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 Wednesday, May 22, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 252,352 6,950 83 382,744 -1,476
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 251,284 6,950 83 370,947 -1,513
Cboe Bitcoin (USD) (XBT) Futures 1,026 0 0 1,783 43
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 9,797 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 42 0 0 183 -6
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 34 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
15.00 15.25 14.60 15.00
Settle Settle - Var Change
15.01 N/A -0.015
CONTRACT VOLUME Total BLOCK ECRP Open Interest
898 0 0 27,757
VX+VXT22/K9 - 2019-05-29
CONTRACT PRICES (US$) Open High Low Close
16.00 16.00 15.75 15.80
Settle Settle - Var Change
15.675 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
17 0 0 118
VX+VXT23/M9 - 2019-06-05
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.00 15.90a 0.00
Settle Settle - Var Change
15.725 N/A -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
VX+VXT24/M9 - 2019-06-12
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.70 16.25a 0.00
Settle Settle - Var Change
16.05 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
16.25 16.70 16.05 16.22
Settle Settle - Var Change
16.225 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
138,898 6,950 83 202,310
VX+VXT26/M9 - 2019-06-26
CONTRACT PRICES (US$) Open High Low Close
16.50 16.50 16.50 16.50
Settle Settle - Var Change
16.325 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 1
VX+VXT27/N9 - 2019-07-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.50 16.60a 0.00
Settle Settle - Var Change
16.075 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
16.75 17.02 16.65 16.82
Settle Settle - Var Change
16.875 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
68,038 0 0 47,067
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
16.95 17.13 16.86 17.00
Settle Settle - Var Change
17.075 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19,304 0 0 26,366
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
17.15 17.34 17.07 17.22
Settle Settle - Var Change
17.225 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,950 0 0 25,012
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
17.25 17.42 17.20 17.31
Settle Settle - Var Change
17.325 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,979 0 0 14,567
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
17.30 17.47 17.25 17.37
Settle Settle - Var Change
17.375 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,723 0 0 16,334
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
17.10 17.27 17.08 17.15
Settle Settle - Var Change
17.20 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,019 0 0 10,118
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
17.65 17.77 17.65 17.70
Settle Settle - Var Change
17.725 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
457 0 0 1,259
Cboe Bitcoin (USD) (XBT) Futures
XBT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
8075.00 8085.00 7790.00 7865.00
Settle Settle - Var Change
7952.50 N/A -105.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,026 0 0 1,783
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
4.05 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/M9 - 2019-06-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.75 4.25a 0.00
Settle Settle - Var Change
4.00 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/N9 - 2019-07-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.70 4.30a 0.00
Settle Settle - Var Change
4.00 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.65 4.35a 0.00
Settle Settle - Var Change
4.00 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.70 14.70a 0.00
Settle Settle - Var Change
14.675 901.1665 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9,797
VA/N9 - 2019-07-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.65 15.85a 0.00
Settle Settle - Var Change
15.70 870.0516 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.10 16.45a 0.00
Settle Settle - Var Change
16.20 883.9447 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.50 16.90a 0.00
Settle Settle - Var Change
16.625 928.8541 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V9 - 2019-10-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.70 17.15a 0.00
Settle Settle - Var Change
16.875 998.7007 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X9 - 2019-11-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.90 17.40a 0.00
Settle Settle - Var Change
17.075 988.4725 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.05 17.55a 0.00
Settle Settle - Var Change
17.225 699.4917 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.50 18.05a 0.00
Settle Settle - Var Change
17.70 812.3403 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.05 18.45a 0.00
Settle Settle - Var Change
18.075 932.7804 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.60 18.90a 0.00
Settle Settle - Var Change
18.575 937.7142 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.10 19.70a 0.00
Settle Settle - Var Change
19.325 826.7972 -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
131.60 131.77 131.53a 131.76
Settle Settle - Var Change
131.725 N/A 0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
42 0 0 162
IBHY/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b131.94 131.69a 0.00
Settle Settle - Var Change
131.98 N/A 0.115
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
IBHY/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b132.21 132.04a 0.00
Settle Settle - Var Change
132.295 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1
IBHY/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b132.48 132.38a 0.00
Settle Settle - Var Change
132.605 N/A 0.120
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b124.28 124.16a 0.00
Settle Settle - Var Change
124.29 N/A 0.145
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 34
IBIG/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b124.33 124.73a 0.00
Settle Settle - Var Change
124.355 N/A -0.015
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b124.36 124.90a 0.00
Settle Settle - Var Change
124.70 N/A 0.16
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b124.32 125.09a 0.00
Settle Settle - Var Change
124.70 N/A 0.025
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.