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.

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CFE Futures Price & Volume Detail for Friday, August 16, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 569,498 0 0 426,292 -9,042
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 333,551 0 0 422,621 -9,052
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 3,395 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 119,267 0 0 259 10
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 116,680 0 0 17 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
13.50 13.85 13.15 13.40
Settle Settle - Var Change
13.35 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,997 0 0 57,713
VX+VXT35/Q9 - 2019-08-28
CONTRACT PRICES (US$) Open High Low Close
15.45 15.75 15.45 15.45
Settle Settle - Var Change
15.525 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,659 0 0 145
VX+VXT36/U9 - 2019-09-04
CONTRACT PRICES (US$) Open High Low Close
13.90 14.20 13.90 14.10
Settle Settle - Var Change
14.00 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,680 0 0 13
VX+VXT37/U9 - 2019-09-11
CONTRACT PRICES (US$) Open High Low Close
14.35 14.40 14.10 14.20
Settle Settle - Var Change
14.30 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,230 0 0 0
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
14.85 15.15 14.85 15.05
Settle Settle - Var Change
14.95 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,992 0 0 212,988
VX+VXT39/U9 - 2019-09-25
CONTRACT PRICES (US$) Open High Low Close
15.25 15.50 15.25 15.25
Settle Settle - Var Change
15.35 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,386 0 0 0
VX+VXT40/V9 - 2019-10-02
CONTRACT PRICES (US$) Open High Low Close
15.50 15.55 15.25 15.40
Settle Settle - Var Change
15.45 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,634 0 0 0
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
13.65 13.95 13.65 13.85
Settle Settle - Var Change
13.75 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,176 0 0 49,798
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
16.25 16.30 16.00 16.15
Settle Settle - Var Change
16.20 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,997 0 0 33,947
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
15.20 15.20 14.85 15.10
Settle Settle - Var Change
15.025 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,793 0 0 38,322
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
14.95 15.25 14.60 15.15
Settle Settle - Var Change
15.025 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,460 0 0 17,947
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
15.70 15.70 15.35 15.45
Settle Settle - Var Change
15.525 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,450 0 0 7,693
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
15.75 15.75 15.40 15.50
Settle Settle - Var Change
15.625 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,684 0 0 3,404
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
14.15 14.40 14.15 14.30
Settle Settle - Var Change
14.25 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,413 0 0 651
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/Q9 - 2019-08-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.25 4.32a 0.00
Settle Settle - Var Change
4.28 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/U9 - 2019-09-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.18 4.25a 0.00
Settle Settle - Var Change
4.22 N/A 0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/V9 - 2019-10-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.18 4.25a 0.00
Settle Settle - Var Change
4.215 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/X9 - 2019-11-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.18 4.25a 0.00
Settle Settle - Var Change
4.22 N/A 0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/Q9 - 2019-08-16
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
0.00 859.496
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 3,395
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.00 15.05a 0.00
Settle Settle - Var Change
14.50 917.641 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V9 - 2019-10-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.10 15.15a 0.00
Settle Settle - Var Change
14.625 942.2782 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X9 - 2019-11-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.30 15.35a 0.00
Settle Settle - Var Change
14.825 917.2641 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.15 15.20a 0.00
Settle Settle - Var Change
14.70 685.9543 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.15 15.20a 0.00
Settle Settle - Var Change
14.675 751.0273 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.95 15.00a 0.00
Settle Settle - Var Change
14.45 873.877 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.00 15.05a 0.00
Settle Settle - Var Change
14.50 871.916 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.15 15.20a 0.00
Settle Settle - Var Change
14.70 872.8939 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.35 14.40a 0.00
Settle Settle - Var Change
13.90 851.8735 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.40 15.45a 0.00
Settle Settle - Var Change
14.925 698.2811 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
123.14 123.28 123.01 123.16
Settle Settle - Var Change
123.045 N/A -0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,269 0 0 257
IBHY/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
123.07 123.15 122.88 123.05
Settle Settle - Var Change
123.065 N/A 0.015
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,729 0 0 1
IBHY/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
121.94 122.13 121.85 121.86
Settle Settle - Var Change
121.965 N/A 0.015
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,646 0 0 1
IBHY/Z9 - 2019-12-02
CONTRACT PRICES (US$) Open High Low Close
122.33 122.53 122.18 122.38
Settle Settle - Var Change
122.42 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,623 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/U9 - 2019-09-03
CONTRACT PRICES (US$) Open High Low Close
116.45 116.53 116.28 116.45
Settle Settle - Var Change
116.50 N/A 0.06
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,434 0 0 17
IBIG/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
116.04 116.21 115.89 116.13
Settle Settle - Var Change
116.175 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,065 0 0 0
IBIG/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
115.55 115.71 115.44 115.56
Settle Settle - Var Change
115.625 N/A 0.090
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,484 0 0 0
IBIG/Z9 - 2019-12-02
CONTRACT PRICES (US$) Open High Low Close
115.96 116.13 115.80 115.97
Settle Settle - Var Change
115.935 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,697 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.