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, February 22, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 548,448 0 0 382,304 -4,141
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 332,941 0 0 378,196 -4,184
Cboe Bitcoin (USD) (XBT) Futures 11,231 0 0 3,882 103
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 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 101,535 0 0 224 -50
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 102,741 0 0 2 -10
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT09/G9 - 2019-02-27
CONTRACT PRICES (US$) Open High Low Close
18.50 18.75 18.50 18.50
Settle Settle - Var Change
18.575 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,699 0 0 40
VX+VXT10/H9 - 2019-03-06
CONTRACT PRICES (US$) Open High Low Close
17.55 17.55 17.25 17.35
Settle Settle - Var Change
17.375 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,613 0 0 42
VX+VXT11/H9 - 2019-03-13
CONTRACT PRICES (US$) Open High Low Close
17.85 17.85 17.50 17.65
Settle Settle - Var Change
17.675 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,168 0 0 24
VX+VXT/H9 - 2019-03-19
CONTRACT PRICES (US$) Open High Low Close
17.30 17.35 17.10 17.30
Settle Settle - Var Change
17.275 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,478 0 0 162,786
VX+VXT13/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
18.55 18.55 18.20 18.30
Settle Settle - Var Change
18.40 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,407 0 0 0
VX+VXT14/J9 - 2019-04-03
CONTRACT PRICES (US$) Open High Low Close
15.35 15.65 15.35 15.55
Settle Settle - Var Change
18.40* N/A 3.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,374 0 0 0
VX+VXT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
18.80 18.80 18.50 18.55
Settle Settle - Var Change
18.625 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,348 0 0 77,239
VX+VXT/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
16.90 17.15 16.90 16.90
Settle Settle - Var Change
17.00 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,531 0 0 38,715
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
16.95 16.95 16.65 16.70
Settle Settle - Var Change
16.775 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,900 0 0 34,053
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
16.80 17.05 16.80 16.95
Settle Settle - Var Change
16.90 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,755 0 0 29,912
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
17.05 17.05 16.70 16.95
Settle Settle - Var Change
16.90 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,918 0 0 18,202
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
17.50 17.50 17.20 17.40
Settle Settle - Var Change
17.325 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,979 0 0 11,768
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
17.70 18.05 17.70 17.75
Settle Settle - Var Change
17.825 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,139 0 0 5,346
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
18.05 18.30 18.05 18.05
Settle Settle - Var Change
18.125 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,632 0 0 69
Cboe Bitcoin (USD) (XBT) Futures
XBT/H9 - 2019-03-13
CONTRACT PRICES (US$) Open High Low Close
3045.00 3065.00 3045.00 3065.00
Settle Settle - Var Change
3055.00 N/A 7.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,035 0 0 2,559
XBT/J9 - 2019-04-17
CONTRACT PRICES (US$) Open High Low Close
3145.00 3145.00 3145.00 3145.00
Settle Settle - Var Change
3155.00 N/A 7.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,104 0 0 891
XBT/K9 - 2019-05-15
CONTRACT PRICES (US$) Open High Low Close
3070.00 3070.00 3060.00 3060.00
Settle Settle - Var Change
3052.50 N/A -17.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,350 0 0 430
XBT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
3070.00 3090.00 3070.00 3085.00
Settle Settle - Var Change
3080.00 N/A 10.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,742 0 0 2
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/H9 - 2019-03-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.89 3.96a 0.00
Settle Settle - Var Change
3.925 N/A -0.010
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J9 - 2019-04-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.89 3.96a 0.00
Settle Settle - Var Change
3.92 N/A -0.015
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/K9 - 2019-05-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.90 3.97a 0.00
Settle Settle - Var Change
3.93 N/A -0.01
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.15 18.20a 0.00
Settle Settle - Var Change
17.675 1001.5129 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/J9 - 2019-04-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.20 18.25a 0.00
Settle Settle - Var Change
17.75 619.0136 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/K9 - 2019-05-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.10 18.15a 0.00
Settle Settle - Var Change
17.625 893.4551 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.20 18.25a 0.00
Settle Settle - Var Change
17.725 934.8983 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N9 - 2019-07-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.40 18.45a 0.00
Settle Settle - Var Change
17.925 1017.464 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.35 18.40a 0.00
Settle Settle - Var Change
17.875 1010.1037 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.40 18.45a 0.00
Settle Settle - Var Change
17.925 985.984 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.40 18.45a 0.00
Settle Settle - Var Change
17.95 724.8382 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.20 18.25a 0.00
Settle Settle - Var Change
17.75 855.5515 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.25 18.30a 0.00
Settle Settle - Var Change
17.80 955.9205 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.25 18.30a 0.00
Settle Settle - Var Change
17.75 941.632 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.20 18.25a 0.00
Settle Settle - Var Change
17.75 797.4478 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
123.29 123.47 123.18 123.22
Settle Settle - Var Change
123.145 N/A -0.140
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,691 0 0 224
IBHY/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
124.04 124.15 123.88 124.05
Settle Settle - Var Change
123.915 N/A -0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,219 0 0 0
IBHY/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
123.71 123.91 123.55 123.62
Settle Settle - Var Change
123.64 N/A -0.085
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,437 0 0 0
IBHY/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
124.05 124.15 123.87 124.05
Settle Settle - Var Change
123.93 N/A -0.115
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,188 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/H9 - 2019-03-01
CONTRACT PRICES (US$) Open High Low Close
114.34 114.52 114.19 114.37
Settle Settle - Var Change
114.355 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,775 0 0 2
IBIG/J9 - 2019-04-01
CONTRACT PRICES (US$) Open High Low Close
113.72 113.91 113.64 113.71
Settle Settle - Var Change
113.65 N/A -0.085
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,445 0 0 0
IBIG/K9 - 2019-05-01
CONTRACT PRICES (US$) Open High Low Close
114.62 114.71 114.45 114.62
Settle Settle - Var Change
114.605 N/A -0.010
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,322 0 0 0
IBIG/M9 - 2019-06-03
CONTRACT PRICES (US$) Open High Low Close
114.37 114.53 114.21 114.30
Settle Settle - Var Change
114.50 N/A 0.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,199 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.