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 Tuesday, September 18, 2018

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 322,554 3,931 170 556,089 17,556
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe S&P 500 Volatility Index (VIX) Futures, Includes TAS 320,099 3,931 170 544,962 17,476
Cboe Bitcoin (USD) Futures 2,451 0 0 4,844 106
Cboe/CBOT 10-Year Treasury Note Volatility Index 0 0 0 0 0
S&P 500 Variance Futures 0 0 0 6,149 0
Cboe Corporate Bond High Yield 4 0 0 134 -26
Cboe S&P 500 Volatility Index (VIX) Futures, Includes TAS
VX+VXT/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
13.60 14.05 12.70 12.95
Settle Settle - Var Change
12.725 N/A -0.850
CONTRACT VOLUME Total BLOCK ECRP Open Interest
104,863 2,076 0 34,390
VX+VXT39/U8 - 2018-09-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.30 13.55a 0.00
Settle Settle - Var Change
13.45 N/A -0.55
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
VX+VXT40/V8 - 2018-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.55 14.00a 0.00
Settle Settle - Var Change
13.775 N/A -0.400
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1
VX+VXT41/V8 - 2018-10-10
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.50 14.60a 0.00
Settle Settle - Var Change
14.50 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 23
VX+VXT/V8 - 2018-10-17
CONTRACT PRICES (US$) Open High Low Close
14.95 15.30 14.50 14.65
Settle Settle - Var Change
14.675 N/A -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
136,820 1,302 170 255,754
VX+VXT43/V8 - 2018-10-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.50 14.75a 0.00
Settle Settle - Var Change
14.70 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
VX+VXT44/V8 - 2018-10-31
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.60 15.35a 0.00
Settle Settle - Var Change
14.875 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
15.25 15.56 14.95 15.15
Settle Settle - Var Change
15.175 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
38,736 553 0 88,123
VX+VXT/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
15.37 15.62 15.10 15.35
Settle Settle - Var Change
15.375 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,883 0 0 69,895
VX+VXT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
15.87 16.08 15.65 15.90
Settle Settle - Var Change
15.875 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,723 0 0 39,532
VX+VXT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
16.15 16.35 15.93 16.15
Settle Settle - Var Change
16.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,037 0 0 22,589
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
16.50 16.62 16.30 16.45
Settle Settle - Var Change
16.475 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,842 0 0 17,611
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
16.70 16.77 16.47 16.61
Settle Settle - Var Change
16.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
996 0 0 15,218
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
16.80 16.90 16.68 16.86
Settle Settle - Var Change
16.80 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
199 0 0 1,819
Cboe Bitcoin (USD) Futures
XBT/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
6210.00 6375.00 6185.00 6315.00
Settle Settle - Var Change
6302.50 N/A 85.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,644 0 0 1,683
XBT/V8 - 2018-10-17
CONTRACT PRICES (US$) Open High Low Close
6195.00 6360.00 6195.00 6304.50
Settle Settle - Var Change
6292.50 N/A 70.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
650 0 0 1,932
XBT/X8 - 2018-11-14
CONTRACT PRICES (US$) Open High Low Close
6215.33 b6360.00 6205.00a 6280.00
Settle Settle - Var Change
6280.00 N/A 67.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28 0 0 517
XBT/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
6195.00 6350.00 6180.00a 6280.00
Settle Settle - Var Change
6292.50 N/A 85.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
129 0 0 712
Cboe/CBOT 10-Year Treasury Note Volatility Index
VXTY/U8 - 2018-09-26
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
3.30* N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/V8 - 2018-10-24
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
3.30* N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
3.30* N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Z8 - 2018-12-26
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
3.30* N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance Futures
VA/U8 - 2018-09-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b9.90 9.35a 0.00
Settle Settle - Var Change
10.60 875.8238 -0.55
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4,193
VA/V8 - 2018-10-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b12.30 12.35a 0.00
Settle Settle - Var Change
12.475 856.6155 -0.475
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1,956
VA/X8 - 2018-11-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.65 13.95a 0.00
Settle Settle - Var Change
13.975 887.6292 -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z8 - 2018-12-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.50 14.95a 0.00
Settle Settle - Var Change
14.875 577.8881 -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.10 15.55a 0.00
Settle Settle - Var Change
15.50 884.3161 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.60 16.25a 0.00
Settle Settle - Var Change
16.075 935.8221 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.40 17.10a 0.00
Settle Settle - Var Change
16.85 897.2401 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.75 17.65a 0.00
Settle Settle - Var Change
17.225 929.562 -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.05 18.00a 0.00
Settle Settle - Var Change
17.575 703.7347 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.65 18.55a 0.00
Settle Settle - Var Change
18.15 942.5626 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.15 19.10a 0.00
Settle Settle - Var Change
18.70 950.3445 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Corporate Bond High Yield
IBHY/V8 - 2018-10-01
CONTRACT PRICES (US$) Open High Low Close
126.76 126.76 126.67a 126.68
Settle Settle - Var Change
126.665 N/A -0.020
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4 0 0 134
IBHY/X8 - 2018-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b127.29 127.63a 0.00
Settle Settle - Var Change
127.38 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/Z8 - 2018-12-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
127.38* N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/F9 - 2019-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
127.38* N/A -0.005
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.