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 Wednesday, November 14, 2018

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 566,992 0 0 490,142 -12,315
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 331,578 0 0 476,725 -12,485
Cboe Bitcoin (USD) (XBT) Futures 11,211 0 0 4,003 333
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures 361 0 0 9,337 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 111,954 0 0 75 -163
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 111,888 0 0 2 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT46/X8 - 2018-11-14
CONTRACT PRICES (US$) Open High Low Close
19.45 19.50 19.45 19.50
Settle Settle - Var Change
19.67 N/A 0.245
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22 0 0 83
VX+VXT/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
19.00 19.30 19.00 19.20
Settle Settle - Var Change
19.075 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,612 0 0 82,229
VX+VXT48/X8 - 2018-11-28
CONTRACT PRICES (US$) Open High Low Close
18.80 19.10 18.80 18.95
Settle Settle - Var Change
18.875 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,483 0 0 23
VX+VXT49/Z8 - 2018-12-05
CONTRACT PRICES (US$) Open High Low Close
19.40 19.65 19.40 19.40
Settle Settle - Var Change
18.78* N/A -0.62
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,526 0 0 3
VX+VXT50/Z8 - 2018-12-12
CONTRACT PRICES (US$) Open High Low Close
19.00 19.00 18.70 18.90
Settle Settle - Var Change
18.75* N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,052 0 0 2
VX+VXT/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
18.95 19.20 18.95 18.95
Settle Settle - Var Change
18.725* N/A -0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
45,905 0 0 185,369
VX+VXT52/Z8 - 2018-12-26
CONTRACT PRICES (US$) Open High Low Close
19.15 19.15 18.85 18.95
Settle Settle - Var Change
18.685* N/A -0.465
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,681 0 0 0
VX+VXT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
18.60 18.95 18.60 18.75
Settle Settle - Var Change
18.675 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,226 0 0 60,764
VX+VXT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
18.90 18.90 18.60 18.80
Settle Settle - Var Change
18.725 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,223 0 0 38,759
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
18.60 18.65 18.15 18.60
Settle Settle - Var Change
18.70* N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,032 0 0 34,303
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
19.10 19.40 19.10 19.10
Settle Settle - Var Change
18.695* N/A -0.430
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,684 0 0 32,305
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
18.80 18.80 18.45 18.70
Settle Settle - Var Change
18.675 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,962 0 0 25,901
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
18.55 18.80 18.55 18.75
Settle Settle - Var Change
18.65 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,013 0 0 16,012
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
18.70 18.75 18.50 18.70
Settle Settle - Var Change
18.675 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,157 0 0 972
Cboe Bitcoin (USD) (XBT) Futures
XBT/X8 - 2018-11-14
CONTRACT PRICES (US$) Open High Low Close
6345.00 6345.00 6320.00 6335.00
Settle Settle - Var Change
5395.00 N/A -937.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,013 0 0 592
XBT/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
6295.00 6295.00 6285.00 6285.00
Settle Settle - Var Change
6277.50 N/A -20.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,606 0 0 2,451
XBT/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
6370.00 6370.00 6350.00 6360.00
Settle Settle - Var Change
6365.00 N/A -17.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,747 0 0 811
XBT/G9 - 2019-02-13
CONTRACT PRICES (US$) Open High Low Close
6315.00 6315.00 6295.00 6305.00
Settle Settle - Var Change
6297.50 N/A -20.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,845 0 0 149
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.45 4.52a 0.00
Settle Settle - Var Change
4.49 N/A 0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Z8 - 2018-12-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.45 4.52a 0.00
Settle Settle - Var Change
4.485 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/F9 - 2019-01-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.45 4.52a 0.00
Settle Settle - Var Change
4.485 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G9 - 2019-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.44 4.51a 0.00
Settle Settle - Var Change
4.475 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/X8 - 2018-11-16
CONTRACT PRICES (US$) Open High Low Close
19.50 19.55 19.50 19.50
Settle Settle - Var Change
19.00 985.5422 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
165 0 0 1,879
VA/Z8 - 2018-12-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.10 20.15a 0.00
Settle Settle - Var Change
19.625 593.699 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 7,458
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
19.35 b19.40 19.35 19.35
Settle Settle - Var Change
19.90 925.4117 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 0
VA/G9 - 2019-02-15
CONTRACT PRICES (US$) Open High Low Close
19.60 19.60 19.60 19.60
Settle Settle - Var Change
20.15 1019.0761 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
19.60 19.60 19.60 19.60
Settle Settle - Var Change
20.125 994.6681 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
20.80 20.80 19.80 19.80
Settle Settle - Var Change
20.30 945.0307 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
125 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.45 20.50a 0.00
Settle Settle - Var Change
19.95 1007.3904 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.50 20.55a 0.00
Settle Settle - Var Change
20.00 741.6327 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
19.70 19.70 19.70 19.70
Settle Settle - Var Change
20.225 1008.5974 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
33 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
19.30 19.35 19.30 19.35
Settle Settle - Var Change
19.85 982.6473 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/Z8 - 2018-12-03
CONTRACT PRICES (US$) Open High Low Close
125.45 125.63 125.27 125.54
Settle Settle - Var Change
125.385 N/A -0.060
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,343 0 0 75
IBHY/F9 - 2019-01-02
CONTRACT PRICES (US$) Open High Low Close
126.51 126.61 126.32 126.49
Settle Settle - Var Change
126.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,752 0 0 0
IBHY/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
125.36 125.55 125.19 125.39
Settle Settle - Var Change
125.30 N/A -0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,034 0 0 0
IBHY/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
124.92 125.11 124.83 124.93
Settle Settle - Var Change
124.885 N/A -0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,825 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Z8 - 2018-12-03
CONTRACT PRICES (US$) Open High Low Close
114.84 114.91 114.65 114.88
Settle Settle - Var Change
114.915 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,878 0 0 2
IBIG/F9 - 2019-01-02
CONTRACT PRICES (US$) Open High Low Close
114.90 114.99 114.74 114.98
Settle Settle - Var Change
115.005 N/A 0.105
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,001 0 0 0
IBIG/G9 - 2019-02-01
CONTRACT PRICES (US$) Open High Low Close
114.86 114.94 114.69 114.77
Settle Settle - Var Change
114.805 N/A -0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,782 0 0 0
IBIG/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
114.28 114.46 114.19 114.30
Settle Settle - Var Change
114.315 N/A 0.030
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,227 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.