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, April 17, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 534,587 0 0 470,201 -2,329
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 297,327 0 0 466,680 -2,411
Cboe Bitcoin (USD) (XBT) Futures 5,241 0 0 2,898 134
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures 9,178 0 0 5 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 111,319 0 0 599 -52
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 111,522 0 0 19 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
16.45 16.45 15.00 15.00
Settle Settle - Var Change
11.71 N/A -2.79
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 34,768
VX+VXT17/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
15.50 15.80 15.50 15.70
Settle Settle - Var Change
15.575 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,605 0 0 52
VX+VXT18/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
15.85 15.90 15.65 15.85
Settle Settle - Var Change
15.825 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,914 0 0 41
VX+VXT19/K9 - 2019-05-08
CONTRACT PRICES (US$) Open High Low Close
16.30 16.55 16.30 16.45
Settle Settle - Var Change
16.40 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,123 0 0 21
VX+VXT20/K9 - 2019-05-15
CONTRACT PRICES (US$) Open High Low Close
16.50 16.75 16.50 16.65
Settle Settle - Var Change
16.60 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,508 0 0 0
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
16.50 16.55 16.30 16.35
Settle Settle - Var Change
16.425 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,462 0 0 267,117
VX+VXT22/K9 - 2019-05-29
CONTRACT PRICES (US$) Open High Low Close
16.65 16.65 16.35 16.55
Settle Settle - Var Change
16.525 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,717 0 0 20
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
16.70 16.70 16.35 16.45
Settle Settle - Var Change
16.55 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,554 0 0 59,685
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
16.75 16.75 16.45 16.55
Settle Settle - Var Change
16.60 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,990 0 0 40,415
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
16.80 16.80 16.50 16.55
Settle Settle - Var Change
16.65 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,071 0 0 26,629
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
16.80 16.80 16.50 16.60
Settle Settle - Var Change
16.625 N/A -0.195
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,713 0 0 16,673
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
16.70 16.75 16.50 16.55
Settle Settle - Var Change
16.625 N/A -0.215
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,540 0 0 10,713
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
16.85 17.10 16.85 16.85
Settle Settle - Var Change
16.925 N/A 0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,638 0 0 6,813
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
16.90 17.20 16.90 16.90
Settle Settle - Var Change
17.00 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,490 0 0 3,733
Cboe Bitcoin (USD) (XBT) Futures
XBT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
3995.00 3995.00 3900.00 3900.00
Settle Settle - Var Change
5225.42 N/A 1325.42
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12 0 0 594
XBT/K9 - 2019-05-15
CONTRACT PRICES (US$) Open High Low Close
3940.00 3960.00 3940.00 3960.00
Settle Settle - Var Change
3947.50 N/A 7.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,575 0 0 1,318
XBT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
4025.00 4025.00 3985.00 4005.00
Settle Settle - Var Change
4007.50 N/A -17.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,654 0 0 986
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.66 3.73a 0.00
Settle Settle - Var Change
3.695 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.66 3.73a 0.00
Settle Settle - Var Change
3.695 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/M9 - 2019-06-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.66 3.73a 0.00
Settle Settle - Var Change
3.695 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/N9 - 2019-07-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.66 3.73a 0.00
Settle Settle - Var Change
3.695 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/J9 - 2019-04-18
CONTRACT PRICES (US$) Open High Low Close
14.00 14.05 14.00 14.00
Settle Settle - Var Change
13.45 504.9302 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,345 0 0 5
VA/K9 - 2019-05-17
CONTRACT PRICES (US$) Open High Low Close
15.60 15.65 14.50 15.65
Settle Settle - Var Change
15.05 767.2744 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,333 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
15.70 15.75 15.70 15.75
Settle Settle - Var Change
16.25 912.8803 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
340 0 0 0
VA/N9 - 2019-07-19
CONTRACT PRICES (US$) Open High Low Close
16.00 16.00 15.95 16.00
Settle Settle - Var Change
16.525 905.8438 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
389 0 0 0
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
16.10 16.10 16.05 16.05
Settle Settle - Var Change
16.625 912.8062 -0.030
CONTRACT VOLUME Total BLOCK ECRP Open Interest
567 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
16.20 16.20 16.15 16.15
Settle Settle - Var Change
16.70 944.3708 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
506 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
16.35 16.35 16.30 16.30
Settle Settle - Var Change
16.90 704.7633 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
575 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
16.40 16.45 16.40 16.40
Settle Settle - Var Change
16.95 808.9137 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
455 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
16.50 16.50 16.40 16.45
Settle Settle - Var Change
17.025 923.6424 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
517 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
16.55 16.55 16.50 16.55
Settle Settle - Var Change
17.075 917.8272 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
522 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
16.60 16.65 16.60 16.65
Settle Settle - Var Change
17.175 769.2664 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
629 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
122.15 122.33 122.05 122.15
Settle Settle - Var Change
122.135 N/A -0.015
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,830 0 0 538
IBHY/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
122.95 123.12 122.76 123.00
Settle Settle - Var Change
122.965 N/A 0.030
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,870 0 0 60
IBHY/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
124.23 124.41 124.06 124.07
Settle Settle - Var Change
124.095 N/A -0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,094 0 0 1
IBHY/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
125.14 125.25 124.96 125.04
Settle Settle - Var Change
125.27 N/A 0.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,525 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
114.98 115.09 114.91 114.94
Settle Settle - Var Change
115.035 N/A 0.035
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,083 0 0 19
IBIG/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
115.03 115.12 114.94 115.01
Settle Settle - Var Change
115.00 N/A -0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,449 0 0 0
IBIG/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
115.05 115.15 114.96 115.15
Settle Settle - Var Change
115.105 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,997 0 0 0
IBIG/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
115.10 115.19 115.00 115.04
Settle Settle - Var Change
114.975 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,993 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.