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, March 20, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 570,928 0 0 357,518 -8,008
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 340,929 0 0 352,502 -8,236
Cboe Bitcoin (USD) (XBT) Futures 10,271 0 0 3,647 297
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 0 801 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 108,648 0 0 561 -46
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 111,070 0 0 7 -23
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT13/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
14.40 14.45 14.20 14.40
Settle Settle - Var Change
14.35 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
34,101 0 0 153
VX+VXT14/J9 - 2019-04-03
CONTRACT PRICES (US$) Open High Low Close
16.00 16.00 15.70 15.90
Settle Settle - Var Change
15.85 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,386 0 0 25
VX+VXT15/J9 - 2019-04-10
CONTRACT PRICES (US$) Open High Low Close
16.30 16.30 16.00 16.05
Settle Settle - Var Change
16.15 N/A -0.16
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,158 0 0 23
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
16.40 16.70 16.20 16.30
Settle Settle - Var Change
16.325 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
32,168 0 0 211,651
VX+VXT17/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
16.65 16.65 16.35 16.40
Settle Settle - Var Change
16.475 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,153 0 0 17
VX+VXT18/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
16.90 16.95 16.60 16.90
Settle Settle - Var Change
16.85 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,629 0 0 0
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
17.20 17.20 16.85 17.00
Settle Settle - Var Change
17.05 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,562 0 0 53,260
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
17.20 17.25 16.95 17.10
Settle Settle - Var Change
17.15 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,666 0 0 28,525
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
17.60 17.60 17.25 17.40
Settle Settle - Var Change
17.45 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,999 0 0 23,022
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
17.80 18.05 17.80 17.80
Settle Settle - Var Change
17.875 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,336 0 0 18,915
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
17.85 18.10 17.85 17.85
Settle Settle - Var Change
17.95 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,379 0 0 10,242
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
17.90 17.90 17.55 17.70
Settle Settle - Var Change
17.75 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,133 0 0 4,233
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
17.90 18.15 17.90 17.90
Settle Settle - Var Change
17.975 N/A 0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,259 0 0 2,436
Cboe Bitcoin (USD) (XBT) Futures
XBT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
3060.00 3060.00 3060.00 3060.00
Settle Settle - Var Change
3070.00 N/A 10.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,861 0 0 1,850
XBT/K9 - 2019-05-15
CONTRACT PRICES (US$) Open High Low Close
3040.00 3040.00 3030.00 3030.00
Settle Settle - Var Change
3025.00 N/A -15.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,887 0 0 899
XBT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
3020.00 3040.00 3020.00 3035.00
Settle Settle - Var Change
3027.50 N/A 5.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,523 0 0 898
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.78 3.85a 0.00
Settle Settle - Var Change
3.81 N/A -0.01
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.78 3.85a 0.00
Settle Settle - Var Change
3.82 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.78 3.85a 0.00
Settle Settle - Var Change
3.815 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/M9 - 2019-06-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.78 3.85a 0.00
Settle Settle - Var Change
3.815 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/J9 - 2019-04-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.40 17.45a 0.00
Settle Settle - Var Change
16.925 554.8124 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 801
VA/K9 - 2019-05-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.45 17.50a 0.00
Settle Settle - Var Change
16.95 828.0411 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.55 17.60a 0.00
Settle Settle - Var Change
17.05 922.8387 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N9 - 2019-07-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.60 17.65a 0.00
Settle Settle - Var Change
17.10 951.9629 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.65 17.70a 0.00
Settle Settle - Var Change
17.15 953.7452 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.70 17.75a 0.00
Settle Settle - Var Change
17.225 962.045 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.80 17.85a 0.00
Settle Settle - Var Change
17.325 713.146 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.80 17.85a 0.00
Settle Settle - Var Change
17.30 829.4025 -0.08
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.80 17.85a 0.00
Settle Settle - Var Change
17.325 936.995 -0.070
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
16.85 16.85 16.85 16.85
Settle Settle - Var Change
17.35 927.9229 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.85 17.90a 0.00
Settle Settle - Var Change
17.375 780.0984 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
123.76 123.94 123.58 123.75
Settle Settle - Var Change
123.715 N/A -0.040
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,733 0 0 501
IBHY/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
123.23 123.43 123.15 123.25
Settle Settle - Var Change
123.245 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,084 0 0 60
IBHY/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
123.79 123.97 123.62 123.81
Settle Settle - Var Change
123.70 N/A -0.09
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,369 0 0 0
IBHY/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
125.42 125.52 125.24 125.42
Settle Settle - Var Change
125.35 N/A -0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,462 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
114.25 114.41 114.16 114.27
Settle Settle - Var Change
114.13 N/A -0.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,963 0 0 7
IBIG/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
114.46 114.65 114.32 114.47
Settle Settle - Var Change
114.355 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,755 0 0 0
IBIG/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
114.69 114.77 114.48 114.55
Settle Settle - Var Change
114.515 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,747 0 0 0
IBIG/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
114.74 114.85 114.59 114.75
Settle Settle - Var Change
114.82 N/A 0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,605 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.