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, June 11, 2018

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 208,197 600 1,134 446,882 2,087
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 199,448 600 1,134 440,067 1,941
Cboe Bitcoin (USD) (XBT) Futures 8,749 0 0 5,720 146
Cboe Russell 2000 Volatility Index (RVX) Futures 0 0 0 6 0
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 1,089 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT24/M8 - 2018-06-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b12.60 12.85a 0.00
Settle Settle - Var Change
12.775 N/A -0.400
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 35
VX+VXT/M8 - 2018-06-20
CONTRACT PRICES (US$) Open High Low Close
13.40 13.60 12.75 12.90
Settle Settle - Var Change
12.875 N/A -0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
83,728 400 117 124,996
VX+VXT26/M8 - 2018-06-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.20 13.40a 0.00
Settle Settle - Var Change
13.225 N/A -0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 31
VX+VXT27/N8 - 2018-07-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.30 13.65a 0.00
Settle Settle - Var Change
13.35 N/A -0.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 35
VX+VXT28/N8 - 2018-07-11
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.85 14.25a 0.00
Settle Settle - Var Change
13.95 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 26
VX+VXT/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
14.35 14.45 13.90 13.95
Settle Settle - Var Change
13.975 N/A -0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
78,484 200 1,017 157,160
VX+VXT30/N8 - 2018-07-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.90 14.65a 0.00
Settle Settle - Var Change
14.175 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
14.80 15.00 14.60 14.60
Settle Settle - Var Change
14.675 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,613 0 0 44,862
VX+VXT/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
15.40 15.45 15.16 15.20
Settle Settle - Var Change
15.225 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,908 0 0 35,125
VX+VXT/V8 - 2018-10-17
CONTRACT PRICES (US$) Open High Low Close
15.92 15.93 15.72 15.77
Settle Settle - Var Change
15.80 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,704 0 0 36,430
VX+VXT/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
16.05 16.05 15.90 15.95
Settle Settle - Var Change
15.925 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,049 0 0 20,442
VX+VXT/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
16.15 16.15 15.95 15.97
Settle Settle - Var Change
15.975 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,530 0 0 14,375
VX+VXT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
16.65 16.70 16.52 16.60
Settle Settle - Var Change
16.575 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
422 0 0 5,660
VX+VXT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
17.10 17.10 16.55 16.70
Settle Settle - Var Change
16.775 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 890
Cboe Bitcoin (USD) (XBT) Futures
XBT/M8 - 2018-06-13
CONTRACT PRICES (US$) Open High Low Close
6780.00 6825.00 6630.00 6770.00
Settle Settle - Var Change
6755.00 N/A -895.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,688 0 0 2,607
XBT/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
7060.00 7060.00 6650.00 6780.00
Settle Settle - Var Change
6782.50 N/A -895.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,414 0 0 2,300
XBT/Q8 - 2018-08-15
CONTRACT PRICES (US$) Open High Low Close
7400.00 7400.00 6660.00 6793.38
Settle Settle - Var Change
6775.00 N/A -915.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
378 0 0 541
XBT/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
7450.00 7450.00 6700.00a 6809.38
Settle Settle - Var Change
6782.50 N/A -930.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
269 0 0 272
Cboe Russell 2000 Volatility Index (RVX) Futures
VU/M8 - 2018-06-20
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
16.50* N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
VU/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 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 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/M8 - 2018-06-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.00 5.00a 0.00
Settle Settle - Var Change
4.50 N/A 0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/N8 - 2018-07-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.95 5.05a 0.00
Settle Settle - Var Change
4.50 N/A 0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.90 5.10a 0.00
Settle Settle - Var Change
4.50 N/A 0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/U8 - 2018-09-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.85 5.15a 0.00
Settle Settle - Var Change
4.50 N/A 0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/M8 - 2018-06-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b10.55 10.55a 0.00
Settle Settle - Var Change
12.40 603.0376 0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N8 - 2018-07-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b12.35 12.60a 0.00
Settle Settle - Var Change
12.70 881.5982 -0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1,089
VA/Q8 - 2018-08-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.25 13.70a 0.00
Settle Settle - Var Change
13.625 851.0415 -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U8 - 2018-09-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.20 14.85a 0.00
Settle Settle - Var Change
14.65 918.9971 -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z8 - 2018-12-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.50 16.30a 0.00
Settle Settle - Var Change
15.975 598.4908 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.85 16.70a 0.00
Settle Settle - Var Change
16.325 932.9985 -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.35 17.25a 0.00
Settle Settle - Var Change
16.875 995.8751 -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.00 17.95a 0.00
Settle Settle - Var Change
17.475 938.0565 -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
17.65 993.1129
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.55 18.55a 0.00
Settle Settle - Var Change
18.10 734.4411 0.00
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 b18.65 19.80a 0.00
Settle Settle - Var Change
19.225 990.977 -0.150
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.