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 Thursday, March 21, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 199,934 400 0 369,151 11,633
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 198,886 400 0 364,262 11,760
Cboe Bitcoin (USD) (XBT) Futures 993 0 0 3,516 -131
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 0 801 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 27 0 0 551 -10
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 28 0 0 21 14
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT13/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
13.95 b14.80 13.95 14.10
Settle Settle - Var Change
14.225 N/A -0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12 0 0 145
VX+VXT14/J9 - 2019-04-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.10 14.55a 0.00
Settle Settle - Var Change
14.575 N/A -0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
VX+VXT15/J9 - 2019-04-10
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.00 14.90a 0.00
Settle Settle - Var Change
14.90 N/A -0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 23
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
15.45 15.65 14.90 15.07
Settle Settle - Var Change
15.075 N/A -0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
107,946 400 0 217,817
VX+VXT17/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
15.50 15.50 15.50 15.50
Settle Settle - Var Change
15.525 N/A -0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 18
VX+VXT18/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.35 15.70a 0.00
Settle Settle - Var Change
15.45 N/A -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
16.20 16.35 15.75 15.90
Settle Settle - Var Change
15.925 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
53,605 0 0 58,807
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
16.50 16.60 16.12 16.25
Settle Settle - Var Change
16.225 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
16,001 0 0 28,873
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
16.76 16.90 16.46 16.50
Settle Settle - Var Change
16.525 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,508 0 0 23,342
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
16.95 17.00 16.60 16.65
Settle Settle - Var Change
16.675 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,464 0 0 17,517
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
17.14 17.17 16.80 16.88
Settle Settle - Var Change
16.825 N/A -0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,610 0 0 10,704
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
17.20 17.25 16.93 17.00
Settle Settle - Var Change
16.975 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,406 0 0 4,411
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
17.20 17.30 17.00 17.05
Settle Settle - Var Change
17.00 N/A -0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
333 0 0 2,580
Cboe Bitcoin (USD) (XBT) Futures
XBT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
4030.00 4060.00 3895.00 3970.00
Settle Settle - Var Change
3965.00 N/A -52.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
813 0 0 1,689
XBT/K9 - 2019-05-15
CONTRACT PRICES (US$) Open High Low Close
4015.00 4060.00 3905.00 3960.00
Settle Settle - Var Change
3965.00 N/A -50.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
92 0 0 894
XBT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
4030.00 4060.00 3917.22 3970.00
Settle Settle - Var Change
3965.00 N/A -50.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
88 0 0 933
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.25 3.75a 0.00
Settle Settle - Var Change
3.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.20 3.80a 0.00
Settle Settle - Var Change
3.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.15 3.85a 0.00
Settle Settle - Var Change
3.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/M9 - 2019-06-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.10 3.90a 0.00
Settle Settle - Var Change
3.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/J9 - 2019-04-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.50 13.35a 0.00
Settle Settle - Var Change
13.325 516.0805 -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 801
VA/K9 - 2019-05-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.55 14.55a 0.00
Settle Settle - Var Change
14.40 781.2764 -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.50 15.60a 0.00
Settle Settle - Var Change
15.375 910.7742 -0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N9 - 2019-07-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.90 16.10a 0.00
Settle Settle - Var Change
15.875 920.3627 -0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.25 16.45a 0.00
Settle Settle - Var Change
16.225 928.6037 -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.60 16.80a 0.00
Settle Settle - Var Change
16.575 947.0365 -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.95 17.25a 0.00
Settle Settle - Var Change
17.025 706.9902 -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.30 17.70a 0.00
Settle Settle - Var Change
17.40 828.1674 -0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.75 18.20a 0.00
Settle Settle - Var Change
17.825 943.4279 -0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.35 18.90a 0.00
Settle Settle - Var Change
18.525 948.3874 -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.35 19.85a 0.00
Settle Settle - Var Change
19.475 845.4353 -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
130.33 b130.46 130.16a 130.37
Settle Settle - Var Change
130.30 N/A -0.02
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23 0 0 491
IBHY/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
131.22 b131.32 131.10a 131.22
Settle Settle - Var Change
131.13* N/A -0.02
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4 0 0 60
IBHY/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b132.13 131.99a 0.00
Settle Settle - Var Change
132.015 N/A 0.610
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b132.89 132.82a 0.00
Settle Settle - Var Change
132.81 N/A 0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
121.82 b122.05 121.77a 121.97
Settle Settle - Var Change
121.95 N/A 0.205
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28 0 0 21
IBIG/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b120.47 123.32a 0.00
Settle Settle - Var Change
121.95* N/A 0.485
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
121.95* N/A 0.485
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
121.95* N/A 0.485
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.