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 Tuesday, March 19, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 254,959 2,614 470 406,713 15,622
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 254,450 2,614 470 401,925 15,500
Cboe Bitcoin (USD) (XBT) Futures 494 0 0 3,350 117
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 0 801 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 10 0 0 607 10
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 5 0 0 30 -5
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
13.00 13.05 12.40 12.50
Settle Settle - Var Change
12.35 N/A -0.575
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,006 0 0 41,187
VX+VXT13/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
13.55 b14.10 13.55 14.05
Settle Settle - Var Change
14.15 N/A 0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
17 0 0 128
VX+VXT14/J9 - 2019-04-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.40 14.30a 0.00
Settle Settle - Var Change
14.50 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 24
VX+VXT15/J9 - 2019-04-10
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.80 14.95a 0.00
Settle Settle - Var Change
15.10 N/A 0.475
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
15.00 15.40 14.75 15.05
Settle Settle - Var Change
15.125 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
133,050 1,253 380 223,848
VX+VXT17/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.30 15.80a 0.00
Settle Settle - Var Change
15.625 N/A 0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 12
VX+VXT18/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.00 15.50a 0.00
Settle Settle - Var Change
15.40 N/A 0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
15.65 16.05 15.52 15.88
Settle Settle - Var Change
15.925 N/A 0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
62,738 1,066 90 50,203
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
16.10 16.41 15.95 16.25
Settle Settle - Var Change
16.275 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,029 182 0 28,691
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
16.52 16.78 16.35 16.55
Settle Settle - Var Change
16.575 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,796 113 0 23,126
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
16.75 17.01 16.62 16.82
Settle Settle - Var Change
16.775 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,686 0 0 18,464
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
17.00 17.20 16.83 17.03
Settle Settle - Var Change
17.00 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,029 0 0 9,901
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
17.07 17.27 16.94 17.12
Settle Settle - Var Change
17.10 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,020 0 0 4,056
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
17.14 17.30 17.01 17.20
Settle Settle - Var Change
17.15 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,079 0 0 2,285
Cboe Bitcoin (USD) (XBT) Futures
XBT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
3970.00 4015.00 3950.00 3990.00
Settle Settle - Var Change
3997.50 N/A 22.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
342 0 0 1,639
XBT/K9 - 2019-05-15
CONTRACT PRICES (US$) Open High Low Close
3970.00 b4010.00 3950.00a 3995.00
Settle Settle - Var Change
3990.00 N/A 15.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
74 0 0 895
XBT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
3970.00 b4010.00 3955.00 3995.00
Settle Settle - Var Change
4000.00 N/A 30.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
78 0 0 816
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.25 3.75a 0.00
Settle Settle - Var Change
3.50 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.20 3.80a 0.00
Settle Settle - Var Change
3.50 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.15 3.85a 0.00
Settle Settle - Var Change
3.50 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/M9 - 2019-06-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.10 3.90a 0.00
Settle Settle - Var Change
3.50 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/J9 - 2019-04-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b12.70 12.85a 0.00
Settle Settle - Var Change
13.075 514.7464 0.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 801
VA/K9 - 2019-05-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.20 14.25a 0.00
Settle Settle - Var Change
14.375 782.125 0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.25 15.40a 0.00
Settle Settle - Var Change
15.425 911.2846 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N9 - 2019-07-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.70 15.90a 0.00
Settle Settle - Var Change
15.925 923.4203 0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.10 16.35a 0.00
Settle Settle - Var Change
16.325 932.98 0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.45 16.75a 0.00
Settle Settle - Var Change
16.70 949.3927 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.80 17.25a 0.00
Settle Settle - Var Change
17.125 708.2002 0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.20 17.65a 0.00
Settle Settle - Var Change
17.475 831.1368 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.55 18.10a 0.00
Settle Settle - Var Change
17.85 944.6046 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.15 18.75a 0.00
Settle Settle - Var Change
18.475 947.8481 -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.20 19.65a 0.00
Settle Settle - Var Change
19.325 841.1838 -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
129.95 b130.04 129.78a 129.95
Settle Settle - Var Change
129.835 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 547
IBHY/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b130.90 130.67a 0.00
Settle Settle - Var Change
130.695* N/A 0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 60
IBHY/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b131.71 131.57a 0.00
Settle Settle - Var Change
131.535 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b132.47 132.40a 0.00
Settle Settle - Var Change
132.33 N/A 0.035
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
121.14 b121.17 120.94a 121.14
Settle Settle - Var Change
121.045 N/A -0.070
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5 0 0 30
IBIG/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b119.49 122.32a 0.00
Settle Settle - Var Change
121.065 N/A 0.070
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
121.065 N/A 0.070
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
121.065 N/A 0.070
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.