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, January 18, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 525,135 0 0 374,848 -1,699
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 296,148 0 0 368,598 -1,756
Cboe Bitcoin (USD) (XBT) Futures 5,520 0 0 3,475 55
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures 10 0 0 2,348 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 113,291 0 0 427 2
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 110,166 0 0 0 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT04/F9 - 2019-01-23
CONTRACT PRICES (US$) Open High Low Close
18.20 18.45 18.20 18.20
Settle Settle - Var Change
18.30 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,921 0 0 20
VX+VXT05/F9 - 2019-01-30
CONTRACT PRICES (US$) Open High Low Close
18.20 18.45 18.20 18.20
Settle Settle - Var Change
18.275 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,496 0 0 4
VX+VXT06/G9 - 2019-02-06
CONTRACT PRICES (US$) Open High Low Close
18.10 18.45 18.10 18.25
Settle Settle - Var Change
18.20 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,679 0 0 6
VX+VXT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
17.80 17.80 17.45 17.70
Settle Settle - Var Change
17.675 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,391 0 0 158,701
VX+VXT08/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
17.85 18.10 17.85 18.00
Settle Settle - Var Change
17.95 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,387 0 0 1
VX+VXT09/G9 - 2019-02-27
CONTRACT PRICES (US$) Open High Low Close
17.95 18.20 17.95 18.10
Settle Settle - Var Change
18.025 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,739 0 0 0
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
17.55 17.85 17.55 17.75
Settle Settle - Var Change
17.625 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,063 0 0 65,715
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
18.55 18.85 18.55 18.55
Settle Settle - Var Change
18.65 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
32,482 0 0 40,923
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
18.40 18.40 18.10 18.20
Settle Settle - Var Change
18.25 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,357 0 0 30,071
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
18.20 18.20 17.90 18.10
Settle Settle - Var Change
18.025 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,820 0 0 29,230
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
17.85 17.85 17.55 17.75
Settle Settle - Var Change
17.675 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,449 0 0 26,490
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
18.20 18.20 17.90 18.10
Settle Settle - Var Change
18.05 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,528 0 0 14,057
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
18.95 18.95 18.65 18.70
Settle Settle - Var Change
18.775 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,836 0 0 3,380
Cboe Bitcoin (USD) (XBT) Futures
XBT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
3210.00 3210.00 3190.00 3200.00
Settle Settle - Var Change
3195.00 N/A -15.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,413 0 0 1,314
XBT/H9 - 2019-03-13
CONTRACT PRICES (US$) Open High Low Close
3225.00 3233.58 3225.00 3225.00
Settle Settle - Var Change
3235.00 N/A 10.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,653 0 0 1,562
XBT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
3210.00 3218.55 3210.00 3217.48
Settle Settle - Var Change
3220.00 N/A 7.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
454 0 0 599
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/F9 - 2019-01-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.06 4.13a 0.00
Settle Settle - Var Change
4.095 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.06 4.13a 0.00
Settle Settle - Var Change
4.09 N/A -0.01
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.06 4.13a 0.00
Settle Settle - Var Change
4.09 N/A -0.01
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.05 4.12a 0.00
Settle Settle - Var Change
4.085 N/A -0.010
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$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
0.00 946.4201
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2,348
VA/G9 - 2019-02-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.55 18.60a 0.00
Settle Settle - Var Change
18.10 1118.0724 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
17.85 17.90 17.85 17.90
Settle Settle - Var Change
18.45 1016.65 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 0
VA/J9 - 2019-04-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.00 19.05a 0.00
Settle Settle - Var Change
18.525 683.4424 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.10 19.15a 0.00
Settle Settle - Var Change
18.60 948.7986 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.15 19.20a 0.00
Settle Settle - Var Change
18.70 1012.2765 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.05 19.10a 0.00
Settle Settle - Var Change
18.575 736.8228 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.05 19.10a 0.00
Settle Settle - Var Change
18.575 893.3719 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.05 19.10a 0.00
Settle Settle - Var Change
18.575 982.5719 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.05 19.10a 0.00
Settle Settle - Var Change
18.575 964.9884 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.15 19.20a 0.00
Settle Settle - Var Change
18.675 832.8599 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
123.49 123.59 123.37 123.47
Settle Settle - Var Change
123.335 N/A -0.140
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,620 0 0 427
IBHY/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
123.44 123.60 123.36 123.43
Settle Settle - Var Change
123.39 N/A -0.07
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,435 0 0 0
IBHY/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
123.63 123.67 123.47 123.58
Settle Settle - Var Change
123.455 N/A -0.115
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,249 0 0 0
IBHY/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
123.49 123.57 123.37 123.47
Settle Settle - Var Change
123.54 N/A 0.07
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,987 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
114.26 114.36 114.10 114.28
Settle Settle - Var Change
114.16 N/A -0.105
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,198 0 0 0
IBIG/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
114.12 114.21 114.03 114.11
Settle Settle - Var Change
114.145 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,832 0 0 0
IBIG/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
114.13 114.29 114.04 114.15
Settle Settle - Var Change
114.10 N/A -0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,235 0 0 0
IBIG/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
114.02 114.15 113.92 114.02
Settle Settle - Var Change
114.13 N/A 0.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,901 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.