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 Monday, November 19, 2018

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 305,648 805 0 485,298 4,955
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 298,448 805 0 474,189 4,939
Cboe Bitcoin (USD) (XBT) Futures 6,986 0 0 3,613 32
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 7,458 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 214 0 0 35 -16
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 3 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
18.40 20.10 18.05 19.91
Settle Settle - Var Change
19.925 N/A 1.650
CONTRACT VOLUME Total BLOCK ECRP Open Interest
103,638 605 0 49,741
VX+VXT48/X8 - 2018-11-28
CONTRACT PRICES (US$) Open High Low Close
18.80 b19.75 18.75a 19.70
Settle Settle - Var Change
19.90 N/A 1.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4 0 0 28
VX+VXT49/Z8 - 2018-12-05
CONTRACT PRICES (US$) Open High Low Close
18.75 b19.55 18.75 19.40
Settle Settle - Var Change
19.325 N/A 1.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 2
VX+VXT50/Z8 - 2018-12-12
CONTRACT PRICES (US$) Open High Low Close
18.80 b19.50 18.80 18.80
Settle Settle - Var Change
19.375 N/A 1.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 1
VX+VXT/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
18.38 19.65 18.15 19.40
Settle Settle - Var Change
19.375 N/A 1.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
130,937 200 0 204,771
VX+VXT52/Z8 - 2018-12-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.00 19.10a 0.00
Settle Settle - Var Change
19.425 N/A 0.975
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT01/F9 - 2019-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.20 19.60a 0.00
Settle Settle - Var Change
19.80 N/A 0.95
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
18.83 19.83 18.60 19.63
Settle Settle - Var Change
19.625 N/A 0.900
CONTRACT VOLUME Total BLOCK ECRP Open Interest
32,496 0 0 64,597
VX+VXT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
18.95 19.76 18.67 19.54
Settle Settle - Var Change
19.575 N/A 0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,412 0 0 42,837
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
18.90 19.70 18.70 19.42
Settle Settle - Var Change
19.475 N/A 0.650
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,304 0 0 35,410
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
18.76 19.43 18.57 19.19
Settle Settle - Var Change
19.275 N/A 0.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,674 0 0 33,694
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
18.73 19.35 18.53 19.14
Settle Settle - Var Change
19.225 N/A 0.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,911 0 0 25,875
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
18.76 19.35 18.65 19.19
Settle Settle - Var Change
19.225 N/A 0.475
CONTRACT VOLUME Total BLOCK ECRP Open Interest
959 0 0 16,073
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
18.85 19.40 18.85 19.27
Settle Settle - Var Change
19.30 N/A 0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
110 0 0 1,160
Cboe Bitcoin (USD) (XBT) Futures
XBT/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
5465.00 5495.00 4585.00 4725.00
Settle Settle - Var Change
4802.50 N/A -615.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,574 0 0 2,545
XBT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
5470.00 b5495.00 4595.00a 4600.00
Settle Settle - Var Change
4780.00 N/A -635.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
338 0 0 831
XBT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
5435.00 b5485.00 4630.00a 4660.00
Settle Settle - Var Change
4805.00 N/A -672.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
74 0 0 237
XBT/H9 - 2019-03-13
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
4805.00* N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.80 4.80a 0.00
Settle Settle - Var Change
4.30 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Z8 - 2018-12-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.75 4.85a 0.00
Settle Settle - Var Change
4.30 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/F9 - 2019-01-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.70 4.90a 0.00
Settle Settle - Var Change
4.30 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.65 4.95a 0.00
Settle Settle - Var Change
4.30 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/Z8 - 2018-12-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.80 18.75a 0.00
Settle Settle - Var Change
19.65 591.3841 1.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 7,458
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.30 19.65a 0.00
Settle Settle - Var Change
20.40 922.2934 1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G9 - 2019-02-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.60 20.20a 0.00
Settle Settle - Var Change
20.775 1028.9701 1.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.75 20.50a 0.00
Settle Settle - Var Change
20.975 997.3393 1.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.55 20.65a 0.00
Settle Settle - Var Change
20.875 947.9098 0.800
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.45 20.65a 0.00
Settle Settle - Var Change
20.825 1025.4098 0.800
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.25 20.65a 0.00
Settle Settle - Var Change
20.70 749.0431 0.65
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.20 20.60a 0.00
Settle Settle - Var Change
20.80 1023.3553 0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.00 20.60a 0.00
Settle Settle - Var Change
20.55 998.7973 0.475
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/Z8 - 2018-12-03
CONTRACT PRICES (US$) Open High Low Close
123.27 b123.57 123.16a 123.29
Settle Settle - Var Change
123.38 N/A -0.23
CONTRACT VOLUME Total BLOCK ECRP Open Interest
214 0 0 35
IBHY/F9 - 2019-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
123.38* N/A -0.23
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
123.38* N/A -0.23
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
123.38* N/A -0.23
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Z8 - 2018-12-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b114.18 114.07a 0.00
Settle Settle - Var Change
114.155 N/A -0.185
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 3
IBIG/F9 - 2019-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
114.155* N/A -0.185
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
114.155* N/A -0.185
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
114.155* N/A -0.185
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.