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 Wednesday, January 17, 2018

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 404,387 5,014 80 697,588 24,918
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 388,977 5,014 80 678,572 24,349
Cboe Bitcoin (USD) (XBT) Futures 15,409 0 0 5,306 570
Cboe Russell 2000 Volatility Index (RVX) Futures 1 0 0 114 -1
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures, Includes Stub 0 0 0 13,596 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/F8 - 2018-01-17
CONTRACT PRICES (US$) Open High Low Close
11.80 11.95 11.40 11.95
Settle Settle - Var Change
12.61 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,724 0 0 50,946
VX+VXT04/F8 - 2018-01-24
CONTRACT PRICES (US$) Open High Low Close
11.30 b11.80 10.85 11.40
Settle Settle - Var Change
11.30 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
149 0 0 260
VX+VXT05/F8 - 2018-01-31
CONTRACT PRICES (US$) Open High Low Close
11.70 b12.05 11.20a 11.45
Settle Settle - Var Change
11.45 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
104 0 0 103
VX+VXT06/G8 - 2018-02-07
CONTRACT PRICES (US$) Open High Low Close
11.85 b12.30 11.60 11.60
Settle Settle - Var Change
11.825 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21 0 0 64
VX+VXT/G8 - 2018-02-14
CONTRACT PRICES (US$) Open High Low Close
12.05 12.45 11.70 12.10
Settle Settle - Var Change
12.125 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
211,959 1,400 80 365,819
VX+VXT08/G8 - 2018-02-21
CONTRACT PRICES (US$) Open High Low Close
12.40 12.90 12.25 12.35
Settle Settle - Var Change
12.475 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25 0 0 89
VX+VXT09/G8 - 2018-02-27
CONTRACT PRICES (US$) Open High Low Close
12.90 12.90 12.45 12.45
Settle Settle - Var Change
12.625 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6 0 0 26
VX+VXT/H8 - 2018-03-21
CONTRACT PRICES (US$) Open High Low Close
12.67 12.96 12.45 12.57
Settle Settle - Var Change
12.575 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
103,336 3,614 0 115,961
VX+VXT/J8 - 2018-04-18
CONTRACT PRICES (US$) Open High Low Close
13.29 13.50 13.10 13.19
Settle Settle - Var Change
13.175 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
32,652 0 0 52,155
VX+VXT/K8 - 2018-05-16
CONTRACT PRICES (US$) Open High Low Close
13.80 13.95 13.60 13.71
Settle Settle - Var Change
13.725 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,060 0 0 40,942
VX+VXT/M8 - 2018-06-20
CONTRACT PRICES (US$) Open High Low Close
14.30 14.40 14.15 14.23
Settle Settle - Var Change
14.225 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,685 0 0 26,025
VX+VXT/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
14.92 14.97 14.75 14.82
Settle Settle - Var Change
14.825 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,108 0 0 15,762
VX+VXT/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
15.37 15.37 15.10 15.20
Settle Settle - Var Change
15.175 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,497 0 0 8,163
VX+VXT/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
15.90 15.90 15.63 15.73
Settle Settle - Var Change
15.70 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,651 0 0 2,257
Cboe Bitcoin (USD) (XBT) Futures
XBT/F8 - 2018-01-17
CONTRACT PRICES (US$) Open High Low Close
10850.00 11700.00 9200.00 10710.00
Settle Settle - Var Change
10900.00 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,227 0 0 1,058
XBT/G8 - 2018-02-14
CONTRACT PRICES (US$) Open High Low Close
10970.00 11770.00 9250.00 10830.00
Settle Settle - Var Change
10820.00 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,224 0 0 2,888
XBT/H8 - 2018-03-14
CONTRACT PRICES (US$) Open High Low Close
11000.00 11750.00 9310.00 10820.00
Settle Settle - Var Change
10855.00 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
958 0 0 1,360
Cboe Russell 2000 Volatility Index (RVX) Futures
VU/F8 - 2018-01-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.00 16.25a 0.00
Settle Settle - Var Change
15.26 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 14
VU/G8 - 2018-02-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.90 16.30a 0.00
Settle Settle - Var Change
16.65 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 54
VU/H8 - 2018-03-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.50 17.20a 0.00
Settle Settle - Var Change
17.225 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 29
VU/J8 - 2018-04-18
CONTRACT PRICES (US$) Open High Low Close
17.95 b18.05 17.85a 17.95
Settle Settle - Var Change
17.875 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 17
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/F8 - 2018-01-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.10 4.10a 0.00
Settle Settle - Var Change
3.60 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G8 - 2018-02-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.15 4.15a 0.00
Settle Settle - Var Change
3.65 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/H8 - 2018-03-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.20 4.20a 0.00
Settle Settle - Var Change
3.70 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J8 - 2018-04-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.25 4.25a 0.00
Settle Settle - Var Change
3.75 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures, Includes Stub
VA+VAO/F8 - 2018-01-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b11.15 9.50a 0.00
Settle Settle - Var Change
8.525 N/A
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 9,252
VA+VAO/G8 - 2018-02-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b11.80 10.75a 0.00
Settle Settle - Var Change
11.00 N/A
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 4,344
VA+VAO/H8 - 2018-03-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b12.65 12.30a 0.00
Settle Settle - Var Change
12.125 N/A
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/J8 - 2018-04-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.40 13.25a 0.00
Settle Settle - Var Change
13.125 N/A
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/M8 - 2018-06-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.60 14.50a 0.00
Settle Settle - Var Change
14.325 N/A
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/U8 - 2018-09-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.35 15.55a 0.00
Settle Settle - Var Change
15.375 N/A
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/Z8 - 2018-12-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.95 16.35a 0.00
Settle Settle - Var Change
16.125 N/A
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.90 16.20a 0.00
Settle Settle - Var Change
16.025 N/A
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.35 16.75a 0.00
Settle Settle - Var Change
16.475 N/A
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.05 17.40a 0.00
Settle Settle - Var Change
17.175 N/A
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.05 18.40a 0.00
Settle Settle - Var Change
18.025 N/A
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.00 19.50a 0.00
Settle Settle - Var Change
19.275 N/A
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
  1. "b" indicates a bid price.
  2. "a" indicates an offer price.
  3. * Indicates that Exchange exercised discretionary authority to determine daily or final settlement price.
  4. ** Trade Volume includes Variance in Contracts (Notional Vega).
  5. *** Open Interest includes Variance as Variance Units as cleared at the OCC.