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 Friday, January 18, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 197,125 800 280 374,848 -1,699
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 196,384 800 280 368,598 -1,756
Cboe Bitcoin (USD) (XBT) Futures 701 0 0 3,475 55
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 2,348 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 40 0 0 427 2
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 0 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT04/F9 - 2019-01-23
CONTRACT PRICES (US$) Open High Low Close
17.95 18.60 17.90 18.60
Settle Settle - Var Change
18.275 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8 0 0 20
VX+VXT05/F9 - 2019-01-30
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.45 18.70a 0.00
Settle Settle - Var Change
18.275 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
VX+VXT06/G9 - 2019-02-06
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.60 19.00a 0.00
Settle Settle - Var Change
18.475 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 6
VX+VXT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
18.55 18.71 17.90 18.25
Settle Settle - Var Change
18.325 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
103,730 560 255 158,701
VX+VXT08/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.80 19.20a 0.00
Settle Settle - Var Change
18.75 N/A -0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1
VX+VXT09/G9 - 2019-02-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.60 19.10a 0.00
Settle Settle - Var Change
18.50 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
18.78 18.92 18.25 18.60
Settle Settle - Var Change
18.625 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
57,815 240 25 65,715
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
18.83 18.90 18.37 18.57
Settle Settle - Var Change
18.575 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
17,406 0 0 40,923
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
18.90 18.97 18.50 18.64
Settle Settle - Var Change
18.675 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,400 0 0 30,071
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
18.90 18.95 18.53 18.65
Settle Settle - Var Change
18.675 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,558 0 0 29,230
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
19.08 19.13 18.75 18.85
Settle Settle - Var Change
18.875 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,439 0 0 26,490
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
19.28 19.32 18.97 19.05
Settle Settle - Var Change
19.075 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,985 0 0 14,057
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
19.55 19.60 19.30 19.35
Settle Settle - Var Change
19.375 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,043 0 0 3,380
Cboe Bitcoin (USD) (XBT) Futures
XBT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
3595.00 3615.00 3535.00 3590.00
Settle Settle - Var Change
3565.00 N/A -37.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
633 0 0 1,314
XBT/H9 - 2019-03-13
CONTRACT PRICES (US$) Open High Low Close
3595.00 3600.00 3530.00 3590.00
Settle Settle - Var Change
3580.00 N/A -12.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
37 0 0 1,562
XBT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
3535.00 b3560.00 3505.00a 3535.00
Settle Settle - Var Change
3550.00 N/A -10.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31 0 0 599
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/F9 - 2019-01-23
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
4.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
4.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
4.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 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/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
0.00 946.8963
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2,348
VA/G9 - 2019-02-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.40 17.40a 0.00
Settle Settle - Var Change
17.675 1104.0919 -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.25 18.30a 0.00
Settle Settle - Var Change
18.375 1009.0481 -0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/J9 - 2019-04-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.60 18.80a 0.00
Settle Settle - Var Change
18.80 690.4706 -0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.95 19.20a 0.00
Settle Settle - Var Change
19.15 948.5857 -0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.25 19.70a 0.00
Settle Settle - Var Change
19.50 1022.8515 -0.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.35 19.80a 0.00
Settle Settle - Var Change
19.60 745.5673 -0.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.50 20.00a 0.00
Settle Settle - Var Change
19.75 932.622 -0.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.75 20.30a 0.00
Settle Settle - Var Change
20.05 1018.205 -0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.15 20.80a 0.00
Settle Settle - Var Change
20.50 1008.4059 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.65 21.15a 0.00
Settle Settle - Var Change
20.90 913.0896 -0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
126.56 126.72 126.41a 126.61
Settle Settle - Var Change
126.56 N/A 0.385
CONTRACT VOLUME Total BLOCK ECRP Open Interest
40 0 0 427
IBHY/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
126.56 N/A 0.385
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
126.56 N/A 0.385
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
126.56 N/A 0.385
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b117.51 117.36a 0.00
Settle Settle - Var Change
117.49 N/A 0.235
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
117.49 N/A 0.235
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
117.49 N/A 0.235
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
117.49 N/A 0.235
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.