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, January 15, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 255,221 600 4,051 396,103 9,074
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 251,846 600 4,051 388,954 9,039
Cboe Bitcoin (USD) (XBT) Futures 3,277 0 0 4,388 3
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 2,348 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 98 0 0 413 32
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 0 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
19.25 19.35 18.11 18.90
Settle Settle - Var Change
18.825 N/A -0.400
CONTRACT VOLUME Total BLOCK ECRP Open Interest
73,739 325 225 25,620
VX+VXT04/F9 - 2019-01-23
CONTRACT PRICES (US$) Open High Low Close
18.80 18.80 18.70a 18.75
Settle Settle - Var Change
18.825 N/A -0.425
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 23
VX+VXT05/F9 - 2019-01-30
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.75 18.90a 0.00
Settle Settle - Var Change
18.775 N/A -0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
VX+VXT06/G9 - 2019-02-06
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.75 19.00a 0.00
Settle Settle - Var Change
18.80 N/A -0.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
VX+VXT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
19.55 19.55 18.55 18.85
Settle Settle - Var Change
18.825 N/A -0.650
CONTRACT VOLUME Total BLOCK ECRP Open Interest
111,434 275 3,826 182,391
VX+VXT08/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.75 19.15a 0.00
Settle Settle - Var Change
18.80 N/A -0.925
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1
VX+VXT09/G9 - 2019-02-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.70 19.20a 0.00
Settle Settle - Var Change
18.75 N/A -0.80
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
19.67 19.70 18.77 19.05
Settle Settle - Var Change
19.025 N/A -0.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
32,041 0 0 51,825
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
19.55 19.55 18.76 19.10
Settle Settle - Var Change
19.075 N/A -0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
17,769 0 0 40,198
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
19.50 19.50 18.83 19.07
Settle Settle - Var Change
19.075 N/A -0.400
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,322 0 0 29,494
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
19.40 19.40 18.85 19.05
Settle Settle - Var Change
19.025 N/A -0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,762 0 0 27,412
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
19.50 19.52 19.00 19.19
Settle Settle - Var Change
19.175 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,530 0 0 20,711
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
19.65 19.65 19.20 19.37
Settle Settle - Var Change
19.375 N/A -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,591 0 0 9,594
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
19.85 19.90 19.50 19.68
Settle Settle - Var Change
19.625 N/A -0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
656 0 0 1,677
Cboe Bitcoin (USD) (XBT) Futures
XBT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
3655.00 3680.00 3540.00 3580.00
Settle Settle - Var Change
3565.00 N/A -102.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,182 0 0 1,621
XBT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
3660.00 3705.00 3490.00 3535.66
Settle Settle - Var Change
3522.50 N/A -117.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
644 0 0 1,053
XBT/H9 - 2019-03-13
CONTRACT PRICES (US$) Open High Low Close
3615.00 b3645.00 3485.00 3530.00
Settle Settle - Var Change
3510.00 N/A -110.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
361 0 0 1,388
XBT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
3585.00 b3605.00 3495.00a 3510.00
Settle Settle - Var Change
3477.50 N/A -152.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
90 0 0 326
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/F9 - 2019-01-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.50 4.50a 0.00
Settle Settle - Var Change
4.00 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.45 4.55a 0.00
Settle Settle - Var Change
4.00 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.40 4.60a 0.00
Settle Settle - Var Change
4.00 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.35 4.65a 0.00
Settle Settle - Var Change
4.00 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.10 11.10a 0.00
Settle Settle - Var Change
13.20 947.4925 -0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2,348
VA/G9 - 2019-02-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.90 17.85a 0.00
Settle Settle - Var Change
18.35 1115.1133 -0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.75 18.75a 0.00
Settle Settle - Var Change
18.95 1013.2661 -0.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/J9 - 2019-04-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.25 19.25a 0.00
Settle Settle - Var Change
19.30 711.9823 -0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.60 19.70a 0.00
Settle Settle - Var Change
19.60 953.3237 -0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.00 20.15a 0.00
Settle Settle - Var Change
19.95 1033.8302 -0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.95 20.30a 0.00
Settle Settle - Var Change
20.10 752.3638 -0.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.00 20.40a 0.00
Settle Settle - Var Change
20.15 948.9818 -0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.10 20.60a 0.00
Settle Settle - Var Change
20.35 1027.7546 -0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.20 20.80a 0.00
Settle Settle - Var Change
20.65 1013.0702 -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.55 20.85a 0.00
Settle Settle - Var Change
21.15 923.5606 0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
125.53 125.79 125.34a 125.79
Settle Settle - Var Change
125.63 N/A 0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
98 0 0 413
IBHY/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
125.63 N/A 0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
125.63 N/A 0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
125.63 N/A 0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b116.86 116.84a 0.00
Settle Settle - Var Change
116.86 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
116.86 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
116.86 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
116.86 N/A 0.075
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.