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, November 20, 2018

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 473,335 2,775 6,313 492,911 7,613
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 458,451 2,775 6,313 481,899 7,710
Cboe Bitcoin (USD) (XBT) Futures 14,828 0 0 3,476 -137
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 55 0 0 74 39
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 1 0 0 4 1
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
19.95 23.06 19.85 22.30
Settle Settle - Var Change
22.175 N/A 2.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
117,885 250 251 36,917
VX+VXT48/X8 - 2018-11-28
CONTRACT PRICES (US$) Open High Low Close
21.20 b21.85 21.15 21.25
Settle Settle - Var Change
21.90 N/A 2.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11 0 0 35
VX+VXT49/Z8 - 2018-12-05
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.05 21.20a 0.00
Settle Settle - Var Change
21.05 N/A 1.725
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
VX+VXT50/Z8 - 2018-12-12
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.70 21.00a 0.00
Settle Settle - Var Change
20.675 N/A 1.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1
VX+VXT/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
19.45 21.08 19.33 20.55
Settle Settle - Var Change
20.425 N/A 1.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
228,915 2,525 6,062 213,244
VX+VXT52/Z8 - 2018-12-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.30 20.80a 0.00
Settle Settle - Var Change
20.425 N/A 1.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT01/F9 - 2019-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.45 21.35a 0.00
Settle Settle - Var Change
20.675 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
19.63 20.93 19.60 20.66
Settle Settle - Var Change
20.525 N/A 0.900
CONTRACT VOLUME Total BLOCK ECRP Open Interest
59,735 0 0 70,984
VX+VXT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
19.55 20.67 19.53 20.52
Settle Settle - Var Change
20.425 N/A 0.850
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,876 0 0 46,175
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
19.42 20.45 19.42 20.36
Settle Settle - Var Change
20.275 N/A 0.800
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,961 0 0 36,028
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
19.25 20.11 19.22 20.06
Settle Settle - Var Change
19.975 N/A 0.700
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,236 0 0 34,397
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
19.13 20.01 19.13 19.98
Settle Settle - Var Change
19.90 N/A 0.675
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,263 0 0 26,469
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
19.25 19.95 19.25 19.95
Settle Settle - Var Change
19.85 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,275 0 0 16,322
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
19.50 19.95 19.35a 19.93
Settle Settle - Var Change
19.90 N/A 0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
294 0 0 1,325
Cboe Bitcoin (USD) (XBT) Futures
XBT/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
4735.00 4865.00 4010.00 4300.00
Settle Settle - Var Change
4365.00 N/A -437.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,959 0 0 2,477
XBT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
4745.00 b4865.00 4025.00 4340.00
Settle Settle - Var Change
4365.00 N/A -415.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
764 0 0 735
XBT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
4730.00 b4855.00 4025.00 4215.00
Settle Settle - Var Change
4357.50 N/A -447.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
103 0 0 263
XBT/H9 - 2019-03-13
CONTRACT PRICES (US$) Open High Low Close
4600.00 4600.00 4500.00 4500.00
Settle Settle - Var Change
4357.50* N/A -447.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 1
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.80 4.80a 0.00
Settle Settle - Var Change
4.30 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Z8 - 2018-12-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.75 4.85a 0.00
Settle Settle - Var Change
4.30 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/F9 - 2019-01-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.70 4.90a 0.00
Settle Settle - Var Change
4.30 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.65 4.95a 0.00
Settle Settle - Var Change
4.30 N/A 0.00
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$) Open High Low Close
0.00 b22.40 22.10a 0.00
Settle Settle - Var Change
22.10 595.0404 2.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 7,458
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.45 22.45a 0.00
Settle Settle - Var Change
22.375 933.8613 1.975
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G9 - 2019-02-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.55 22.65a 0.00
Settle Settle - Var Change
22.525 1089.6918 1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.45 22.70a 0.00
Settle Settle - Var Change
22.525 1015.8121 1.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.85 22.35a 0.00
Settle Settle - Var Change
22.15 964.4757 1.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.50 22.10a 0.00
Settle Settle - Var Change
21.90 1055.7667 1.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.20 21.90a 0.00
Settle Settle - Var Change
21.70 764.4757 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.90 21.65a 0.00
Settle Settle - Var Change
21.35 1041.6738 0.55
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.65 21.55a 0.00
Settle Settle - Var Change
21.15 1015.796 0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/Z8 - 2018-12-03
CONTRACT PRICES (US$) Open High Low Close
123.01 b123.17 122.83 122.87
Settle Settle - Var Change
122.865 N/A -0.515
CONTRACT VOLUME Total BLOCK ECRP Open Interest
55 0 0 74
IBHY/F9 - 2019-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
122.865* N/A -0.515
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
122.865* N/A -0.515
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
122.865* N/A -0.515
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Z8 - 2018-12-03
CONTRACT PRICES (US$) Open High Low Close
113.99 b114.04 113.95a 113.99
Settle Settle - Var Change
114.005 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 4
IBIG/F9 - 2019-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
114.005* N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
114.005* N/A -0.150
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
114.005* N/A -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.