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.

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CFE Futures Price & Volume Detail for Wednesday, July 17, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 583,422 0 0 464,951 9,611
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 333,124 0 0 462,535 9,641
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 10 0 0 0 0
S&P 500 Variance (VA) Futures 7 0 0 1,935 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 124,381 0 0 427 -20
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 125,900 0 0 54 -10
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
10.00 b13.40 10.00 10.00
Settle Settle - Var Change
12.69 N/A -0.635
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7 0 0 27,906
VX+VXT30/N9 - 2019-07-24
CONTRACT PRICES (US$) Open High Low Close
14.10 14.35 14.10 14.25
Settle Settle - Var Change
14.175 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,304 0 0 19
VX+VXT31/N9 - 2019-07-31
CONTRACT PRICES (US$) Open High Low Close
14.75 14.75 14.40 14.55
Settle Settle - Var Change
14.575 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,939 0 0 18
VX+VXT32/Q9 - 2019-08-07
CONTRACT PRICES (US$) Open High Low Close
14.75 14.75 14.40 14.65
Settle Settle - Var Change
14.60 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,503 0 0 22
VX+VXT33/Q9 - 2019-08-14
CONTRACT PRICES (US$) Open High Low Close
14.65 14.65 14.30 14.55
Settle Settle - Var Change
14.50 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,213 0 0 35
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
14.65 14.65 14.25 14.55
Settle Settle - Var Change
14.425 N/A -0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,166 0 0 263,140
VX+VXT35/Q9 - 2019-08-28
CONTRACT PRICES (US$) Open High Low Close
15.50 15.80 15.50 15.50
Settle Settle - Var Change
15.575 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,496 0 0 0
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
15.50 15.55 15.25 15.40
Settle Settle - Var Change
15.45 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,010 0 0 60,691
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
15.20 15.25 14.95 15.10
Settle Settle - Var Change
15.15 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,187 0 0 34,263
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
16.70 17.00 16.70 16.70
Settle Settle - Var Change
16.775 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,763 0 0 33,763
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
15.65 16.05 15.65 15.80
Settle Settle - Var Change
15.75 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,348 0 0 29,912
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
16.00 17.25 15.65 15.80
Settle Settle - Var Change
15.85 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
32,941 0 0 10,237
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
16.90 16.90 16.55 16.70
Settle Settle - Var Change
16.75 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,418 0 0 1,981
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
17.25 17.60 17.25 17.25
Settle Settle - Var Change
17.325 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,829 0 0 548
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/N9 - 2019-07-24
CONTRACT PRICES (US$) Open High Low Close
4.33 4.33 4.33 4.33
Settle Settle - Var Change
4.295 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 0
VXTY/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.25 4.32a 0.00
Settle Settle - Var Change
4.29 N/A 0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/U9 - 2019-09-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.26 4.33a 0.00
Settle Settle - Var Change
4.295 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/V9 - 2019-10-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.24 4.31a 0.00
Settle Settle - Var Change
4.275 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/N9 - 2019-07-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.90 15.95a 0.00
Settle Settle - Var Change
15.425 822.6571 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1,935
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.95 16.00a 0.00
Settle Settle - Var Change
15.475 835.4874 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.85 15.90a 0.00
Settle Settle - Var Change
15.35 909.4559 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V9 - 2019-10-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.05 16.10a 0.00
Settle Settle - Var Change
15.575 926.3098 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X9 - 2019-11-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.10 16.15a 0.00
Settle Settle - Var Change
15.60 903.4163 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
15.15 15.15 15.15 15.15
Settle Settle - Var Change
15.65 685.5316 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.85 15.90a 0.00
Settle Settle - Var Change
15.375 750.7294 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.80 15.85a 0.00
Settle Settle - Var Change
15.30 878.2081 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.80 15.85a 0.00
Settle Settle - Var Change
15.30 881.864 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.00 16.05a 0.00
Settle Settle - Var Change
15.525 880.4001 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.25 15.30a 0.00
Settle Settle - Var Change
14.75 867.2924 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.10 16.15a 0.00
Settle Settle - Var Change
15.60 712.6371 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
123.34 123.45 123.17 123.36
Settle Settle - Var Change
123.40 N/A 0.055
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,920 0 0 376
IBHY/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
122.95 123.13 122.78 122.88
Settle Settle - Var Change
122.955 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,970 0 0 49
IBHY/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
122.90 123.10 122.75 122.91
Settle Settle - Var Change
122.965 N/A 0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,235 0 0 1
IBHY/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
122.24 122.38 122.09 122.21
Settle Settle - Var Change
122.16 N/A -0.035
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,256 0 0 1
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
115.65 115.81 115.57 115.65
Settle Settle - Var Change
115.695 N/A 0.035
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,187 0 0 54
IBIG/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
116.17 116.28 116.03 116.18
Settle Settle - Var Change
116.295 N/A 0.105
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,800 0 0 0
IBIG/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
115.67 115.84 115.58 115.67
Settle Settle - Var Change
115.765 N/A 0.095
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,767 0 0 0
IBIG/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
116.08 116.21 115.92 116.06
Settle Settle - Var Change
116.065 N/A -0.020
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,146 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.