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 Monday, July 6, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 47,540,510 0 0 268,528 4,688
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 43,132,200 0 0 267,707 4,675
S&P 500 Variance (VA) Futures 18,997 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 2,192,666 0 0 425 13
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 2,196,180 0 0 3 0
Cboe 7-Day AMERIBOR Futures 0 0 0 15 0
Cboe One-Month AMERIBOR Futures 467 0 0 192 0
Cboe Three-Month AMERIBOR Futures 0 0 0 186 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT27/N0 - 2020-07-08
CONTRACT PRICES (US$) Open High Low Close
28.75 28.75 28.65 28.65
Settle Settle - Var Change
28.15 N/A -0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,035,327 0 0 33
VX+VXT28/N0 - 2020-07-15
CONTRACT PRICES (US$) Open High Low Close
28.75 28.75 28.75 28.75
Settle Settle - Var Change
29.025 N/A 0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,093,865 0 0 53
VX+VXT/N0 - 2020-07-22
CONTRACT PRICES (US$) Open High Low Close
31.75 31.75 31.25 31.25
Settle Settle - Var Change
29.25 N/A -2.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,039,647 0 0 100,572
VX+VXT30/N0 - 2020-07-29
CONTRACT PRICES (US$) Open High Low Close
30.85 30.85 30.75 30.75
Settle Settle - Var Change
30.15 N/A -0.725
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,021,804 0 0 12
VX+VXT31/Q0 - 2020-08-05
CONTRACT PRICES (US$) Open High Low Close
30.70 30.95 30.70 30.95
Settle Settle - Var Change
30.30 N/A -0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,054,505 0 0 6
VX+VXT32/Q0 - 2020-08-12
CONTRACT PRICES (US$) Open High Low Close
30.70 30.70 30.70 30.70
Settle Settle - Var Change
30.275 N/A -0.425
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,108,347 0 0 0
VX+VXT/Q0 - 2020-08-19
CONTRACT PRICES (US$) Open High Low Close
45.05 50.00 29.70 31.60
Settle Settle - Var Change
32.475 N/A 2.775
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,116,467 0 0 84,077
VX+VXT/U0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
29.35 29.35 29.00 29.00
Settle Settle - Var Change
30.025 N/A 0.675
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,127,402 0 0 25,455
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
29.35 29.35 29.20 29.20
Settle Settle - Var Change
28.575 N/A -0.800
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,134,909 0 0 25,120
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
32.05 32.05 32.05 32.05
Settle Settle - Var Change
32.075 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,092,797 0 0 20,825
VX+VXT/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
30.50 30.50 28.45 28.50
Settle Settle - Var Change
28.725 N/A -1.775
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,075,070 0 0 8,672
VX+VXT/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
29.50 32.00 29.50 32.00
Settle Settle - Var Change
30.75 N/A 1.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,045,703 0 0 2,620
VX+VXT/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
28.20 28.20 28.20 28.20
Settle Settle - Var Change
28.20 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,092,275 0 0 262
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
28.50 28.50 28.40 28.40
Settle Settle - Var Change
28.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,094,082 0 0 0
S&P 500 Variance (VA) Futures
VA/N0 - 2020-07-17
CONTRACT PRICES (US$) Open High Low Close
12.20 12.20 12.15 12.15
Settle Settle - Var Change
11.60 2694.2109 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
42 0 0 0
VA/Q0 - 2020-08-21
CONTRACT PRICES (US$) Open High Low Close
12.05 13.15 12.00 13.10
Settle Settle - Var Change
12.55 2580.336 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
47 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
12.55 12.55 12.50 12.50
Settle Settle - Var Change
12.00 1504.903 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
11.90 13.05 11.90 11.95
Settle Settle - Var Change
12.475 1569.4845 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
11.80 11.85 11.80 11.85
Settle Settle - Var Change
12.375 1494.7832 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
12.90 12.90 11.80 11.80
Settle Settle - Var Change
12.325 1131.0264 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
163 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
11.90 11.95 11.90 11.90
Settle Settle - Var Change
11.375 1616.7378 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
12.70 12.70 12.65 12.65
Settle Settle - Var Change
13.20 1257.5583 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
108 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
14.45 14.50 14.45 14.50
Settle Settle - Var Change
15.025 151.994 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
299 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
12.70 15.00 12.70 12.70
Settle Settle - Var Change
13.25 938.7694 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
17,371 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
14.55 14.60 14.55 14.55
Settle Settle - Var Change
15.10 260.0965 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
243 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
11.65 11.70 11.65 11.65
Settle Settle - Var Change
11.125 1030.8329 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
625 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/Q0 - 2020-08-03
CONTRACT PRICES (US$) Open High Low Close
139.88 140.06 139.74 139.74
Settle Settle - Var Change
139.775 N/A -0.085
CONTRACT VOLUME Total BLOCK ECRP Open Interest
549,962 0 0 319
IBHY/U0 - 2020-09-01
CONTRACT PRICES (US$) Open High Low Close
140.30 140.42 140.11 140.31
Settle Settle - Var Change
140.355 N/A 0.055
CONTRACT VOLUME Total BLOCK ECRP Open Interest
544,855 0 0 106
IBHY/V0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
139.84 140.07 139.74 139.88
Settle Settle - Var Change
139.87 N/A 0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
547,556 0 0 0
IBHY/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
139.84 140.02 139.74 139.86
Settle Settle - Var Change
140.025 N/A 0.160
CONTRACT VOLUME Total BLOCK ECRP Open Interest
550,293 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Q0 - 2020-08-03
CONTRACT PRICES (US$) Open High Low Close
133.79 133.96 133.58 133.80
Settle Settle - Var Change
133.84 N/A 0.07
CONTRACT VOLUME Total BLOCK ECRP Open Interest
532,377 0 0 3
IBIG/U0 - 2020-09-01
CONTRACT PRICES (US$) Open High Low Close
134.89 135.03 134.72 134.92
Settle Settle - Var Change
135.035 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
552,111 0 0 0
IBIG/V0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
134.80 134.91 134.61 134.77
Settle Settle - Var Change
134.78 N/A -0.015
CONTRACT VOLUME Total BLOCK ECRP Open Interest
555,521 0 0 0
IBIG/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
15.52 15.52 15.50 15.50
Settle Settle - Var Change
15.495 N/A -0.030
CONTRACT VOLUME Total BLOCK ECRP Open Interest
556,171 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW2/N0 - 2020-07-09
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 15
AMW3/N0 - 2020-07-16
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/N0 - 2020-07-23
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW5/N0 - 2020-07-30
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9990.46 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/Q0 - 2020-08-06
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9990.46 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/Q0 - 2020-08-13
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9990.46 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/Q0 - 2020-08-20
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9990.46 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/Q0 - 2020-08-27
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9990.46 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/U0 - 2020-09-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9990.46 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/N0 - 2020-08-03
CONTRACT PRICES (US$) Open High Low Close
9999.00 9999.00 9999.00 9999.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 33
AMB1/Q0 - 2020-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 53
AMB1/U0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9999.50 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 31
AMB1/V0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/X0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
9999.00 9999.50 9996.50 9999.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
46 0 0 11
AMB1/Z0 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/F1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/G1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
9999.00 9999.00 9999.00 9999.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 8
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
10000.00 b10062.75 8747.00 8750.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
418 0 0 8
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9984.50 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
10000.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
Cboe Three-Month AMERIBOR Futures
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9987.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 65
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9985.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 21
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9990.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 80
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9992.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9992.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9992.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 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.