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 Wednesday, November 14, 2018

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 347,271 450 0 490,142 -12,315
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 334,203 450 0 476,725 -12,485
Cboe Bitcoin (USD) (XBT) Futures 12,806 0 0 4,003 333
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures 0 0 0 9,337 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 262 0 0 75 -163
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 2 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT46/X8 - 2018-11-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.05 20.00a 0.00
Settle Settle - Var Change
19.67 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 83
VX+VXT/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
19.40 20.92 18.93 20.10
Settle Settle - Var Change
20.175 N/A 0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
136,541 225 0 82,229
VX+VXT48/X8 - 2018-11-28
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.20 19.40a 0.00
Settle Settle - Var Change
20.125 N/A 0.850
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 23
VX+VXT49/Z8 - 2018-12-05
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.50 18.95a 0.00
Settle Settle - Var Change
19.625 N/A 0.975
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 3
VX+VXT50/Z8 - 2018-12-12
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.30 19.15a 0.00
Settle Settle - Var Change
19.60 N/A 0.80
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
VX+VXT/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
18.90 19.96 18.56 19.42
Settle Settle - Var Change
19.425 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
135,564 225 0 185,369
VX+VXT52/Z8 - 2018-12-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.00 19.35a 0.00
Settle Settle - Var Change
19.425 N/A 0.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
19.17 20.06 18.87 19.65
Settle Settle - Var Change
19.675 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
37,782 0 0 60,764
VX+VXT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
19.10 19.86 18.87 19.56
Settle Settle - Var Change
19.575 N/A 0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,806 0 0 38,759
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
19.05 19.65 18.82 19.45
Settle Settle - Var Change
19.475 N/A 0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,109 0 0 34,303
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
18.85 19.41 18.66 19.25
Settle Settle - Var Change
19.225 N/A 0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,373 0 0 32,305
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
18.80 19.32 18.61 19.15
Settle Settle - Var Change
19.15 N/A 0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,931 0 0 25,901
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
18.90 19.31 18.69 19.16
Settle Settle - Var Change
19.20 N/A 0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
918 0 0 16,012
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
19.01 b19.35 18.78 19.21
Settle Settle - Var Change
19.25 N/A 0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
179 0 0 972
Cboe Bitcoin (USD) (XBT) Futures
XBT/X8 - 2018-11-14
CONTRACT PRICES (US$) Open High Low Close
6270.00 6295.00 5330.00a 5595.00
Settle Settle - Var Change
5395.00 N/A -877.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,326 0 0 592
XBT/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
6270.00 6295.00 5225.00 5465.00
Settle Settle - Var Change
5430.00 N/A -837.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,729 0 0 2,451
XBT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
6260.00 b6300.00 5230.00a 5470.00
Settle Settle - Var Change
5447.50 N/A -837.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
623 0 0 811
XBT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
6220.00 b6280.00 5255.00a 5470.00
Settle Settle - Var Change
5755.00 N/A -525.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
128 0 0 149
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.50 4.50a 0.00
Settle Settle - Var Change
4.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Z8 - 2018-12-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.45 4.55a 0.00
Settle Settle - Var Change
4.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/F9 - 2019-01-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.40 4.60a 0.00
Settle Settle - Var Change
4.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.35 4.65a 0.00
Settle Settle - Var Change
4.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/X8 - 2018-11-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b26.10 16.05a 0.00
Settle Settle - Var Change
15.425 972.424 -6.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1,879
VA/Z8 - 2018-12-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.20 19.70a 0.00
Settle Settle - Var Change
20.925 593.3808 0.800
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 7,458
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.30 20.20a 0.00
Settle Settle - Var Change
21.225 927.6108 0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G9 - 2019-02-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.50 20.60a 0.00
Settle Settle - Var Change
21.50 1056.5965 0.775
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.35 20.70a 0.00
Settle Settle - Var Change
21.425 1003.462 0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.85 20.65a 0.00
Settle Settle - Var Change
21.075 950.9837 0.575
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.60 20.60a 0.00
Settle Settle - Var Change
20.925 1028.9984 0.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.30 20.50a 0.00
Settle Settle - Var Change
20.725 749.9087 0.475
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.20 20.60a 0.00
Settle Settle - Var Change
20.675 1019.9365 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.00 20.60a 0.00
Settle Settle - Var Change
20.475 997.0926 0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/Z8 - 2018-12-03
CONTRACT PRICES (US$) Open High Low Close
124.45 b124.55 123.74a 124.10
Settle Settle - Var Change
123.98 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
262 0 0 75
IBHY/F9 - 2019-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
123.98* N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
123.98* N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
123.98* N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Z8 - 2018-12-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b114.46 114.32a 0.00
Settle Settle - Var Change
114.235 N/A -0.425
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
IBIG/F9 - 2019-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
114.235* N/A -0.425
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
114.235* N/A -0.425
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
114.235* N/A -0.425
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.