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CFE Daily Market Summary

From: CFE Market Statistics <cboe_cfe_daily_market_summary@cboe.com>
To: david.m.halsey@gmail.com
Received: Wednesday, May 27, 2009 03:40 PM
CBOE Futures Exchange Market Statistics Summary
 
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CFE Volume and Open Interest Summary for Tuesday, May 26, 2009
Trade Volume EFP Volume Open Interest Change in
Open Interest
Exchange Total 3545 45 20148 1120



Futures
CBOE 12-Month Variance Index 0 0 41 0
CBOE 3 - Month Variance Index 0 0 42 -2
CBOE Dow Jones Volatility Index 0 0 0 0
CBOE Mini-VIX 139 0 375 48
CBOE VOLATILITY INDEX 3406 45 19690 1074
Russell Volatility Index 0 0 0 0
 

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