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, March 18, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 234,930 0 0 391,091 16,563
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 233,998 0 0 386,425 16,557
Cboe Bitcoin (USD) (XBT) Futures 903 0 0 3,233 25
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 0 801 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 29 0 0 597 -19
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 35 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
13.50 13.85 12.90 12.95
Settle Settle - Var Change
12.925 N/A -0.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
66,067 0 0 43,860
VX+VXT13/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
13.95 14.30 13.80a 13.85
Settle Settle - Var Change
13.75 N/A -0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
43 0 0 123
VX+VXT14/J9 - 2019-04-03
CONTRACT PRICES (US$) Open High Low Close
14.65 14.65 14.15 14.15
Settle Settle - Var Change
14.125 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8 0 0 24
VX+VXT15/J9 - 2019-04-10
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.75 14.70a 0.00
Settle Settle - Var Change
14.625 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
14.90 15.35 14.85 15.00
Settle Settle - Var Change
15.025 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
108,116 0 0 214,208
VX+VXT17/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
14.95 b15.15 14.95 14.95
Settle Settle - Var Change
15.325 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 12
VX+VXT18/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.00 15.50a 0.00
Settle Settle - Var Change
15.175 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
15.56 15.85 15.50 15.70
Settle Settle - Var Change
15.725 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,287 0 0 45,636
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
16.01 16.20 15.90 16.10
Settle Settle - Var Change
16.125 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14,373 0 0 28,541
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
16.40 16.58 16.30 16.50
Settle Settle - Var Change
16.55 N/A 0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,525 0 0 21,879
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
16.60 16.85 16.52 16.71
Settle Settle - Var Change
16.825 N/A 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,748 0 0 17,418
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
16.80 17.04 16.75 16.96
Settle Settle - Var Change
17.025 N/A 0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,210 0 0 9,415
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
16.93 17.12 16.90 17.05
Settle Settle - Var Change
17.125 N/A 0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,140 0 0 3,529
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
17.00 17.17 16.95 17.12
Settle Settle - Var Change
17.15 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
480 0 0 1,780
Cboe Bitcoin (USD) (XBT) Futures
XBT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
3955.00 4010.00 3925.00 3975.00
Settle Settle - Var Change
3975.00 N/A 75.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
659 0 0 1,582
XBT/K9 - 2019-05-15
CONTRACT PRICES (US$) Open High Low Close
3955.00 4010.00 3940.00a 3980.00
Settle Settle - Var Change
3975.00 N/A 80.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
160 0 0 893
XBT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
3990.00 4005.00 3935.00a 3975.00
Settle Settle - Var Change
3970.00 N/A 62.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
84 0 0 758
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.50 4.00a 0.00
Settle Settle - Var Change
3.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.45 4.05a 0.00
Settle Settle - Var Change
3.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.40 4.10a 0.00
Settle Settle - Var Change
3.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/M9 - 2019-06-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.35 4.15a 0.00
Settle Settle - Var Change
3.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/J9 - 2019-04-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b12.80 12.85a 0.00
Settle Settle - Var Change
12.525 512.8803 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 801
VA/K9 - 2019-05-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.05 14.25a 0.00
Settle Settle - Var Change
13.925 777.9603 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.10 15.40a 0.00
Settle Settle - Var Change
15.175 910.7552 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N9 - 2019-07-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.50 15.90a 0.00
Settle Settle - Var Change
15.65 918.7718 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.90 16.30a 0.00
Settle Settle - Var Change
16.05 927.6254 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.25 16.70a 0.00
Settle Settle - Var Change
16.45 946.9572 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.70 17.15a 0.00
Settle Settle - Var Change
16.925 706.9009 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.15 17.70a 0.00
Settle Settle - Var Change
17.40 830.0347 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.60 18.15a 0.00
Settle Settle - Var Change
17.875 945.7676 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.25 18.90a 0.00
Settle Settle - Var Change
18.575 950.3822 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.50 19.95a 0.00
Settle Settle - Var Change
19.525 848.3974 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
129.85 129.90 129.68a 129.75
Settle Settle - Var Change
129.785 N/A -0.090
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29 0 0 537
IBHY/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b130.73 130.56a 0.00
Settle Settle - Var Change
130.63 N/A -0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 60
IBHY/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b131.54 131.47a 0.00
Settle Settle - Var Change
131.485 N/A -0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b132.29 132.30a 0.00
Settle Settle - Var Change
132.295 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b121.12 121.07a 0.00
Settle Settle - Var Change
121.115 N/A 0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 35
IBIG/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b119.48 122.59a 0.00
Settle Settle - Var Change
120.995* N/A 0.685
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
120.995* N/A 0.685
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
120.995* N/A 0.685
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.