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, May 21, 2018

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 202,944 1,520 724 407,274 8,150
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe S&P 500 Volatility Index (VIX) Futures 199,823 1,520 724 401,017 8,166
Cboe Bitcoin (USD) Futures 3,121 0 0 5,162 -16
Cboe Russell 2000 Volatility Index (RVX) Futures 0 0 0 6 0
Cboe/CBOT 10-Year Treasury Note Volatility Index 0 0 0 0 0
S&P 500 Variance Futures 0 0 0 1,089 0
Cboe S&P 500 Volatility Index (VIX) Futures
VX21/K8 - 2018-05-23
CONTRACT PRICES (US$) Open High Low Close
13.20 13.50 13.15 13.40
Settle Settle - Var Change
13.35 N/A -0.85
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25 0 0 139
VX22/K8 - 2018-05-30
CONTRACT PRICES (US$) Open High Low Close
13.65 b13.90 13.60a 13.65
Settle Settle - Var Change
13.80 N/A -0.80
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 136
VX23/M8 - 2018-06-06
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.95 13.65a 0.00
Settle Settle - Var Change
13.90 N/A -0.70
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 29
VX24/M8 - 2018-06-13
CONTRACT PRICES (US$) Open High Low Close
14.05 b14.25 13.95a 14.05
Settle Settle - Var Change
14.20 N/A -0.65
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 22
VX/M8 - 2018-06-20
CONTRACT PRICES (US$) Open High Low Close
14.25 14.25 13.70 14.20
Settle Settle - Var Change
14.075 N/A -0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
100,643 1,020 455 194,533
VX26/M8 - 2018-06-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.00 14.50a 0.00
Settle Settle - Var Change
14.40 N/A -0.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
VX/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
15.05 15.08 14.60 14.80
Settle Settle - Var Change
14.775 N/A -0.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
65,423 500 269 81,850
VX/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
15.56 15.58 15.10 15.35
Settle Settle - Var Change
15.275 N/A -0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19,353 0 0 34,133
VX/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
16.10 16.10 15.61 15.80
Settle Settle - Var Change
15.725 N/A -0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,858 0 0 30,950
VX/V8 - 2018-10-17
CONTRACT PRICES (US$) Open High Low Close
16.65 16.65 16.20 16.35
Settle Settle - Var Change
16.275 N/A -0.425
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,698 0 0 30,483
VX/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
16.75 16.75 16.35 16.40
Settle Settle - Var Change
16.425 N/A -0.400
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,149 0 0 16,411
VX/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
16.74 16.74 16.40 16.48
Settle Settle - Var Change
16.475 N/A -0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,264 0 0 9,261
VX/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
17.35 17.35 16.98 17.11
Settle Settle - Var Change
17.075 N/A -0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
405 0 0 3,061
VX/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
17.40 17.40 17.40 17.40
Settle Settle - Var Change
17.425 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 4
Cboe Bitcoin (USD) Futures
XBT/M8 - 2018-06-13
CONTRACT PRICES (US$) Open High Low Close
8500.00 8610.00 8335.00 8420.00
Settle Settle - Var Change
8395.00 N/A 137.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,007 0 0 4,283
XBT/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
8600.00 b8640.00 8375.00a 8420.00
Settle Settle - Var Change
8435.00 N/A 140.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
100 0 0 777
XBT/Q8 - 2018-08-15
CONTRACT PRICES (US$) Open High Low Close
8705.00 8705.00 8400.00a 8430.00
Settle Settle - Var Change
8432.50 N/A 132.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14 0 0 102
XBT/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
8432.50* N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Russell 2000 Volatility Index (RVX) Futures
VU/M8 - 2018-06-20
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 16.50a 0.00
Settle Settle - Var Change
16.50* N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
VU/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 17.75a 0.00
Settle Settle - Var Change
17.775* N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
VU/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
17.775* N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VU/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
17.775* N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe/CBOT 10-Year Treasury Note Volatility Index
VXTY/K8 - 2018-05-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.55 4.55a 0.00
Settle Settle - Var Change
4.05 N/A 0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/M8 - 2018-06-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.50 4.60a 0.00
Settle Settle - Var Change
4.05 N/A 0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/N8 - 2018-07-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.45 4.65a 0.00
Settle Settle - Var Change
4.05 N/A 0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.40 4.70a 0.00
Settle Settle - Var Change
4.05 N/A 0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance Futures
VA/M8 - 2018-06-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b12.45 12.45a 0.00
Settle Settle - Var Change
12.775 604.7145 -0.850
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N8 - 2018-07-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.70 13.95a 0.00
Settle Settle - Var Change
13.975 907.0225 -0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1,089
VA/Q8 - 2018-08-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.30 14.60a 0.00
Settle Settle - Var Change
14.55 884.0912 -0.70
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U8 - 2018-09-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.85 15.35a 0.00
Settle Settle - Var Change
15.175 930.2028 -0.650
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z8 - 2018-12-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.05 16.80a 0.00
Settle Settle - Var Change
16.45 604.3562 -0.55
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.60 17.25a 0.00
Settle Settle - Var Change
16.90 949.1241 -0.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.15 17.85a 0.00
Settle Settle - Var Change
17.55 1019.1912 -0.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.85 18.30a 0.00
Settle Settle - Var Change
18.20 957.2681 -0.425
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.15 19.00a 0.00
Settle Settle - Var Change
18.525 746.6548 -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.00 19.70a 0.00
Settle Settle - Var Change
19.60 1007.3833 -0.275
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.