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, June 14, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 591,461 0 0 380,252 -16,556
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 362,497 0 0 368,643 -16,548
Cboe Bitcoin (USD) (XBT) Futures 513 0 0 1,597 -5
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 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 114,032 0 0 205 -3
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 114,419 0 0 10 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
14.90 15.15 14.90 15.05
Settle Settle - Var Change
14.975 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,236 0 0 54,792
VX+VXT26/M9 - 2019-06-26
CONTRACT PRICES (US$) Open High Low Close
14.45 14.50 14.25 14.45
Settle Settle - Var Change
14.40 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,410 0 0 22
VX+VXT27/N9 - 2019-07-03
CONTRACT PRICES (US$) Open High Low Close
14.40 14.70 14.40 14.55
Settle Settle - Var Change
14.475 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,042 0 0 5
VX+VXT28/N9 - 2019-07-10
CONTRACT PRICES (US$) 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
26,446 0 0 0
VX+VXT/N9 - 2019-07-17
CONTRACT PRICES (US$) Open High Low Close
15.40 15.45 15.20 15.40
Settle Settle - Var Change
15.35 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,584 0 0 189,470
VX+VXT30/N9 - 2019-07-24
CONTRACT PRICES (US$) Open High Low Close
15.20 15.45 15.20 15.35
Settle Settle - Var Change
15.30 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,538 0 0 10
VX+VXT31/N9 - 2019-07-31
CONTRACT PRICES (US$) Open High Low Close
15.60 15.85 15.60 15.60
Settle Settle - Var Change
15.70 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,741 0 0 0
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
14.25 14.30 14.05 14.25
Settle Settle - Var Change
14.20 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,543 0 0 37,835
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
16.45 17.30 16.45 16.45
Settle Settle - Var Change
16.55 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,365 0 0 26,654
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
14.95 14.95 14.65 14.85
Settle Settle - Var Change
14.775 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,323 0 0 19,732
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
16.85 17.10 16.85 16.85
Settle Settle - Var Change
16.95 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,472 0 0 19,279
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
15.40 15.65 15.40 15.55
Settle Settle - Var Change
15.475 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,313 0 0 16,435
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
15.35 15.60 15.35 15.50
Settle Settle - Var Change
15.45 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,329 0 0 4,240
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
15.65 15.65 15.35 15.55
Settle Settle - Var Change
15.525 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,155 0 0 169
Cboe Bitcoin (USD) (XBT) Futures
XBT/M9 - 2019-06-19
CONTRACT PRICES (US$) Open High Low Close
5945.00 5945.00 5935.00a 5945.00
Settle Settle - Var Change
5927.50 N/A -20.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
513 0 0 1,597
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/M9 - 2019-06-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.26 3.33a 0.00
Settle Settle - Var Change
3.295 N/A -0.010
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/N9 - 2019-07-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.28 3.35a 0.00
Settle Settle - Var Change
3.315 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.34 3.41a 0.00
Settle Settle - Var Change
3.37 N/A -0.01
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/U9 - 2019-09-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.30 3.37a 0.00
Settle Settle - Var Change
3.335 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.80 16.85a 0.00
Settle Settle - Var Change
16.30 905.3795 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9,797
VA/N9 - 2019-07-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.70 16.75a 0.00
Settle Settle - Var Change
16.20 863.8529 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.80 16.85a 0.00
Settle Settle - Var Change
16.30 874.8081 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.75 16.80a 0.00
Settle Settle - Var Change
16.25 927.399 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V9 - 2019-10-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.85 16.90a 0.00
Settle Settle - Var Change
16.35 973.7993 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X9 - 2019-11-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.85 16.90a 0.00
Settle Settle - Var Change
16.35 954.2074 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.80 16.85a 0.00
Settle Settle - Var Change
16.35 694.7624 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.75 16.80a 0.00
Settle Settle - Var Change
16.275 779.7749 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.70 16.75a 0.00
Settle Settle - Var Change
16.225 900.2481 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.80 16.85a 0.00
Settle Settle - Var Change
16.30 897.7294 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.75 16.80a 0.00
Settle Settle - Var Change
16.275 734.6771 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
122.73 122.92 122.65 122.66
Settle Settle - Var Change
122.67 N/A -0.08
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,724 0 0 199
IBHY/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
123.56 123.60 123.32 123.58
Settle Settle - Var Change
123.48 N/A -0.015
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,489 0 0 6
IBHY/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
122.95 123.12 122.82 123.04
Settle Settle - Var Change
123.075 N/A 0.130
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,497 0 0 0
IBHY/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
122.81 122.99 122.71 122.71
Settle Settle - Var Change
122.78 N/A -0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,322 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/N9 - 2019-07-01
CONTRACT PRICES (US$) Open High Low Close
115.74 115.91 115.60 115.74
Settle Settle - Var Change
115.635 N/A -0.115
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,808 0 0 10
IBIG/Q9 - 2019-08-01
CONTRACT PRICES (US$) Open High Low Close
115.67 115.82 115.56 115.59
Settle Settle - Var Change
115.535 N/A -0.120
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,221 0 0 0
IBIG/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
116.00 116.09 115.84 116.00
Settle Settle - Var Change
115.995 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,482 0 0 0
IBIG/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
115.60 115.76 115.49 115.67
Settle Settle - Var Change
115.72 N/A 0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,908 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.