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 Tuesday, November 12, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 591,658 0 0 521,303 5,977
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 318,803 0 0 520,623 6,037
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures 1,234 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 114,133 0 0 210 -60
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 114,802 0 0 0 0
Cboe 7-Day AMERIBOR Futures 36,854 0 0 305 0
Cboe Three-Month AMERIBOR Futures 5,832 0 0 165 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT46/X9 - 2019-11-13
CONTRACT PRICES (US$) Open High Low Close
14.40 14.40 14.10 14.20
Settle Settle - Var Change
14.25 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,747 0 0 36
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
14.80 14.80 14.45 14.70
Settle Settle - Var Change
14.625 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,269 0 0 110,831
VX+VXT48/X9 - 2019-11-27
CONTRACT PRICES (US$) Open High Low Close
13.65 13.65 13.30 13.55
Settle Settle - Var Change
13.50 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,558 0 0 25
VX+VXT49/Z9 - 2019-12-04
CONTRACT PRICES (US$) Open High Low Close
14.65 14.95 14.65 14.65
Settle Settle - Var Change
14.725 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,730 0 0 17
VX+VXT50/Z9 - 2019-12-11
CONTRACT PRICES (US$) Open High Low Close
15.10 15.40 15.10 15.25
Settle Settle - Var Change
15.175 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,935 0 0 2
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
15.50 15.50 15.20 15.25
Settle Settle - Var Change
15.325 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,550 0 0 255,158
VX+VXT52/Z9 - 2019-12-24
CONTRACT PRICES (US$) Open High Low Close
15.55 15.55 15.20 15.45
Settle Settle - Var Change
15.375 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,790 0 0 0
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
16.15 16.15 15.80 15.90
Settle Settle - Var Change
16.00 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,146 0 0 52,108
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
15.70 15.70 15.40 15.45
Settle Settle - Var Change
15.525 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,352 0 0 46,086
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
16.85 17.15 16.85 16.85
Settle Settle - Var Change
16.925 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,010 0 0 24,625
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
17.85 18.15 17.85 17.85
Settle Settle - Var Change
17.95 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,946 0 0 15,027
VX+VXT/K0 - 2020-05-20
CONTRACT PRICES (US$) Open High Low Close
15.60 15.95 15.60 15.60
Settle Settle - Var Change
15.675 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,201 0 0 12,191
VX+VXT/M0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
14.95 14.95 14.60 14.85
Settle Settle - Var Change
14.80 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,867 0 0 4,313
VX+VXT/N0 - 2020-07-22
CONTRACT PRICES (US$) Open High Low Close
13.85 13.85 13.50 13.75
Settle Settle - Var Change
13.70 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,702 0 0 204
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/X9 - 2019-11-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.11 4.18a 0.00
Settle Settle - Var Change
4.145 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Z9 - 2019-12-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.94 4.01a 0.00
Settle Settle - Var Change
3.975 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.10 4.17a 0.00
Settle Settle - Var Change
4.14 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G0 - 2020-02-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.13 4.20a 0.00
Settle Settle - Var Change
4.17 N/A 0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/X9 - 2019-11-15
CONTRACT PRICES (US$) Open High Low Close
14.30 14.30 14.25 14.25
Settle Settle - Var Change
13.75 881.0546 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
187 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
15.45 15.50 14.40 15.45
Settle Settle - Var Change
14.95 680.7235 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
105 0 0 0
VA/F0 - 2020-01-17
CONTRACT PRICES (US$) Open High Low Close
16.25 16.25 15.10 16.25
Settle Settle - Var Change
15.70 759.2382 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
129 0 0 0
VA/G0 - 2020-02-21
CONTRACT PRICES (US$) Open High Low Close
16.65 16.70 15.55 16.65
Settle Settle - Var Change
16.125 781.4908 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
80 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
17.10 17.15 17.10 17.10
Settle Settle - Var Change
16.575 755.0461 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20 0 0 0
VA/J0 - 2020-04-17
CONTRACT PRICES (US$) Open High Low Close
16.05 17.20 16.05 17.15
Settle Settle - Var Change
16.65 914.0183 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
193 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
16.65 17.80 16.65 17.80
Settle Settle - Var Change
17.25 894.0056 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
15 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
17.45 17.45 17.40 17.45
Settle Settle - Var Change
18.00 935.3722 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
17.35 17.40 17.35 17.40
Settle Settle - Var Change
17.925 896.4881 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
147 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
17.40 17.45 17.40 17.45
Settle Settle - Var Change
17.975 896.5597 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
114 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
17.60 17.65 17.60 17.60
Settle Settle - Var Change
18.175 910.2999 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
17.85 17.90 17.85 17.85
Settle Settle - Var Change
18.45 962.0077 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
96 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
18.50 18.55 18.50 18.55
Settle Settle - Var Change
19.075 791.0961 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
90 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/Z9 - 2019-12-02
CONTRACT PRICES (US$) Open High Low Close
120.68 120.85 120.58 120.66
Settle Settle - Var Change
120.75 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,399 0 0 186
IBHY/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
122.55 122.66 122.39 122.54
Settle Settle - Var Change
122.60 N/A 0.04
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,444 0 0 24
IBHY/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
122.04 122.22 121.86 122.07
Settle Settle - Var Change
122.07 N/A 0.035
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,401 0 0 0
IBHY/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
122.16 122.32 122.06 122.12
Settle Settle - Var Change
122.075 N/A -0.085
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,889 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Z9 - 2019-12-02
CONTRACT PRICES (US$) Open High Low Close
115.79 115.93 115.69 115.72
Settle Settle - Var Change
115.655 N/A -0.130
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,214 0 0 0
IBIG/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
116.24 116.35 116.09 116.27
Settle Settle - Var Change
116.205 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,821 0 0 0
IBIG/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
116.27 116.35 116.16 116.20
Settle Settle - Var Change
116.21 N/A -0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,857 0 0 0
IBIG/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
115.99 116.16 115.90 115.90
Settle Settle - Var Change
115.865 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,910 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW2/X9 - 2019-11-14
CONTRACT PRICES (US$) Open High Low Close
9767.75 9770.75 9765.50 9768.50
Settle Settle - Var Change
9766.50 N/A -1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,813 0 0 125
AMW3/X9 - 2019-11-21
CONTRACT PRICES (US$) Open High Low Close
9783.00 9783.25 9779.75 9782.50
Settle Settle - Var Change
9782.875 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,428 0 0 125
AMW4/X9 - 2019-11-29
CONTRACT PRICES (US$) Open High Low Close
9776.50 9777.00 9771.50 9772.25
Settle Settle - Var Change
9773.375 N/A -0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,444 0 0 25
AMW1/Z9 - 2019-12-05
CONTRACT PRICES (US$) Open High Low Close
9772.50 9775.75 9770.25 9771.75
Settle Settle - Var Change
9774.00 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,298 0 0 10
AMW2/Z9 - 2019-12-12
CONTRACT PRICES (US$) Open High Low Close
9777.50 9779.75 9774.50 9777.25
Settle Settle - Var Change
9775.375 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,520 0 0 10
AMW3/Z9 - 2019-12-19
CONTRACT PRICES (US$) Open High Low Close
9781.00 9784.25 9781.00 9781.00
Settle Settle - Var Change
9783.00 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,101 0 0 10
AMW4/Z9 - 2019-12-26
CONTRACT PRICES (US$) Open High Low Close
9769.00 9771.25 9765.75 9769.25
Settle Settle - Var Change
9766.75 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,748 0 0 0
AMW1/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
9753.50 9756.25 9752.50 9756.25
Settle Settle - Var Change
9755.00 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,776 0 0 0
AMW2/F0 - 2020-01-09
CONTRACT PRICES (US$) Open High Low Close
9758.25 9761.50 9756.25 9760.25
Settle Settle - Var Change
9758.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,731 0 0 0
AMW3/F0 - 2020-01-16
CONTRACT PRICES (US$) Open High Low Close
9768.50 9768.75 9763.25 9766.00
Settle Settle - Var Change
9767.125 N/A 1.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,464 0 0 0
AMW4/F0 - 2020-01-23
CONTRACT PRICES (US$) Open High Low Close
9765.50 9765.75 9760.50 9762.25
Settle Settle - Var Change
9764.50 N/A 1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,586 0 0 0
AMW5/F0 - 2020-01-30
CONTRACT PRICES (US$) Open High Low Close
9782.25 9782.25 9779.00 9780.25
Settle Settle - Var Change
9779.875 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
750 0 0 0
AMW1/G0 - 2020-02-06
CONTRACT PRICES (US$) Open High Low Close
9782.50 9784.50 9781.00 9782.75
Settle Settle - Var Change
9784.75 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
984 0 0 0
AMW2/G0 - 2020-02-13
CONTRACT PRICES (US$) Open High Low Close
9772.00 9775.00 9769.50 9773.50
Settle Settle - Var Change
9774.00 N/A 1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,869 0 0 0
AMW3/G0 - 2020-02-20
CONTRACT PRICES (US$) Open High Low Close
9785.50 9785.50 9782.00 9782.25
Settle Settle - Var Change
9785.125 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
502 0 0 0
AMW4/G0 - 2020-02-27
CONTRACT PRICES (US$) Open High Low Close
9783.00 9783.50 9780.00 9783.25
Settle Settle - Var Change
9780.875 N/A -1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
387 0 0 0
AMW1/H0 - 2020-03-05
CONTRACT PRICES (US$) Open High Low Close
9783.50 9784.00 9780.25 9783.25
Settle Settle - Var Change
9784.625 N/A 1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
399 0 0 0
AMW2/H0 - 2020-03-12
CONTRACT PRICES (US$) Open High Low Close
9776.50 9780.25 9774.75 9778.00
Settle Settle - Var Change
9775.75 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,054 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/U9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
9789.25 9790.00 9786.75 9788.75
Settle Settle - Var Change
9790.75 N/A 1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,046 0 0 31
AMB3/Z9 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
9791.50 9794.00 9790.50 9793.75
Settle Settle - Var Change
9793.375 N/A 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,213 0 0 6
AMB3/H0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
9783.00 9784.75 9779.25 9779.25
Settle Settle - Var Change
9782.75 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,292 0 0 80
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
9773.50 9775.25 9771.75 9774.00
Settle Settle - Var Change
9774.25 N/A 1.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
935 0 0 48
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
9773.25 9775.75 9772.00 9775.75
Settle Settle - Var Change
9772.125 N/A -0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,346 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.