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, July 11, 2018

  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
"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.