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, June 22, 2018

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 198,515 1,640 405 413,884 4,417
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe S&P 500 Volatility Index (VIX) Futures 191,827 1,640 405 407,125 4,148
Cboe Bitcoin (USD) Futures 6,688 0 0 5,668 269
Cboe Russell 2000 Volatility Index (RVX) Futures 0 0 0 2 0
Cboe/CBOT 10-Year Treasury Note Volatility Index 0 0 0 0 0
S&P 500 Variance Futures 0 0 0 1,089 0
Cboe S&P 500 Volatility Index (VIX) Futures
VX26/M8 - 2018-06-27
CONTRACT PRICES (US$) Open High Low Close
13.95 b14.30 13.75a 13.95
Settle Settle - Var Change
14.15 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7 0 0 46
VX27/N8 - 2018-07-03
CONTRACT PRICES (US$) Open High Low Close
14.15 b15.00 13.90 14.15
Settle Settle - Var Change
14.30 N/A -0.425
CONTRACT VOLUME Total BLOCK ECRP Open Interest
34 0 0 22
VX28/N8 - 2018-07-11
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.45 14.20a 0.00
Settle Settle - Var Change
14.40 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 65
VX/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
15.00 15.05 14.20 14.55
Settle Settle - Var Change
14.425 N/A -0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
104,029 1,020 405 199,088
VX30/N8 - 2018-07-25
CONTRACT PRICES (US$) Open High Low Close
14.70 b14.75 14.60a 14.70
Settle Settle - Var Change
14.75 N/A -0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14 0 0 15
VX31/Q8 - 2018-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.45 15.05a 0.00
Settle Settle - Var Change
14.85 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
VX/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
15.35 15.42 14.75 15.15
Settle Settle - Var Change
15.075 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
56,154 620 0 74,862
VX/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
15.80 15.85 15.26 15.57
Settle Settle - Var Change
15.525 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
17,873 0 0 43,101
VX/V8 - 2018-10-17
CONTRACT PRICES (US$) Open High Low Close
16.25 16.30 15.78 16.10
Settle Settle - Var Change
16.025 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,275 0 0 42,214
VX/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
16.39 16.40 15.94 16.25
Settle Settle - Var Change
16.20 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,436 0 0 19,944
VX/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
16.46 16.47 16.05 16.35
Settle Settle - Var Change
16.325 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,453 0 0 18,940
VX/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
16.95 b17.00 16.70 16.95
Settle Settle - Var Change
16.925 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,256 0 0 7,295
VX/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
17.00 17.18 16.90 17.15
Settle Settle - Var Change
17.15 N/A -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
296 0 0 1,528
Cboe Bitcoin (USD) Futures
XBT/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
6715.00 6755.00 5965.00 6055.00
Settle Settle - Var Change
6137.50 N/A -587.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,175 0 0 4,243
XBT/Q8 - 2018-08-15
CONTRACT PRICES (US$) Open High Low Close
6710.00 b6750.00 5995.00 6055.00
Settle Settle - Var Change
6135.00 N/A -597.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
291 0 0 732
XBT/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
6660.00 b6760.00 6010.00 6010.00
Settle Settle - Var Change
6145.00 N/A -605.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
222 0 0 693
XBT/V8 - 2018-10-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b6250.00 0.00 0.00
Settle Settle - Var Change
6145.00* N/A -605.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Russell 2000 Volatility Index (RVX) Futures
VU/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
17.775* N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
VU/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
0.00 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VU/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
0.00 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe/CBOT 10-Year Treasury Note Volatility Index
VXTY/M8 - 2018-06-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b2.80 4.80a 0.00
Settle Settle - Var Change
3.80 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/N8 - 2018-07-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b2.75 4.85a 0.00
Settle Settle - Var Change
3.80 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b2.70 4.90a 0.00
Settle Settle - Var Change
3.80 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/U8 - 2018-09-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b2.65 4.95a 0.00
Settle Settle - Var Change
3.80 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance Futures
VA/N8 - 2018-07-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.70 13.50a 0.00
Settle Settle - Var Change
13.975 874.9934 -0.900
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1,089
VA/Q8 - 2018-08-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.25 14.45a 0.00
Settle Settle - Var Change
14.55 845.9639 -0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U8 - 2018-09-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.15 15.55a 0.00
Settle Settle - Var Change
15.50 918.7807 -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V8 - 2018-10-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.60 16.10a 0.00
Settle Settle - Var Change
15.975 1012.9606 -0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z8 - 2018-12-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.30 16.95a 0.00
Settle Settle - Var Change
16.80 600.3397 -0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.70 17.35a 0.00
Settle Settle - Var Change
17.175 938.8896 -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.25 17.80a 0.00
Settle Settle - Var Change
17.775 1006.7822 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.00 18.60a 0.00
Settle Settle - Var Change
18.50 951.2308 -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.00 18.70a 0.00
Settle Settle - Var Change
18.475 1013.5433 -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.35 19.05a 0.00
Settle Settle - Var Change
18.825 744.1138 -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.75 19.50a 0.00
Settle Settle - Var Change
19.225 1010.6218 -0.650
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.65 20.40a 0.00
Settle Settle - Var Change
20.125 1014.907 -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.