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, July 19, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 229,894 0 184 443,795 4,823
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 229,881 0 184 441,396 4,830
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 1,935 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 13 0 0 410 -7
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 54 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT30/N9 - 2019-07-24
CONTRACT PRICES (US$) Open High Low Close
14.25 b14.55 14.00a 14.25
Settle Settle - Var Change
14.85 N/A 0.825
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 21
VX+VXT31/N9 - 2019-07-31
CONTRACT PRICES (US$) Open High Low Close
14.50 b14.90 14.50 14.50
Settle Settle - Var Change
15.20 N/A 0.725
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4 0 0 20
VX+VXT32/Q9 - 2019-08-07
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.45 14.15a 0.00
Settle Settle - Var Change
14.725 N/A 0.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 23
VX+VXT33/Q9 - 2019-08-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.85 14.85a 0.00
Settle Settle - Var Change
15.20 N/A 0.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 35
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
15.25 15.91 15.10 15.89
Settle Settle - Var Change
15.875 N/A 0.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
107,081 0 0 250,867
VX+VXT35/Q9 - 2019-08-28
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.75 15.80a 0.00
Settle Settle - Var Change
16.10 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
16.25 16.80 16.20 16.78
Settle Settle - Var Change
16.725 N/A 0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
76,984 0 184 76,261
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
16.65 17.03 16.60 17.00
Settle Settle - Var Change
16.975 N/A 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,641 0 0 34,883
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
16.77 17.07 16.75 17.03
Settle Settle - Var Change
16.975 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,973 0 0 35,645
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
16.65 16.90 16.61 16.89
Settle Settle - Var Change
16.825 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,938 0 0 29,995
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
17.20 17.47 17.20 17.47
Settle Settle - Var Change
17.375 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,254 0 0 10,743
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
17.45 17.66 17.40a 17.65
Settle Settle - Var Change
17.575 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
804 0 0 2,193
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
17.40 17.65 17.40 17.65
Settle Settle - Var Change
17.575 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
200 0 0 710
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/N9 - 2019-07-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.20 4.70a 0.00
Settle Settle - Var Change
4.45 N/A 0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.15 4.75a 0.00
Settle Settle - Var Change
4.45 N/A 0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/U9 - 2019-09-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.10 4.80a 0.00
Settle Settle - Var Change
4.45 N/A 0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/V9 - 2019-10-23
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
4.45 N/A 0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/N9 - 2019-07-19
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
0.00 819.0198
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1,935
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.65 13.15a 0.00
Settle Settle - Var Change
14.075 826.1863 1.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.65 14.65a 0.00
Settle Settle - Var Change
15.075 902.1007 0.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V9 - 2019-10-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.25 15.40a 0.00
Settle Settle - Var Change
15.675 924.9873 0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X9 - 2019-11-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.75 16.05a 0.00
Settle Settle - Var Change
16.175 912.5952 0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.15 16.55a 0.00
Settle Settle - Var Change
16.575 686.2508 0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.95 17.40a 0.00
Settle Settle - Var Change
17.375 780.8048 0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.45 17.95a 0.00
Settle Settle - Var Change
17.875 912.5937 0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.75 18.30a 0.00
Settle Settle - Var Change
18.175 968.0824 0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.00 18.55a 0.00
Settle Settle - Var Change
18.425 922.7036 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.30 19.00a 0.00
Settle Settle - Var Change
18.725 990.7966 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.70 19.35a 0.00
Settle Settle - Var Change
19.025 802.3114 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
133.63 b133.90 133.59a 133.69
Settle Settle - Var Change
133.61 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13 0 0 359
IBHY/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b134.16 133.91a 0.00
Settle Settle - Var Change
133.895 N/A -0.245
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 49
IBHY/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b134.41 134.24a 0.00
Settle Settle - Var Change
134.195 N/A -0.235
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1
IBHY/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b134.70 134.57a 0.00
Settle Settle - Var Change
134.535 N/A -0.185
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b130.05 129.80a 0.00
Settle Settle - Var Change
129.87 N/A -0.155
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 54
IBIG/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b129.56 130.22a 0.00
Settle Settle - Var Change
129.805 N/A -0.320
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b129.78 130.40a 0.00
Settle Settle - Var Change
130.005 N/A -0.235
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b129.70 130.67a 0.00
Settle Settle - Var Change
130.11 N/A -0.33
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.