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 Tuesday, February 19, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 157,659 0 320 367,268 10,897
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 152,693 0 320 363,266 10,545
Cboe Bitcoin (USD) (XBT) Futures 4,945 0 0 3,616 331
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 21 0 0 364 21
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 22 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT08/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
15.40 b16.00 14.91 14.91
Settle Settle - Var Change
15.15 N/A -0.675
CONTRACT VOLUME Total BLOCK ECRP Open Interest
33 0 0 41
VX+VXT09/G9 - 2019-02-27
CONTRACT PRICES (US$) Open High Low Close
16.50 16.50 15.70a 16.50
Settle Settle - Var Change
15.675 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 52
VX+VXT10/H9 - 2019-03-06
CONTRACT PRICES (US$) Open High Low Close
16.05 16.05 15.98 15.98
Settle Settle - Var Change
15.975 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23 0 0 41
VX+VXT11/H9 - 2019-03-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.60 16.30a 0.00
Settle Settle - Var Change
16.20 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
16.30 16.75 16.15 16.33
Settle Settle - Var Change
16.325 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
78,859 0 240 170,854
VX+VXT13/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
16.00 b16.60 16.00 16.00
Settle Settle - Var Change
16.35 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 1
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
16.63 16.92 16.45 16.61
Settle Settle - Var Change
16.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
46,419 0 80 61,462
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
17.00 17.18 16.76 16.90
Settle Settle - Var Change
16.925 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11,059 0 0 38,515
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
17.13 17.25 16.91 17.05
Settle Settle - Var Change
17.075 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,882 0 0 32,528
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
17.36 17.45 17.15 17.32
Settle Settle - Var Change
17.325 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,053 0 0 28,555
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
17.51 17.60 17.31 17.49
Settle Settle - Var Change
17.525 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,234 0 0 18,287
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
17.80 17.90 17.65 17.80
Settle Settle - Var Change
17.80 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,287 0 0 9,481
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
18.05 18.14 17.91 18.06
Settle Settle - Var Change
18.075 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
841 0 0 3,429
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
18.075 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Bitcoin (USD) (XBT) Futures
XBT/H9 - 2019-03-13
CONTRACT PRICES (US$) Open High Low Close
3600.00 3980.00 3600.00 3890.00
Settle Settle - Var Change
3947.50 N/A 390.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,140 0 0 2,474
XBT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
3620.00 b3975.00 3595.00a 3940.00
Settle Settle - Var Change
3940.00 N/A 400.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
593 0 0 747
XBT/K9 - 2019-05-15
CONTRACT PRICES (US$) Open High Low Close
3620.00 b3970.00 3610.00a 3940.00
Settle Settle - Var Change
3942.50 N/A 390.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
212 0 0 395
XBT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
3942.50 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/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.40 3.90a 0.00
Settle Settle - Var Change
3.65 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.35 3.95a 0.00
Settle Settle - Var Change
3.65 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.30 4.00a 0.00
Settle Settle - Var Change
3.65 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.25 4.05a 0.00
Settle Settle - Var Change
3.65 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.55 13.65a 0.00
Settle Settle - Var Change
13.85 987.815 -0.90
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/J9 - 2019-04-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.70 15.40a 0.00
Settle Settle - Var Change
15.475 576.7343 -0.425
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/K9 - 2019-05-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.30 16.15a 0.00
Settle Settle - Var Change
16.20 858.3245 -0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.70 16.65a 0.00
Settle Settle - Var Change
16.625 924.448 -0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N9 - 2019-07-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.95 17.00a 0.00
Settle Settle - Var Change
17.00 993.2293
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.15 17.25a 0.00
Settle Settle - Var Change
17.20 993.1629
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.30 17.45a 0.00
Settle Settle - Var Change
17.40 973.0566 -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.65 17.85a 0.00
Settle Settle - Var Change
17.75 720.169 -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.05 18.30a 0.00
Settle Settle - Var Change
18.15 866.109 -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.45 18.70a 0.00
Settle Settle - Var Change
18.55 970.7367 -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.10 19.45a 0.00
Settle Settle - Var Change
19.30 973.2006 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.25 20.55a 0.00
Settle Settle - Var Change
20.40 887.2375 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
128.64 b128.70 128.46a 128.67
Settle Settle - Var Change
128.585 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21 0 0 364
IBHY/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b129.41 129.42a 0.00
Settle Settle - Var Change
129.375 N/A 0.010
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b130.17 130.28a 0.00
Settle Settle - Var Change
130.19 N/A 0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b130.91 131.12a 0.00
Settle Settle - Var Change
130.98 N/A 0.02
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b120.23 120.08a 0.00
Settle Settle - Var Change
120.14 N/A 0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 22
IBIG/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
120.14 N/A 0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
120.14 N/A 0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
120.14 N/A 0.065
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.