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, January 22, 2018

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 224,668 7,186 0 637,812 2,160
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 215,296 7,186 0 626,209 1,916
Cboe Bitcoin (USD) (XBT) Futures 9,371 0 0 5,038 243
Cboe Russell 2000 Volatility Index (RVX) Futures 1 0 0 97 1
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 6,468 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT04/F8 - 2018-01-24
CONTRACT PRICES (US$) Open High Low Close
11.25 b11.35 10.95 11.20
Settle Settle - Var Change
11.10 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
215 0 0 236
VX+VXT05/F8 - 2018-01-31
CONTRACT PRICES (US$) Open High Low Close
11.05 b11.35 10.95a 11.00
Settle Settle - Var Change
11.025 N/A -0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
92 0 0 335
VX+VXT06/G8 - 2018-02-07
CONTRACT PRICES (US$) Open High Low Close
11.40 b11.65 11.30 11.40
Settle Settle - Var Change
11.40 N/A -0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6 0 0 117
VX+VXT/G8 - 2018-02-14
CONTRACT PRICES (US$) Open High Low Close
12.05 12.20 11.55 11.85
Settle Settle - Var Change
11.825 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
126,021 3,688 0 345,718
VX+VXT08/G8 - 2018-02-21
CONTRACT PRICES (US$) Open High Low Close
12.05 b12.30 11.95a 12.05
Settle Settle - Var Change
12.075 N/A -0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
44 0 0 213
VX+VXT09/G8 - 2018-02-27
CONTRACT PRICES (US$) Open High Low Close
12.30 b12.55 12.29 12.29
Settle Settle - Var Change
12.40 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 52
VX+VXT/H8 - 2018-03-21
CONTRACT PRICES (US$) Open High Low Close
12.65 12.70 12.35 12.49
Settle Settle - Var Change
12.475 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
56,949 3,498 0 126,445
VX+VXT/J8 - 2018-04-18
CONTRACT PRICES (US$) Open High Low Close
13.27 13.30 13.03 13.12
Settle Settle - Var Change
13.125 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14,282 0 0 52,924
VX+VXT/K8 - 2018-05-16
CONTRACT PRICES (US$) Open High Low Close
13.80 13.85 13.60 13.60
Settle Settle - Var Change
13.625 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,694 0 0 41,998
VX+VXT/M8 - 2018-06-20
CONTRACT PRICES (US$) Open High Low Close
14.27 14.35 14.05 14.09
Settle Settle - Var Change
14.075 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,943 0 0 26,512
VX+VXT/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
14.88 14.95 14.65 14.68
Settle Settle - Var Change
14.675 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,954 0 0 18,192
VX+VXT/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
15.18 15.29 15.00 15.02
Settle Settle - Var Change
15.025 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,650 0 0 9,961
VX+VXT/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
15.69 15.78 15.51 15.53
Settle Settle - Var Change
15.525 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
444 0 0 3,506
VX+VXT/V8 - 2018-10-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.00 16.00a 0.00
Settle Settle - Var Change
15.85 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Bitcoin (USD) (XBT) Futures
XBT/G8 - 2018-02-14
CONTRACT PRICES (US$) Open High Low Close
11220.00 11880.00 10110.00 10240.00
Settle Settle - Var Change
10215.00 N/A -1185.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,107 0 0 3,607
XBT/H8 - 2018-03-14
CONTRACT PRICES (US$) Open High Low Close
11480.00 b11890.00 10160.00 10270.00
Settle Settle - Var Change
10220.00 N/A -1235.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
262 0 0 1,430
XBT/J8 - 2018-04-18
CONTRACT PRICES (US$) Open High Low Close
10400.00 b10580.00 10190.00a 10400.00
Settle Settle - Var Change
10205.00 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 1
Cboe Russell 2000 Volatility Index (RVX) Futures
VU/G8 - 2018-02-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.00 16.70a 0.00
Settle Settle - Var Change
16.975 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 60
VU/H8 - 2018-03-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.45 17.35a 0.00
Settle Settle - Var Change
17.475 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 23
VU/J8 - 2018-04-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.05 18.00a 0.00
Settle Settle - Var Change
18.025 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 13
VU/K8 - 2018-05-16
CONTRACT PRICES (US$) Open High Low Close
18.75 18.75 18.75 18.75
Settle Settle - Var Change
18.725 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 1
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/F8 - 2018-01-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.50 4.50a 0.00
Settle Settle - Var Change
4.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G8 - 2018-02-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.55 4.55a 0.00
Settle Settle - Var Change
4.05 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/H8 - 2018-03-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.60 4.60a 0.00
Settle Settle - Var Change
4.10 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J8 - 2018-04-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.65 4.65a 0.00
Settle Settle - Var Change
4.15 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/G8 - 2018-02-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b10.10 10.35a 0.00
Settle Settle - Var Change
10.20 N/A -0.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 6,468
VA/H8 - 2018-03-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b11.60 12.10a 0.00
Settle Settle - Var Change
11.825 N/A -0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/J8 - 2018-04-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b12.50 13.05a 0.00
Settle Settle - Var Change
12.775 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/K8 - 2018-05-18
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
13.50 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M8 - 2018-06-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.85 14.35a 0.00
Settle Settle - Var Change
14.025 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U8 - 2018-09-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.15 15.70a 0.00
Settle Settle - Var Change
15.425 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z8 - 2018-12-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.90 16.50a 0.00
Settle Settle - Var Change
16.175 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.85 16.40a 0.00
Settle Settle - Var Change
16.20 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.10 16.60a 0.00
Settle Settle - Var Change
16.275 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.80 17.35a 0.00
Settle Settle - Var Change
16.975 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.40 18.00a 0.00
Settle Settle - Var Change
17.625 N/A -0.150
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 19.35a 0.00
Settle Settle - Var Change
18.975 N/A -0.100
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.