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, January 17, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 194,399 1,400 351 376,547 -4,567
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 192,616 1,400 351 370,354 -5,008
Cboe Bitcoin (USD) (XBT) Futures 1,694 0 0 3,420 438
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 2,348 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 89 0 0 425 3
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 0 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT04/F9 - 2019-01-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.95 18.65a 0.00
Settle Settle - Var Change
18.65 N/A -0.425
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 22
VX+VXT05/F9 - 2019-01-30
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.70 18.80a 0.00
Settle Settle - Var Change
18.475 N/A -0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
VX+VXT06/G9 - 2019-02-06
CONTRACT PRICES (US$) Open High Low Close
18.55 18.55 18.55 18.55
Settle Settle - Var Change
18.375 N/A -0.675
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3 0 0 6
VX+VXT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
18.90 19.35 18.45 18.60
Settle Settle - Var Change
18.525 N/A -0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
106,208 1,200 349 167,333
VX+VXT08/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
19.00 19.30 19.00 19.30
Settle Settle - Var Change
19.35 N/A 0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 1
VX+VXT09/G9 - 2019-02-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.55 19.30a 0.00
Settle Settle - Var Change
18.65 N/A -0.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
19.00 19.27 18.75 18.85
Settle Settle - Var Change
18.775 N/A -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
48,228 200 2 61,464
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
18.95 19.20 18.77 18.85
Settle Settle - Var Change
18.775 N/A -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
17,354 0 0 41,437
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
18.95 19.17 18.85 18.85
Settle Settle - Var Change
18.875 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,308 0 0 29,510
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
18.95 19.15 18.81 18.87
Settle Settle - Var Change
18.875 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,399 0 0 28,793
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
19.17 19.28 19.00 19.06
Settle Settle - Var Change
19.075 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,198 0 0 25,766
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
19.31 19.45 19.18 19.27
Settle Settle - Var Change
19.225 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,228 0 0 13,193
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
19.59 19.73 19.47 19.57
Settle Settle - Var Change
19.525 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,688 0 0 2,825
Cboe Bitcoin (USD) (XBT) Futures
XBT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
3560.00 3615.00 3500.00 3580.00
Settle Settle - Var Change
3602.50 N/A 10.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,211 0 0 1,294
XBT/H9 - 2019-03-13
CONTRACT PRICES (US$) Open High Low Close
3560.00 3600.00 3490.00 3593.88
Settle Settle - Var Change
3592.50 N/A 42.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
250 0 0 1,558
XBT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
3555.00 3579.49 3480.00a 3565.00
Settle Settle - Var Change
3560.00 N/A 37.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
233 0 0 568
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/F9 - 2019-01-23
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
4.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
4.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
4.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
4.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b11.75 8.65a 0.00
Settle Settle - Var Change
12.225 946.8456 2.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2,348
VA/G9 - 2019-02-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.45 17.70a 0.00
Settle Settle - Var Change
17.80 1103.7036 -1.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.90 18.80a 0.00
Settle Settle - Var Change
18.65 1010.0266 -0.65
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/J9 - 2019-04-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.15 19.25a 0.00
Settle Settle - Var Change
19.10 698.4899 -0.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.30 19.65a 0.00
Settle Settle - Var Change
19.475 951.0948 -0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.55 20.05a 0.00
Settle Settle - Var Change
19.85 1029.8243 -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.65 20.15a 0.00
Settle Settle - Var Change
19.95 749.6821 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.75 20.30a 0.00
Settle Settle - Var Change
20.10 945.1385 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.05 20.55a 0.00
Settle Settle - Var Change
20.35 1026.4675 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.35 20.90a 0.00
Settle Settle - Var Change
20.70 1013.4594 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.85 21.15a 0.00
Settle Settle - Var Change
21.175 923.6412 0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
125.71 b126.23 125.67a 126.18
Settle Settle - Var Change
126.175 N/A 0.265
CONTRACT VOLUME Total BLOCK ECRP Open Interest
89 0 0 425
IBHY/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
126.175 N/A 0.265
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
126.175 N/A 0.265
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
126.175 N/A 0.265
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b117.19 117.05a 0.00
Settle Settle - Var Change
117.255 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
117.255 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
117.255 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
117.255 N/A 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.