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.
|
TRADE VOLUME** |
BLOCK VOLUME |
ECRP VOLUME |
OPEN INTEREST*** |
CHANGE IN OPEN INTEREST |
CFE Futures Totals |
285,001 |
400 |
0 |
392,551 |
3,506 |
FUTURES |
TRADE VOLUME** |
BLOCK VOLUME |
ECRP VOLUME |
OPEN INTEREST*** |
CHANGE IN OPEN INTEREST |
Cboe Volatility Index (VX) Futures, Includes TAS |
282,729 |
400 |
0 |
385,018 |
3,470 |
Cboe Bitcoin (USD) (XBT) Futures |
2,272 |
0 |
0 |
5,261 |
36 |
Cboe Russell 2000 Volatility Index (RVX) Futures |
0 |
0 |
0 |
2 |
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 |
2,270 |
0 |
Cboe Volatility Index (VX) Futures, Includes TAS |
VX+VXT28/N8 - 2018-07-11 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b14.00 |
16.50a |
0.00 |
Settle |
Settle - Var |
Change |
13.66 |
N/A |
0.76 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
88 |
VX+VXT/N8 - 2018-07-18 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
13.80 |
14.70 |
13.70 |
14.08 |
Settle |
Settle - Var |
Change |
14.175 |
N/A |
0.750 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
116,652 |
0 |
0 |
89,698 |
VX+VXT30/N8 - 2018-07-25 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b14.25 |
14.10a |
0.00 |
Settle |
Settle - Var |
Change |
14.40 |
N/A |
0.65 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
49 |
VX+VXT31/Q8 - 2018-08-01 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
14.35 |
b14.40 |
14.20 |
14.20 |
Settle |
Settle - Var |
Change |
14.65 |
N/A |
0.55 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
4 |
0 |
0 |
27 |
VX+VXT32/Q8 - 2018-08-08 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
14.45 |
14.45 |
14.45 |
14.45 |
Settle |
Settle - Var |
Change |
14.775 |
N/A |
0.525 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
1 |
0 |
0 |
12 |
VX+VXT33/Q8 - 2018-08-15 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b14.60 |
14.70a |
0.00 |
Settle |
Settle - Var |
Change |
14.80 |
N/A |
0.60 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
VX+VXT/Q8 - 2018-08-22 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
14.77 |
15.40 |
14.62 |
14.80 |
Settle |
Settle - Var |
Change |
14.875 |
N/A |
0.450 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
112,524 |
400 |
0 |
133,615 |
VX+VXT/U8 - 2018-09-19 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
15.29 |
15.80 |
15.15 |
15.30 |
Settle |
Settle - Var |
Change |
15.375 |
N/A |
0.400 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
31,066 |
0 |
0 |
50,758 |
VX+VXT/V8 - 2018-10-17 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
15.80 |
16.30 |
15.75 |
15.85 |
Settle |
Settle - Var |
Change |
15.925 |
N/A |
0.300 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
12,652 |
0 |
0 |
46,318 |
VX+VXT/X8 - 2018-11-21 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
15.87 |
16.35 |
15.87 |
16.01 |
Settle |
Settle - Var |
Change |
16.075 |
N/A |
0.300 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
5,524 |
0 |
0 |
25,491 |
VX+VXT/Z8 - 2018-12-19 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
15.88 |
16.34 |
15.88 |
16.04 |
Settle |
Settle - Var |
Change |
16.10 |
N/A |
0.275 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
2,149 |
0 |
0 |
24,013 |
VX+VXT/F9 - 2019-01-16 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
16.50 |
16.84 |
16.50 |
16.60 |
Settle |
Settle - Var |
Change |
16.675 |
N/A |
0.275 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
1,210 |
0 |
0 |
11,082 |
VX+VXT/G9 - 2019-02-13 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
16.75 |
16.98 |
16.68 |
16.82 |
Settle |
Settle - Var |
Change |
16.85 |
N/A |
0.225 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
676 |
0 |
0 |
3,456 |
VX+VXT/H9 - 2019-03-19 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
17.05 |
17.16 |
16.98 |
17.08 |
Settle |
Settle - Var |
Change |
17.075 |
N/A |
0.200 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
271 |
0 |
0 |
411 |
Cboe Bitcoin (USD) (XBT) Futures |
XBT/N8 - 2018-07-18 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
6395.00 |
6395.00 |
6250.00 |
6320.00 |
Settle |
Settle - Var |
Change |
6345.00 |
N/A |
-22.50 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
1,856 |
0 |
0 |
2,791 |
XBT/Q8 - 2018-08-15 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
6350.00 |
b6380.00 |
6270.00a |
6330.00 |
Settle |
Settle - Var |
Change |
6342.50 |
N/A |
-37.50 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
313 |
0 |
0 |
1,236 |
XBT/U8 - 2018-09-19 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
6300.00 |
6395.00 |
6275.00a |
6310.00 |
Settle |
Settle - Var |
Change |
6345.00 |
N/A |
-32.50 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
74 |
0 |
0 |
984 |
XBT/V8 - 2018-10-17 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
6300.00 |
6400.00 |
6300.00 |
6350.00 |
Settle |
Settle - Var |
Change |
6245.00 |
N/A |
-110.00 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
29 |
0 |
0 |
250 |
Cboe Russell 2000 Volatility Index (RVX) Futures |
VU/N8 - 2018-07-18 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b9.40 |
17.20a |
0.00 |
Settle |
Settle - Var |
Change |
17.775* |
N/A |
0.000 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
2 |
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures |
VXTY/N8 - 2018-07-25 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b3.40 |
4.40a |
0.00 |
Settle |
Settle - Var |
Change |
3.90 |
N/A |
0.10 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
VXTY/Q8 - 2018-08-22 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b3.35 |
4.45a |
0.00 |
Settle |
Settle - Var |
Change |
3.90 |
N/A |
0.10 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
VXTY/U8 - 2018-09-26 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b3.30 |
4.50a |
0.00 |
Settle |
Settle - Var |
Change |
3.90 |
N/A |
0.10 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
VXTY/V8 - 2018-10-24 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b3.25 |
4.55a |
0.00 |
Settle |
Settle - Var |
Change |
3.90 |
N/A |
0.10 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
S&P 500 Variance (VA) Futures |
VA/N8 - 2018-07-20 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b11.20 |
10.90a |
0.00 |
Settle |
Settle - Var |
Change |
10.875 |
859.8747 |
0.375 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
2,270 |
VA/Q8 - 2018-08-17 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b13.20 |
13.30a |
0.00 |
Settle |
Settle - Var |
Change |
13.30 |
822.8518 |
0.65 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
VA/U8 - 2018-09-21 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b14.40 |
14.65a |
0.00 |
Settle |
Settle - Var |
Change |
14.575 |
908.0423 |
0.550 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
VA/V8 - 2018-10-19 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b15.05 |
15.50a |
0.00 |
Settle |
Settle - Var |
Change |
15.25 |
977.6497 |
0.475 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
VA/Z8 - 2018-12-21 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b15.90 |
16.55a |
0.00 |
Settle |
Settle - Var |
Change |
16.175 |
594.8293 |
0.350 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
VA/F9 - 2019-01-18 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b16.40 |
17.05a |
0.00 |
Settle |
Settle - Var |
Change |
16.725 |
927.0666 |
0.350 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
VA/H9 - 2019-03-15 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b16.75 |
17.50a |
0.00 |
Settle |
Settle - Var |
Change |
17.075 |
986.2795 |
0.300 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
VA/M9 - 2019-06-21 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b17.10 |
17.95a |
0.00 |
Settle |
Settle - Var |
Change |
17.475 |
929.1366 |
0.150 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
VA/U9 - 2019-09-20 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b17.45 |
18.30a |
0.00 |
Settle |
Settle - Var |
Change |
17.80 |
983.6992 |
0.225 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
VA/Z9 - 2019-12-20 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b17.75 |
18.65a |
0.00 |
Settle |
Settle - Var |
Change |
18.175 |
729.4256 |
0.100 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |
VA/M0 - 2020-06-19 |
CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
0.00 |
b18.45 |
19.30a |
0.00 |
Settle |
Settle - Var |
Change |
18.775 |
989.3695 |
-0.300 |
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 |
b18.95 |
20.00a |
0.00 |
Settle |
Settle - Var |
Change |
19.475 |
991.0096 |
0.225 |
CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
0 |
0 |
0 |
0 |