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.

PLEASE NOTE: CFE Data does not become available until approximately 10:00 a.m. C.T. the following business day.

CFE Futures Price & Volume Detail for Monday, July 16, 2018

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 274,600 500 625 421,001 10,321
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe S&P 500 Volatility Index (VIX) Futures, Includes TAS 269,900 500 625 413,497 10,456
Cboe Bitcoin (USD) Futures 4,700 0 0 5,232 -135
Cboe Russell 2000 Volatility Index (RVX) Futures 0 0 0 2 0
Cboe/CBOT 10-Year Treasury Note Volatility Index 0 0 0 0 0
S&P 500 Variance Futures 0 0 0 2,270 0
Cboe S&P 500 Volatility Index (VIX) Futures, Includes TAS
VX+VXT/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
13.00 13.25 12.70 12.95
Settle Settle - Var Change
12.975 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
90,637 0 0 55,908
VX+VXT30/N8 - 2018-07-25
CONTRACT PRICES (US$) Open High Low Close
13.25 b13.45 13.15 13.40
Settle Settle - Var Change
13.45 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25 0 0 58
VX+VXT31/Q8 - 2018-08-01
CONTRACT PRICES (US$) Open High Low Close
13.75 13.85 13.40 13.85
Settle Settle - Var Change
13.70 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12 0 0 23
VX+VXT32/Q8 - 2018-08-08
CONTRACT PRICES (US$) Open High Low Close
13.90 13.90 13.65a 13.80
Settle Settle - Var Change
13.85 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 24
VX+VXT33/Q8 - 2018-08-15
CONTRACT PRICES (US$) Open High Low Close
14.15 14.25 14.05a 14.15
Settle Settle - Var Change
14.15 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22 0 0 22
VX+VXT/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
14.15 14.45 14.00 14.25
Settle Settle - Var Change
14.275 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
113,013 500 625 171,671
VX+VXT35/Q8 - 2018-08-29
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.20 14.60a 0.00
Settle Settle - Var Change
14.475 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
14.75 15.01 14.65 14.85
Settle Settle - Var Change
14.875 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
42,998 0 0 66,031
VX+VXT/V8 - 2018-10-17
CONTRACT PRICES (US$) Open High Low Close
15.45 15.65 15.32 15.50
Settle Settle - Var Change
15.525 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11,709 0 0 48,032
VX+VXT/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
15.63 15.85 15.53 15.70
Settle Settle - Var Change
15.725 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,625 0 0 27,863
VX+VXT/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
15.69 15.90 15.60 15.77
Settle Settle - Var Change
15.775 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,009 0 0 25,147
VX+VXT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
16.25 16.46 16.18 16.35
Settle Settle - Var Change
16.35 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,214 0 0 13,523
VX+VXT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
16.40 16.65 16.40 16.55
Settle Settle - Var Change
16.55 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
533 0 0 4,411
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
16.70 16.97 16.70 16.78
Settle Settle - Var Change
16.85 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
93 0 0 784
Cboe Bitcoin (USD) Futures
XBT/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
6360.00 6705.00 6325.00 6650.00
Settle Settle - Var Change
6670.00 N/A 482.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,510 0 0 1,745
XBT/Q8 - 2018-08-15
CONTRACT PRICES (US$) Open High Low Close
6350.00 6705.00 6335.00 6675.00
Settle Settle - Var Change
6677.50 N/A 490.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
847 0 0 1,997
XBT/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
6220.00 b6705.00 6220.00 6675.00
Settle Settle - Var Change
6677.50 N/A 487.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
265 0 0 1,189
XBT/V8 - 2018-10-17
CONTRACT PRICES (US$) Open High Low Close
6325.00 6705.00 6325.00 6680.00
Settle Settle - Var Change
6680.00* N/A 570.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
78 0 0 301
Cboe Russell 2000 Volatility Index (RVX) Futures
VU/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 17.35a 0.00
Settle Settle - Var Change
17.775* N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
Cboe/CBOT 10-Year Treasury Note Volatility Index
VXTY/N8 - 2018-07-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b2.72 4.72a 0.00
Settle Settle - Var Change
3.72 N/A -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b2.67 4.77a 0.00
Settle Settle - Var Change
3.72 N/A -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/U8 - 2018-09-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b2.62 4.82a 0.00
Settle Settle - Var Change
3.72 N/A -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/V8 - 2018-10-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b2.57 4.87a 0.00
Settle Settle - Var Change
3.72 N/A -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance Futures
VA/N8 - 2018-07-20
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
8.50 855.914 -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2,270
VA/Q8 - 2018-08-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b12.00 12.30a 0.00
Settle Settle - Var Change
12.05 809.5493 -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U8 - 2018-09-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.50 13.90a 0.00
Settle Settle - Var Change
13.575 900.9424 -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V8 - 2018-10-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.30 14.90a 0.00
Settle Settle - Var Change
14.525 955.1452 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z8 - 2018-12-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.35 16.05a 0.00
Settle Settle - Var Change
15.625 591.5129 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.90 16.50a 0.00
Settle Settle - Var Change
16.20 918.4917 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.30 17.10a 0.00
Settle Settle - Var Change
16.60 975.4616 -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.75 17.55a 0.00
Settle Settle - Var Change
17.225 923.7483 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.05 17.95a 0.00
Settle Settle - Var Change
17.525 972.6809 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.40 18.30a 0.00
Settle Settle - Var Change
17.90 723.7611 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.20 19.10a 0.00
Settle Settle - Var Change
18.625 982.567 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.50 19.45a 0.00
Settle Settle - Var Change
19.075 978.007 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
"b" indicates a bid price.
"a" indicates an offer price.
* Indicates that Exchange exercised discretionary authority to determine daily or final settlement price.
** Trade Volume includes Variance in Contracts (Notional Vega).
*** Open Interest includes Variance as Variance Units as cleared at the OCC.