17.65
    Settle Settle - Var Change
    19.375* N/A 3.95
    Contract Volume Total ECRP Open Interest
    27581 0 36673
    VX N (Jul 18)
    Contract Prices (US$) Open High Low Close
    15.95 20.05 15.55  19.75
    Settle Settle - Var Change
    19.425  N/A 3.60
    Contract Volume Total ECRP Open Interest
    21227 0 26434
    VX Q (Aug 18)
    Contract Prices (US$) Open High Low Close
    16.10 23.00 15.68  22.85
    Settle Settle - Var Change
    20.425  N/A 4.50
    Contract Volume Total ECRP Open Interest
    10109 0 20151
    VX U (Sep 18)
    Contract Prices (US$) Open High Low Close
    16.30 20.00 16.05  18.00
    Settle Settle - Var Change
    18.925  N/A 2.70
    Contract Volume Total ECRP Open Interest
    2811 0 6757
    VX V (Oct 18)
    Contract Prices (US$) Open High Low Close
    16.75 b19.80 16.33  19.25
    Settle Settle - Var Change
    18.975  N/A 2.53
    Contract Volume Total ECRP Open Interest
    418 0 997
    CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
    VXTY G (Feb 18)
    Contract Prices (US$) Open High Low Close
    0.00 b4.00 5.00a 0.00
    Settle Settle - Var Change
    4.500  N/A 0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY H (Mar 18)
    Contract Prices (US$) Open High Low Close
    0.00 b4.05 5.05a 0.00
    Settle Settle - Var Change
    4.550  N/A 0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b4.10 5.10a 0.00
    Settle Settle - Var Change
    4.600  N/A 0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY K (May 18)
    Contract Prices (US$) Open High Low Close
    0.00 b4.15 5.15a 0.00
    Settle Settle - Var Change
    4.650  N/A 0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    CFE BITCOIN FUTURES XBT
    XBT G (Feb 18)
    Contract Prices (US$) Open High Low Close
    8450.00 8460.00 6600.00  7060.00
    Settle Settle - Var Change
    7055.000  N/A -1445.00
    Contract Volume Total ECRP Open Interest
    11104 0 4950
    XBT H (Mar 18)
    Contract Prices (US$) Open High Low Close
    8500.00 8500.00 6600.00  7050.00
    Settle Settle - Var Change
    7070.000  N/A -1420.00
    Contract Volume Total ECRP Open Interest
    1090 0 2246
    XBT J (Apr 18)
    Contract Prices (US$) Open High Low Close
    8520.00 8520.00 6600.00  7102.00
    Settle Settle - Var Change
    7070.000  N/A -1470.00
    Contract Volume Total ECRP Open Interest
    125 0 163
    XBT K (May 18)
    Contract Prices (US$) Open High Low Close
    0.00 b8000.00 8010.00a 0.00
    Settle Settle - Var Change
    7805.000  N/A -945.00
    Contract Volume Total ECRP Open Interest
    0 0 1
    S&P 500 VARIANCE FUTURES VA
    VA G (Feb 18)
    Contract Prices (US$) Open High Low Close
    18.35 b21.30 16.35a 18.35
    Settle Settle - Var Change
    21.950  1003.3288 4.60
    Contract Volume Total ECRP Open Interest
    727 0 7195
    VA H (Mar 18)
    Contract Prices (US$) Open High Low Close
    17.60 b20.05 17.10a 17.60
    Settle Settle - Var Change
    20.550  811.8383 3.38
    Contract Volume Total ECRP Open Interest
    1522 0 4349
    VA J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b19.20 17.15a 0.00
    Settle Settle - Var Change
    19.550  1115.9588 2.53
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA K (May 18)
    Contract Prices (US$) Open High Low Close
    0.00 b18.55 17.15a 0.00
    Settle Settle - Var Change
    19.075  1202.5248 2.18
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA M (Jun 18)
    Contract Prices (US$) Open High Low Close
    0.00 b18.40 17.45a 0.00
    Settle Settle - Var Change
    18.975  616.4257 1.88
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA U (Sep 18)
    Contract Prices (US$) Open High Low Close
    0.00 b18.45 18.05a 0.00
    Settle Settle - Var Change
    19.075  984.8524 1.58
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 18)
    Contract Prices (US$) Open High Low Close
    0.00 b18.60 18.50a 0.00
    Settle Settle - Var Change
    19.225  627.2505 1.25
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA F (Jan 19)
    Contract Prices (US$) Open High Low Close
    0.00 b18.45 18.50a 0.00
    Settle Settle - Var Change
    19.075  995.1654 1.00
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA H (Mar 19)
    Contract Prices (US$) Open High Low Close
    0.00 b18.70 19.25a 0.00
    Settle Settle - Var Change
    19.425  1075.8532 0.75
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA M (Jun 19)
    Contract Prices (US$) Open High Low Close
    0.00 b18.90 19.55a 0.00
    Settle Settle - Var Change
    19.525  990.9806 0.50
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 19)
    Contract Prices (US$) Open High Low Close
    0.00 b21.15 21.85a 0.00
    Settle Settle - Var Change
    21.875  828.9041 0.55
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 20)
    Contract Prices (US$) Open High Low Close
    0.00 b19.65 20.35a 0.00
    Settle Settle - Var Change
    20.175  1033.0323 0.20
    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 Monday, February 5, 2018


    Trade Volume ECRP Volume Open Interest Change in
    Open Interest
    CFE Futures Totals 1350857 7713 734670 69319
    Futures Trade Volume ECRP Volume Open Interest Change in
    Open Interest
    CBOE RUSSELL 2000 VOLATILITY INDEX 43 0 222 -1
    CBOE VOLATILITY INDEX 1336246 7713 715544 66394
    CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX 0 0 0 0
    CFE BITCOIN FUTURES 12319 0 7360 677
    S&P 500 VARIANCE FUTURES 2249 0 11544 2249
    CBOE RUSSELL 2000 VOLATILITY INDEX VU
    VU G (Feb 18)
    Contract Prices (US$) Open High Low Close
    20.00 b24.90 19.15a 23.10
    Settle Settle - Var Change
    27.000  N/A 7.45
    Contract Volume Total ECRP Open Interest
    43 0 85
    VU H (Mar 18)
    Contract Prices (US$) Open High Low Close
    0.00 b21.80 18.65a 0.00
    Settle Settle - Var Change
    24.500  N/A 5.43
    Contract Volume Total ECRP Open Interest
    0 0 93
    VU J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b21.25 18.95a 0.00
    Settle Settle - Var Change
    23.500  N/A 4.28
    Contract Volume Total ECRP Open Interest
    0 0 24
    VU K (May 18)
    Contract Prices (US$) Open High Low Close
    0.00 b20.95 19.15a 0.00
    Settle Settle - Var Change
    21.750  N/A 2.28
    Contract Volume Total ECRP Open Interest
    0 0 20
    CBOE VOLATILITY INDEX VX
    VX06 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    17.75 38.00 15.85  38.00
    Settle Settle - Var Change
    34.500  N/A 18.18
    Contract Volume Total ECRP Open Interest
    647 0 462
    VX G (Feb 18)
    Contract Prices (US$) Open High Low Close
    16.15 33.35 15.20  33.20
    Settle Settle - Var Change
    33.225  N/A 17.60
    Contract Volume Total ECRP Open Interest
    567407 2700 222804
    VX08 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    15.40 27.00 14.70  27.00
    Settle Settle - Var Change
    26.725  N/A 11.70
    Contract Volume Total ECRP Open Interest
    181 0 497
    VX09 G (Feb 18)
    Contract Prices (US$) Open High Low Close
    15.85 25.10 14.70a 25.10
    Settle Settle - Var Change
    25.075  N/A 10.20
    Contract Volume Total ECRP Open Interest
    219 0 390
    VX10 H (Mar 18)
    Contract Prices (US$) Open High Low Close
    15.30 b23.20 14.50a 16.60
    Settle Settle - Var Change
    23.425  N/A 8.68
    Contract Volume Total ECRP Open Interest
    23 0 124
    VX11 H (Mar 18)
    Contract Prices (US$) Open High Low Close
    17.20 b22.40 14.50a 17.05
    Settle Settle - Var Change
    22.650  N/A 7.98
    Contract Volume Total ECRP Open Interest
    23 0 13
    VX H (Mar 18)
    Contract Prices (US$) Open High Low Close
    15.00 29.25 14.43  27.95
    Settle Settle - Var Change
    27.975  N/A 13.00
    Contract Volume Total ECRP Open Interest
    536059 5013 287828
    VX J (Apr 18)
    Contract Prices (US$) Open High Low Close
    15.10 28.05 14.65  27.85
    Settle Settle - Var Change
    24.725  N/A 9.65
    Contract Volume Total ECRP Open Interest
    109584 0 61874
    VX K (May 18)
    Contract Prices (US$) Open High Low Close
    15.31 24.25 14.95  24.10
    Settle Settle - Var Change
    20.950  N/A 5.68
    Contract Volume Total ECRP Open Interest
    59957 0 50540
    VX M (Jun 18)
    Contract Prices (US$) Open High Low Close
    15.50 35.00 15.15  17.65
    Settle Settle - Var Change
    19.375* N/A 3.95
    Contract Volume Total ECRP Open Interest
    27581 0 36673
    VX N (Jul 18)
    Contract Prices (US$) Open High Low Close
    15.95 20.05 15.55  19.75
    Settle Settle - Var Change
    19.425  N/A 3.60
    Contract Volume Total ECRP Open Interest
    21227 0 26434
    VX Q (Aug 18)
    Contract Prices (US$) Open High Low Close
    16.10 23.00 15.68  22.85
    Settle Settle - Var Change
    20.425  N/A 4.50
    Contract Volume Total ECRP Open Interest
    10109 0 20151
    VX U (Sep 18)
    Contract Prices (US$) Open High Low Close
    16.30 20.00 16.05  18.00
    Settle Settle - Var Change
    18.925  N/A 2.70
    Contract Volume Total ECRP Open Interest
    2811 0 6757
    VX V (Oct 18)
    Contract Prices (US$) Open High Low Close
    16.75 b19.80 16.33  19.25
    Settle Settle - Var Change
    18.975  N/A 2.53
    Contract Volume Total ECRP Open Interest
    418 0 997
    CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY
    VXTY G (Feb 18)
    Contract Prices (US$) Open High Low Close
    0.00 b4.00 5.00a 0.00
    Settle Settle - Var Change
    4.500  N/A 0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY H (Mar 18)
    Contract Prices (US$) Open High Low Close
    0.00 b4.05 5.05a 0.00
    Settle Settle - Var Change
    4.550  N/A 0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b4.10 5.10a 0.00
    Settle Settle - Var Change
    4.600  N/A 0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    VXTY K (May 18)
    Contract Prices (US$) Open High Low Close
    0.00 b4.15 5.15a 0.00
    Settle Settle - Var Change
    4.650  N/A 0.10
    Contract Volume Total ECRP Open Interest
    0 0 0
    CFE BITCOIN FUTURES XBT
    XBT G (Feb 18)
    Contract Prices (US$) Open High Low Close
    8450.00 8460.00 6600.00  7060.00
    Settle Settle - Var Change
    7055.000  N/A -1445.00
    Contract Volume Total ECRP Open Interest
    11104 0 4950
    XBT H (Mar 18)
    Contract Prices (US$) Open High Low Close
    8500.00 8500.00 6600.00  7050.00
    Settle Settle - Var Change
    7070.000  N/A -1420.00
    Contract Volume Total ECRP Open Interest
    1090 0 2246
    XBT J (Apr 18)
    Contract Prices (US$) Open High Low Close
    8520.00 8520.00 6600.00  7102.00
    Settle Settle - Var Change
    7070.000  N/A -1470.00
    Contract Volume Total ECRP Open Interest
    125 0 163
    XBT K (May 18)
    Contract Prices (US$) Open High Low Close
    0.00 b8000.00 8010.00a 0.00
    Settle Settle - Var Change
    7805.000  N/A -945.00
    Contract Volume Total ECRP Open Interest
    0 0 1
    S&P 500 VARIANCE FUTURES VA
    VA G (Feb 18)
    Contract Prices (US$) Open High Low Close
    18.35 b21.30 16.35a 18.35
    Settle Settle - Var Change
    21.950  1003.3288 4.60
    Contract Volume Total ECRP Open Interest
    727 0 7195
    VA H (Mar 18)
    Contract Prices (US$) Open High Low Close
    17.60 b20.05 17.10a 17.60
    Settle Settle - Var Change
    20.550  811.8383 3.38
    Contract Volume Total ECRP Open Interest
    1522 0 4349
    VA J (Apr 18)
    Contract Prices (US$) Open High Low Close
    0.00 b19.20 17.15a 0.00
    Settle Settle - Var Change
    19.550  1115.9588 2.53
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA K (May 18)
    Contract Prices (US$) Open High Low Close
    0.00 b18.55 17.15a 0.00
    Settle Settle - Var Change
    19.075  1202.5248 2.18
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA M (Jun 18)
    Contract Prices (US$) Open High Low Close
    0.00 b18.40 17.45a 0.00
    Settle Settle - Var Change
    18.975  616.4257 1.88
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA U (Sep 18)
    Contract Prices (US$) Open High Low Close
    0.00 b18.45 18.05a 0.00
    Settle Settle - Var Change
    19.075  984.8524 1.58
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 18)
    Contract Prices (US$) Open High Low Close
    0.00 b18.60 18.50a 0.00
    Settle Settle - Var Change
    19.225  627.2505 1.25
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA F (Jan 19)
    Contract Prices (US$) Open High Low Close
    0.00 b18.45 18.50a 0.00
    Settle Settle - Var Change
    19.075  995.1654 1.00
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA H (Mar 19)
    Contract Prices (US$) Open High Low Close
    0.00 b18.70 19.25a 0.00
    Settle Settle - Var Change
    19.425  1075.8532 0.75
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA M (Jun 19)
    Contract Prices (US$) Open High Low Close
    0.00 b18.90 19.55a 0.00
    Settle Settle - Var Change
    19.525  990.9806 0.50
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 19)
    Contract Prices (US$) Open High Low Close
    0.00 b21.15 21.85a 0.00
    Settle Settle - Var Change
    21.875  828.9041 0.55
    Contract Volume Total ECRP Open Interest
    0 0 0
    VA Z (Dec 20)
    Contract Prices (US$) Open High Low Close
    0.00 b19.65 20.35a 0.00
    Settle Settle - Var Change
    20.175  1033.0323 0.20
    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 trading is not suitable for all investors and involves the risk of loss. The risk of loss in futures can be substantial. You should, therefore, carefully consider whether such trading is suitable for you in light of your circumstances and financial resources. For additional information regarding futures trading risks, see the Risk Disclosure Statement set forth in CFTC Regulation §1.55(b). The information on this website is provided solely for general education and information purposes and therefore should not be considered complete, precise, or current. Many of the matters discussed are subject to detailed rules, regulations, and statutory provisions which should be referred to for additional detail and are subject to changes that may not be reflected in the website information. No statement within the website should be construed as a recommendation to buy or sell a futures product or to provide investment advice. The inclusion of non-Cboe advertisements on the website should not be construed as an endorsement or an indication of the value of any product, service, or website. The Terms and Conditions govern use of this website and use of this website will be deemed acceptance of those Terms and Conditions.

    Cboe® and Cboe LiveVol® are registered trademarks of Cboe Options Exchange (Cboe). © 2018 Cboe Exchange, Inc. All rights reserved.