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 Friday, July 20, 2018

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 174,652 400 0 410,499 1,380
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe S&P 500 Volatility Index (VIX) Futures, Includes TAS 169,482 400 0 403,813 1,537
Cboe Bitcoin (USD) Futures 5,170 0 0 4,416 -157
Cboe/CBOT 10-Year Treasury Note Volatility Index 0 0 0 0 0
S&P 500 Variance Futures 0 0 0 2,270 0
Cboe S&P 500 Volatility Index (VIX) Futures, Includes TAS
VX+VXT30/N8 - 2018-07-25
CONTRACT PRICES (US$) Open High Low Close
13.40 13.40 13.25a 13.40
Settle Settle - Var Change
13.325 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5 0 0 58
VX+VXT31/Q8 - 2018-08-01
CONTRACT PRICES (US$) Open High Low Close
13.75 13.75 13.70a 13.75
Settle Settle - Var Change
13.675 N/A 0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 93
VX+VXT32/Q8 - 2018-08-08
CONTRACT PRICES (US$) Open High Low Close
13.80 13.80 13.70a 13.75
Settle Settle - Var Change
13.625 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3 0 0 56
VX+VXT33/Q8 - 2018-08-15
CONTRACT PRICES (US$) Open High Low Close
14.25 14.25 14.05a 14.25
Settle Settle - Var Change
13.925 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 69
VX+VXT/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
14.20 14.77 14.05 14.35
Settle Settle - Var Change
14.275 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
87,645 200 0 188,277
VX+VXT35/Q8 - 2018-08-29
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.30 14.70a 0.00
Settle Settle - Var Change
14.60 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 15
VX+VXT/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
15.02 15.41 14.90 15.13
Settle Settle - Var Change
15.175 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
53,077 200 0 83,995
VX+VXT/V8 - 2018-10-17
CONTRACT PRICES (US$) Open High Low Close
15.65 15.97 15.60 15.80
Settle Settle - Var Change
15.825 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
16,026 0 0 51,441
VX+VXT/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
15.95 16.15 15.84 16.02
Settle Settle - Var Change
16.05 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,665 0 0 31,582
VX+VXT/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
15.91 16.15 15.90 16.05
Settle Settle - Var Change
16.125 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,534 0 0 26,321
VX+VXT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
16.50 16.71 16.47 16.62
Settle Settle - Var Change
16.675 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,415 0 0 14,541
VX+VXT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
16.70 16.95 16.70 16.81
Settle Settle - Var Change
16.875 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
868 0 0 6,167
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
17.05 17.25 17.05 17.17
Settle Settle - Var Change
17.20 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
242 0 0 1,198
Cboe Bitcoin (USD) Futures
XBT/Q8 - 2018-08-15
CONTRACT PRICES (US$) Open High Low Close
7460.00 7710.00 7280.00 7360.00
Settle Settle - Var Change
7345.00 N/A -120.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,739 0 0 2,675
XBT/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
7510.00 7715.00 7290.00a 7365.00
Settle Settle - Var Change
7350.00 N/A -127.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
380 0 0 1,271
XBT/V8 - 2018-10-17
CONTRACT PRICES (US$) Open High Low Close
7488.90 b7700.00 7305.00a 7370.00
Settle Settle - Var Change
7352.50 N/A -127.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
51 0 0 470
Cboe/CBOT 10-Year Treasury Note Volatility Index
VXTY/N8 - 2018-07-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.15 4.15a 0.00
Settle Settle - Var Change
3.65 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.10 4.20a 0.00
Settle Settle - Var Change
3.65 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/U8 - 2018-09-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.05 4.25a 0.00
Settle Settle - Var Change
3.65 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/V8 - 2018-10-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.00 4.30a 0.00
Settle Settle - Var Change
3.65 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance Futures
VA/N8 - 2018-07-20
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
0.00 853.6114
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2,270
VA/Q8 - 2018-08-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b12.60 12.40a 0.00
Settle Settle - Var Change
12.375 805.5254 -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U8 - 2018-09-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.95 13.60a 0.00
Settle Settle - Var Change
14.025 900.5994 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V8 - 2018-10-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.65 15.10a 0.00
Settle Settle - Var Change
14.90 954.6328 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z8 - 2018-12-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.70 16.35a 0.00
Settle Settle - Var Change
16.175 592.8299 0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.35 16.95a 0.00
Settle Settle - Var Change
16.75 922.4611 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.65 17.45a 0.00
Settle Settle - Var Change
17.175 982.489 0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.20 18.05a 0.00
Settle Settle - Var Change
17.725 929.54 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.40 18.30a 0.00
Settle Settle - Var Change
17.925 981.8665 0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.65 18.65a 0.00
Settle Settle - Var Change
18.20 727.2907 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.55 19.70a 0.00
Settle Settle - Var Change
19.125 997.3758 0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.90 19.75a 0.00
Settle Settle - Var Change
19.375 985.1052 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.