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, May 24, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 616,833 200 0 373,362 373,362
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 372,625 200 0 361,442 361,442
Cboe Bitcoin (USD) (XBT) Futures 602 0 0 1,919 1,919
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 9,797 9,797
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 122,716 0 0 170 170
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 120,890 0 0 34 34
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT22/K9 - 2019-05-29
CONTRACT PRICES (US$) Open High Low Close
17.00 17.00 16.70 16.80
Settle Settle - Var Change
16.85 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,547 0 0 180
VX+VXT23/M9 - 2019-06-05
CONTRACT PRICES (US$) Open High Low Close
16.00 16.00 15.70 15.80
Settle Settle - Var Change
15.825 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,291 0 0 45
VX+VXT24/M9 - 2019-06-12
CONTRACT PRICES (US$) Open High Low Close
15.50 15.50 15.20 15.40
Settle Settle - Var Change
15.35 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,377 0 0 18
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
15.75 15.75 15.45 15.65
Settle Settle - Var Change
15.60 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,262 200 0 203,403
VX+VXT26/M9 - 2019-06-26
CONTRACT PRICES (US$) Open High Low Close
15.30 15.30 15.00 15.20
Settle Settle - Var Change
15.15 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,263 0 0 10
VX+VXT27/N9 - 2019-07-03
CONTRACT PRICES (US$) Open High Low Close
14.75 14.80 14.55 14.75
Settle Settle - Var Change
14.675 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,320 0 0 0
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
15.75 15.80 15.50 15.75
Settle Settle - Var Change
15.70 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,460 0 0 63,135
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
15.20 15.20 14.90 15.10
Settle Settle - Var Change
15.075 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,192 0 0 24,780
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
16.35 16.35 16.05 16.25
Settle Settle - Var Change
16.175 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,290 0 0 25,554
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
16.15 16.15 15.80 15.95
Settle Settle - Var Change
16.00 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,449 0 0 14,015
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
17.55 17.85 17.55 17.55
Settle Settle - Var Change
17.625 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
32,010 0 0 17,413
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
16.60 16.60 16.30 16.40
Settle Settle - Var Change
16.425 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,204 0 0 11,195
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
16.65 16.70 16.45 16.55
Settle Settle - Var Change
16.60 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,960 0 0 1,694
Cboe Bitcoin (USD) (XBT) Futures
XBT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
5945.00 5945.00 5935.00a 5945.00
Settle Settle - Var Change
5927.50 N/A -20.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
602 0 0 1,919
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/M9 - 2019-06-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.36 3.43a 0.00
Settle Settle - Var Change
3.395 N/A -0.010
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/N9 - 2019-07-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.38 3.45a 0.00
Settle Settle - Var Change
3.415 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.40 3.47a 0.00
Settle Settle - Var Change
3.435 N/A -0.010
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.30 17.35a 0.00
Settle Settle - Var Change
16.825 908.6499 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9,797
VA/N9 - 2019-07-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.30 17.35a 0.00
Settle Settle - Var Change
16.825 881.9173 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.30 17.35a 0.00
Settle Settle - Var Change
16.825 892.1179 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.25 17.30a 0.00
Settle Settle - Var Change
16.80 935.9034 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V9 - 2019-10-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.25 17.30a 0.00
Settle Settle - Var Change
16.775 994.441 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X9 - 2019-11-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.30 17.35a 0.00
Settle Settle - Var Change
16.825 978.6598 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.25 17.30a 0.00
Settle Settle - Var Change
16.75 699.3704 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.30 17.35a 0.00
Settle Settle - Var Change
16.80 795.2167 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.25 17.30a 0.00
Settle Settle - Var Change
16.80 912.946 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.30 17.35a 0.00
Settle Settle - Var Change
16.85 909.2026 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.30 17.35a 0.00
Settle Settle - Var Change
16.825 753.2127 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
123.07 123.20 122.92 123.11
Settle Settle - Var Change
122.96 N/A -0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,557 0 0 149
IBHY/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
123.00 123.09 122.89 123.06
Settle Settle - Var Change
123.095 N/A 0.105
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,889 0 0 20
IBHY/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
123.16 123.28 123.01 123.20
Settle Settle - Var Change
123.10 N/A -0.08
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,762 0 0 1
IBHY/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
122.92 123.09 122.82 122.92
Settle Settle - Var Change
123.055 N/A 0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,508 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
114.88 115.03 114.77 114.78
Settle Settle - Var Change
114.74 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,666 0 0 34
IBIG/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
115.17 115.30 115.01 115.27
Settle Settle - Var Change
115.31 N/A 0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,517 0 0 0
IBIG/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
115.38 115.47 115.21 115.39
Settle Settle - Var Change
115.51 N/A 0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
32,090 0 0 0
IBIG/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
115.41 115.51 115.25 115.42
Settle Settle - Var Change
115.38 N/A -0.035
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,617 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.