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, May 17, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 296,843 0 287 389,074 -23
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 294,258 0 287 377,427 -34
Cboe Bitcoin (USD) (XBT) Futures 2,500 0 0 1,627 -2
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 9,797 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 69 0 0 189 -3
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 16 0 0 34 16
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
15.60 16.72 15.20 16.02
Settle Settle - Var Change
15.875 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
119,451 0 0 49,077
VX+VXT22/K9 - 2019-05-29
CONTRACT PRICES (US$) Open High Low Close
16.35 16.35 16.15a 16.35
Settle Settle - Var Change
16.575 N/A 0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11 0 0 51
VX+VXT23/M9 - 2019-06-05
CONTRACT PRICES (US$) Open High Low Close
16.05 b16.20 16.00 16.00
Settle Settle - Var Change
16.475 N/A 0.400
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19 0 0 25
VX+VXT24/M9 - 2019-06-12
CONTRACT PRICES (US$) Open High Low Close
16.75 16.75 16.20 16.20
Settle Settle - Var Change
16.725 N/A 0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20 0 0 3
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
16.70 17.40 16.52 17.00
Settle Settle - Var Change
17.025 N/A 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
123,251 0 287 204,324
VX+VXT26/M9 - 2019-06-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.70 17.00a 0.00
Settle Settle - Var Change
16.925 N/A 0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT27/N9 - 2019-07-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.55 17.15a 0.00
Settle Settle - Var Change
16.90 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
17.01 17.55 16.90 17.18
Settle Settle - Var Change
17.225 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,145 0 0 40,043
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
17.10 17.55 17.02 17.25
Settle Settle - Var Change
17.275 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,796 0 0 23,323
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
17.30 17.65 17.20 17.38
Settle Settle - Var Change
17.375 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,551 0 0 23,158
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
17.35 17.67 17.27 17.42
Settle Settle - Var Change
17.425 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,396 0 0 12,970
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
17.30 17.65 17.25 17.42
Settle Settle - Var Change
17.425 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,756 0 0 14,342
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
17.15 17.35 17.00 17.17
Settle Settle - Var Change
17.20 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
824 0 0 9,351
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
17.73 17.82 17.45 17.60
Settle Settle - Var Change
17.65 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
38 0 0 760
Cboe Bitcoin (USD) (XBT) Futures
XBT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
7970.00 8015.00 6800.00 7125.00
Settle Settle - Var Change
7147.50 N/A -755.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,500 0 0 1,627
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.90 4.40a 0.00
Settle Settle - Var Change
4.15 N/A 0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/M9 - 2019-06-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.85 4.45a 0.00
Settle Settle - Var Change
4.15 N/A 0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/N9 - 2019-07-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.80 4.50a 0.00
Settle Settle - Var Change
4.15 N/A 0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.75 4.55a 0.00
Settle Settle - Var Change
4.15 N/A 0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/K9 - 2019-05-17
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
0.00 747.2937
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.15 15.35a 0.00
Settle Settle - Var Change
16.00 903.7514 0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9,797
VA/N9 - 2019-07-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.80 16.40a 0.00
Settle Settle - Var Change
16.625 886.2645 0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.05 16.85a 0.00
Settle Settle - Var Change
17.00 901.0001 0.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.25 17.20a 0.00
Settle Settle - Var Change
17.275 936.314 0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V9 - 2019-10-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.35 17.40a 0.00
Settle Settle - Var Change
17.425 1018.7965 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.60 17.75a 0.00
Settle Settle - Var Change
17.725 703.6332 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.95 18.20a 0.00
Settle Settle - Var Change
18.15 824.846 0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.25 18.60a 0.00
Settle Settle - Var Change
18.475 941.8274 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.70 19.15a 0.00
Settle Settle - Var Change
18.925 945.3681 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.55 20.00a 0.00
Settle Settle - Var Change
19.825 843.7649 -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
131.34 b131.68 131.27a 131.44
Settle Settle - Var Change
131.435 N/A -0.020
CONTRACT VOLUME Total BLOCK ECRP Open Interest
69 0 0 168
IBHY/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b131.83 131.47a 0.00
Settle Settle - Var Change
131.62 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
IBHY/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b132.10 131.83a 0.00
Settle Settle - Var Change
131.94 N/A 0.02
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1
IBHY/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b132.36 132.18a 0.00
Settle Settle - Var Change
132.25 N/A 0.015
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
124.44 b124.53 124.38 124.38
Settle Settle - Var Change
124.45 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
16 0 0 34
IBIG/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b124.44 124.89a 0.00
Settle Settle - Var Change
124.63 N/A 0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b124.47 125.03a 0.00
Settle Settle - Var Change
124.715 N/A -0.090
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b124.44 125.26a 0.00
Settle Settle - Var Change
124.815 N/A -0.120
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.