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, July 22, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 215,018 2,600 396 432,296 -9,564
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 215,008 2,600 396 431,842 -9,554
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 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 0 0 0 410 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 10 0 0 44 -10
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT30/N9 - 2019-07-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.50 14.00a 0.00
Settle Settle - Var Change
13.825 N/A -1.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 21
VX+VXT31/N9 - 2019-07-31
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.85 14.55a 0.00
Settle Settle - Var Change
14.35 N/A -0.85
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
VX+VXT32/Q9 - 2019-08-07
CONTRACT PRICES (US$) Open High Low Close
15.00 15.00 14.35a 14.40
Settle Settle - Var Change
14.075 N/A -0.650
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3 0 0 26
VX+VXT33/Q9 - 2019-08-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.70 14.90a 0.00
Settle Settle - Var Change
14.60 N/A -0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 35
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
15.85 15.86 15.15 15.20
Settle Settle - Var Change
15.175 N/A -0.700
CONTRACT VOLUME Total BLOCK ECRP Open Interest
113,399 0 148 242,711
VX+VXT35/Q9 - 2019-08-28
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.60 15.85a 0.00
Settle Settle - Var Change
15.55 N/A -0.55
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
16.75 16.75 16.32 16.38
Settle Settle - Var Change
16.375 N/A -0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
59,513 2,600 248 77,011
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
16.95 17.00 16.66 16.77
Settle Settle - Var Change
16.775 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
17,209 0 0 34,564
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
17.00 17.15 16.77 16.88
Settle Settle - Var Change
16.925 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,977 0 0 33,090
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
16.85 16.97 16.65 16.72
Settle Settle - Var Change
16.775 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,463 0 0 30,326
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
17.40 17.50 17.20 17.31
Settle Settle - Var Change
17.325 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,665 0 0 10,980
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
17.55 17.68 17.42 17.50
Settle Settle - Var Change
17.50 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
717 0 0 2,336
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
17.60 17.68 17.46 17.54
Settle Settle - Var Change
17.525 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
62 0 0 722
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
17.525 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/N9 - 2019-07-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.17 4.67a 0.00
Settle Settle - Var Change
4.42 N/A -0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.12 4.72a 0.00
Settle Settle - Var Change
4.42 N/A -0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/U9 - 2019-09-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.07 4.77a 0.00
Settle Settle - Var Change
4.42 N/A -0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/V9 - 2019-10-23
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
4.42 N/A -0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.15 12.95a 0.00
Settle Settle - Var Change
12.625 818.9175 -1.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.35 14.55a 0.00
Settle Settle - Var Change
14.175 897.9945 -0.900
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V9 - 2019-10-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.00 15.35a 0.00
Settle Settle - Var Change
14.975 912.5573 -0.700
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X9 - 2019-11-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.55 15.95a 0.00
Settle Settle - Var Change
15.625 899.277 -0.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.95 16.50a 0.00
Settle Settle - Var Change
16.125 683.9822 -0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.80 17.35a 0.00
Settle Settle - Var Change
17.025 773.7286 -0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.35 17.90a 0.00
Settle Settle - Var Change
17.575 907.2737 -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.65 18.25a 0.00
Settle Settle - Var Change
17.925 958.9725 -0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.90 18.50a 0.00
Settle Settle - Var Change
18.125 917.2663 -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.30 18.90a 0.00
Settle Settle - Var Change
18.55 984.0766 -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.60 19.30a 0.00
Settle Settle - Var Change
18.90 798.3724 -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b134.01 133.71a 0.00
Settle Settle - Var Change
134.005 N/A 0.395
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 359
IBHY/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b134.27 134.02a 0.00
Settle Settle - Var Change
134.305 N/A 0.410
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 49
IBHY/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b134.53 134.35a 0.00
Settle Settle - Var Change
134.60 N/A 0.405
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1
IBHY/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b134.81 134.71a 0.00
Settle Settle - Var Change
134.895 N/A 0.360
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
130.26 b130.27 130.19a 130.26
Settle Settle - Var Change
130.14 N/A 0.27
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 44
IBIG/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b130.25 130.47a 0.00
Settle Settle - Var Change
130.32 N/A 0.515
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b130.36 130.59a 0.00
Settle Settle - Var Change
130.44 N/A 0.435
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b130.34 130.85a 0.00
Settle Settle - Var Change
130.56 N/A 0.45
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.