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, September 25, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 245,656 0 0 263,596 1,926
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 127,597 0 0 256,460 673
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 14,901 0 0 5,852 1,160
S&P 500 Variance (VA) Futures 908 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 5,932 0 0 734 97
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 4,426 0 0 43 -4
Cboe 7-Day AMERIBOR Futures 11,692 0 0 75 0
Cboe One-Month AMERIBOR Futures 76,266 0 0 326 0
Cboe Three-Month AMERIBOR Futures 3,934 0 0 106 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT39/U0 - 2020-09-30
CONTRACT PRICES (US$) Open High Low Close
14.60 14.70 14.10 14.35
Settle Settle - Var Change
14.475 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,863 0 0 24
VX+VXT40/V0 - 2020-10-07
CONTRACT PRICES (US$) Open High Low Close
14.95 14.95 14.35 14.60
Settle Settle - Var Change
14.675 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,195 0 0 58
VX+VXT41/V0 - 2020-10-14
CONTRACT PRICES (US$) Open High Low Close
16.00 16.00 14.45 14.60
Settle Settle - Var Change
14.725 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,533 0 0 10
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
31.20 31.65 31.05 31.30
Settle Settle - Var Change
31.325 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,101 0 0 122,829
VX+VXT43/V0 - 2020-10-28
CONTRACT PRICES (US$) Open High Low Close
14.95 15.30 14.70 14.95
Settle Settle - Var Change
15.05 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,291 0 0 0
VX+VXT44/X0 - 2020-11-04
CONTRACT PRICES (US$) Open High Low Close
15.15 15.35 14.75 15.00
Settle Settle - Var Change
15.00 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,069 0 0 5
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
30.30 31.05 30.25 30.35
Settle Settle - Var Change
30.625 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
50,028 0 0 63,867
VX+VXT/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
30.45 30.85 10.00 30.30
Settle Settle - Var Change
30.55 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,530 0 0 28,692
VX+VXT/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
29.75 30.10 29.50 29.65
Settle Settle - Var Change
29.85 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,600 0 0 17,702
VX+VXT/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
28.45 28.45 27.85 28.05
Settle Settle - Var Change
28.225 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,620 0 0 12,313
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
22.40 22.40 21.80 22.05
Settle Settle - Var Change
22.10 N/A -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,289 0 0 8,908
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
28.20 28.25 27.65 27.90
Settle Settle - Var Change
27.95 N/A -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,743 0 0 1,597
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
14.35 14.70 14.10 14.35
Settle Settle - Var Change
14.425 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,901 0 0 455
VX+VXT/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
15.40 15.50 14.90 15.15
Settle Settle - Var Change
15.175 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,834 0 0 0
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
31.25 31.65 31.05 31.20
Settle Settle - Var Change
31.325 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,407 0 0 4,488
VXM/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
30.50 30.85 30.25 30.40
Settle Settle - Var Change
30.625 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,061 0 0 1,128
VXM/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
30.45 30.85 30.25 30.50
Settle Settle - Var Change
30.55 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,342 0 0 125
VXM/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
29.75 30.10 29.50 30.00
Settle Settle - Var Change
29.85 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,091 0 0 111
S&P 500 Variance (VA) Futures
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
11.10 11.10 11.10 11.10
Settle Settle - Var Change
10.55 1594.7229 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
84 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b9.85 10.90a 0.00
Settle Settle - Var Change
10.375 1514.3272 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9.75 10.80a 0.00
Settle Settle - Var Change
10.275 1136.8837 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b8.60 9.65a 0.00
Settle Settle - Var Change
9.10 1636.4267 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G1 - 2021-02-19
CONTRACT PRICES (US$) Open High Low Close
14.05 14.10 13.90 14.10
Settle Settle - Var Change
14.625 357.855 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
422 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
11.15 11.15 11.15 11.15
Settle Settle - Var Change
10.625 1247.3562 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
149 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
12.40 13.50 12.35 12.35
Settle Settle - Var Change
12.90 117.8005 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
66 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
11.40 11.40 11.40 11.40
Settle Settle - Var Change
10.875 923.0799 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
149 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
13.70 13.70 12.60 13.65
Settle Settle - Var Change
13.125 219.5237 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
38 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b8.75 9.80a 0.00
Settle Settle - Var Change
9.275 1014.99 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/V0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
140.32 140.33 140.02 140.04
Settle Settle - Var Change
140.005 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,416 0 0 252
IBHY/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
140.62 140.77 140.42 140.70
Settle Settle - Var Change
140.74 N/A 0.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,636 0 0 482
IBHY/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
141.19 141.35 141.04 141.17
Settle Settle - Var Change
141.13 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,387 0 0 0
IBHY/F1 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
141.70 142.01 141.70 141.91
Settle Settle - Var Change
141.945 N/A 0.055
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,493 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/V0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
133.98 134.21 133.97 134.08
Settle Settle - Var Change
134.045 N/A -0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
955 0 0 24
IBIG/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
134.06 134.08 133.79 133.90
Settle Settle - Var Change
133.86 N/A -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,148 0 0 19
IBIG/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
134.09 134.24 133.98 134.17
Settle Settle - Var Change
134.205 N/A 0.120
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,055 0 0 0
IBIG/F1 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
134.51 134.72 134.45 134.63
Settle Settle - Var Change
134.665 N/A 0.055
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,268 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW5/U0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
9907.75 9917.75 9894.25a 9903.50
Settle Settle - Var Change
9913.75 N/A 8.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,098 0 0 25
AMW1/V0 - 2020-10-08
CONTRACT PRICES (US$) Open High Low Close
9966.25 9979.25 9954.00 9964.25
Settle Settle - Var Change
9968.00 N/A 1.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,266 0 0 25
AMW2/V0 - 2020-10-15
CONTRACT PRICES (US$) Open High Low Close
10021.75 10041.75 10018.25 10029.25
Settle Settle - Var Change
10042.75 N/A 11.87
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,107 0 0 25
AMW3/V0 - 2020-10-22
CONTRACT PRICES (US$) Open High Low Close
9982.75 9994.25 9969.25 9986.00
Settle Settle - Var Change
9982.625 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,735 0 0 0
AMW4/V0 - 2020-10-29
CONTRACT PRICES (US$) Open High Low Close
9983.50 9992.75 9967.50 9992.75
Settle Settle - Var Change
9971.50 N/A -8.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,431 0 0 0
AMW1/X0 - 2020-11-05
CONTRACT PRICES (US$) Open High Low Close
10012.75 10033.50 10009.75a 10023.50
Settle Settle - Var Change
10017.00 N/A -3.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,352 0 0 0
AMW2/X0 - 2020-11-12
CONTRACT PRICES (US$) Open High Low Close
9976.00 9979.75 9956.25 9977.75
Settle Settle - Var Change
9957.375 N/A -9.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,333 0 0 0
AMW3/X0 - 2020-11-19
CONTRACT PRICES (US$) Open High Low Close
10007.50 10007.50 9983.75 9984.50
Settle Settle - Var Change
9983.625 N/A -11.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
689 0 0 0
AMW4/X0 - 2020-11-27
CONTRACT PRICES (US$) Open High Low Close
10000.75 10006.50 9983.75 10000.75
Settle Settle - Var Change
9984.00 N/A -10.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
681 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/U0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
9940.50 9941.75 9918.25 9929.50
Settle Settle - Var Change
9938.75 N/A 9.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
834 0 0 131
AMB1/V0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
9986.00 10002.00 9977.00 9985.25
Settle Settle - Var Change
9986.75 N/A -2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,631 0 0 56
AMB1/X0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
10007.75 10025.00 10000.75 10021.00
Settle Settle - Var Change
10002.13 N/A -11.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,909 0 0 72
AMB1/Z0 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
9963.00 9988.50 9962.50 9980.75
Settle Settle - Var Change
9980.50 N/A 5.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,216 0 0 8
AMB1/F1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
10049.00 10051.00 10025.75 10028.50
Settle Settle - Var Change
10050.00 N/A 11.62
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,788 0 0 8
AMB1/G1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
9943.25 9961.50 9936.25 9943.00
Settle Settle - Var Change
9938.75 N/A -10.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,299 0 0 8
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
9948.75 9966.50 9941.25 9964.25
Settle Settle - Var Change
9951.00 N/A -2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,239 0 0 8
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
10019.75 10027.50 10002.00 10002.50
Settle Settle - Var Change
10018.63 N/A 4.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,941 0 0 8
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
10001.00 10017.50 9992.25 10004.25
Settle Settle - Var Change
10004.25 N/A -0.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,849 0 0 10
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
10099.50 10102.25 10078.75 10084.00
Settle Settle - Var Change
10089.50 N/A -2.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,617 0 0 10
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
9998.00 10015.25 9990.00 9995.00
Settle Settle - Var Change
9998.25 N/A -4.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,229 0 0 5
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
10040.75 10057.75 10032.50 10042.00
Settle Settle - Var Change
10046.25 N/A 1.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,649 0 0 0
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
10004.25 10010.75 9985.75 9990.50
Settle Settle - Var Change
10000.50 N/A 2.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,510 0 0 0
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
10085.25 10094.75 10071.00 10084.50
Settle Settle - Var Change
10082.75 N/A -1.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,920 0 0 0
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
10000.25 10017.50 9992.00 10001.75
Settle Settle - Var Change
9992.875 N/A -11.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,584 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
9943.50 9945.50 9922.00 9943.00
Settle Settle - Var Change
9940.50 N/A 7.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,702 0 0 0
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
9993.50 10004.00 9979.00 9984.00
Settle Settle - Var Change
9980.00 N/A -11.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,935 0 0 0
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
9973.50 9982.50 9957.50 9964.75
Settle Settle - Var Change
9960.875 N/A -9.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,740 0 0 0
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
9940.25 9951.50 9928.00a 9934.50
Settle Settle - Var Change
9939.375 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,596 0 0 0
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
9986.25 9996.25 9971.25 9978.50
Settle Settle - Var Change
9977.625 N/A -6.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,196 0 0 0
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
9944.00 9955.75 9932.25 9933.25
Settle Settle - Var Change
9951.75 N/A 8.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,064 0 0 0
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
9954.75 9976.00 9952.25 9957.25
Settle Settle - Var Change
9964.875 N/A 1.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,530 0 0 0
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
10013.50 10013.50 9988.00 9997.50
Settle Settle - Var Change
10012.50 N/A 11.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,630 0 0 2
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
10048.50 10053.00 10028.25 10035.75
Settle Settle - Var Change
10030.75 N/A -9.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
658 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
10025.75 10031.00 10007.50 10012.50
Settle Settle - Var Change
10016.00 N/A -4.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
899 0 0 21
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
9996.00 10005.00 9980.50 9985.50
Settle Settle - Var Change
9980.75 N/A -11.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
675 0 0 50
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
10012.00 10017.00 9991.50 9991.50
Settle Settle - Var Change
9992.50 N/A -11.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
651 0 0 35
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
9952.25 9970.25 9945.25 9969.00
Settle Settle - Var Change
9953.875 N/A -3.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
779 0 0 0
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
9953.00 9958.00 9935.50 9939.25
Settle Settle - Var Change
9952.375 N/A 6.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
930 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.