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 20, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 672,531 0 0 417,252 5,290
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 376,891 0 0 410,739 5,438
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures 2,770 0 0 5,916 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 122,439 0 0 515 52
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 120,327 0 0 14 0
Cboe 7-Day AMERIBOR Futures 45,834 0 0 16 -125
Cboe Three-Month AMERIBOR Futures 4,270 0 0 52 -75
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT39/U9 - 2019-09-25
CONTRACT PRICES (US$) Open High Low Close
15.95 16.25 15.00 15.95
Settle Settle - Var Change
16.05 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,615 0 0 32
VX+VXT40/V9 - 2019-10-02
CONTRACT PRICES (US$) Open High Low Close
16.65 16.95 16.65 16.65
Settle Settle - Var Change
16.75 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,126 0 0 36
VX+VXT41/V9 - 2019-10-09
CONTRACT PRICES (US$) Open High Low Close
16.95 16.95 16.55 16.75
Settle Settle - Var Change
16.775 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,961 0 0 24
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
15.70 15.70 15.35 15.60
Settle Settle - Var Change
15.55 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,919 0 0 222,264
VX+VXT43/V9 - 2019-10-23
CONTRACT PRICES (US$) Open High Low Close
15.75 15.80 15.50 15.75
Settle Settle - Var Change
15.675 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,042 0 0 12
VX+VXT44/V9 - 2019-10-30
CONTRACT PRICES (US$) Open High Low Close
15.30 15.30 14.90 15.20
Settle Settle - Var Change
15.175 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,058 0 0 0
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
16.45 16.75 16.45 16.60
Settle Settle - Var Change
16.55 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,246 0 0 76,654
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
17.60 17.95 17.60 17.60
Settle Settle - Var Change
17.70 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
54,472 0 0 53,842
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
18.35 18.60 18.35 18.35
Settle Settle - Var Change
18.425 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,879 0 0 27,811
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
18.55 18.85 18.15 18.55
Settle Settle - Var Change
18.625 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
50,174 0 0 14,259
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
17.95 18.40 17.75 18.05
Settle Settle - Var Change
18.125 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,025 0 0 10,290
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
18.60 18.90 18.60 18.60
Settle Settle - Var Change
18.70 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,671 0 0 4,357
VX+VXT/K0 - 2020-05-20
CONTRACT PRICES (US$) Open High Low Close
18.05 18.30 18.05 18.05
Settle Settle - Var Change
18.125 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,703 0 0 1,158
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/U9 - 2019-09-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.14 4.21a 0.00
Settle Settle - Var Change
4.175 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/V9 - 2019-10-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.09 4.16a 0.00
Settle Settle - Var Change
4.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/X9 - 2019-11-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.16 4.23a 0.00
Settle Settle - Var Change
4.20 N/A 0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Z9 - 2019-12-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.14 4.21a 0.00
Settle Settle - Var Change
4.18 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
0.00 910.8263
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5,916
VA/V9 - 2019-10-18
CONTRACT PRICES (US$) Open High Low Close
14.10 14.15 14.10 14.15
Settle Settle - Var Change
13.60 931.6007 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
480 0 0 0
VA/X9 - 2019-11-15
CONTRACT PRICES (US$) Open High Low Close
15.70 15.75 14.60 15.70
Settle Settle - Var Change
15.175 913.3976 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
385 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
16.90 16.95 15.80 16.90
Settle Settle - Var Change
16.40 690.0904 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
112 0 0 0
VA/F0 - 2020-01-17
CONTRACT PRICES (US$) Open High Low Close
16.40 17.55 16.40 17.55
Settle Settle - Var Change
17.00 835.5709 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
281 0 0 0
VA/G0 - 2020-02-21
CONTRACT PRICES (US$) Open High Low Close
17.05 18.15 17.00 18.15
Settle Settle - Var Change
17.575 860.6889 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
541 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
17.50 18.55 17.45 17.50
Settle Settle - Var Change
18.025 793.0716 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
110 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
18.00 19.05 17.95 17.95
Settle Settle - Var Change
18.55 924.5029 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
110 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
18.45 18.50 18.45 18.45
Settle Settle - Var Change
19.05 988.6691 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
105 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
18.70 18.70 18.65 18.70
Settle Settle - Var Change
19.25 937.2214 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
175 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
19.25 19.30 19.25 19.25
Settle Settle - Var Change
19.825 1022.6594 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
166 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
19.80 19.85 19.80 19.80
Settle Settle - Var Change
20.40 840.6271 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
305 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
123.06 123.16 122.89 123.15
Settle Settle - Var Change
123.19 N/A 0.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,919 0 0 481
IBHY/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
121.05 121.24 120.97 121.09
Settle Settle - Var Change
121.20 N/A 0.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,926 0 0 34
IBHY/Z9 - 2019-12-02
CONTRACT PRICES (US$) Open High Low Close
121.39 121.57 121.29 121.39
Settle Settle - Var Change
121.325 N/A -0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,263 0 0 0
IBHY/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
122.01 122.21 121.85 122.01
Settle Settle - Var Change
122.055 N/A 0.030
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,331 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
116.54 116.63 116.37 116.54
Settle Settle - Var Change
116.42 N/A -0.115
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,915 0 0 14
IBIG/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
116.05 116.24 115.97 116.08
Settle Settle - Var Change
115.945 N/A -0.120
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,427 0 0 0
IBIG/Z9 - 2019-12-02
CONTRACT PRICES (US$) Open High Low Close
116.05 116.22 115.95 115.95
Settle Settle - Var Change
115.92 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,356 0 0 0
IBIG/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
116.34 116.45 116.17 116.35
Settle Settle - Var Change
116.21 N/A -0.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,629 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW4/U9 - 2019-09-26
CONTRACT PRICES (US$) Open High Low Close
9786.25 9789.00 9785.50 9787.75
Settle Settle - Var Change
9789.875 N/A 1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,228 0 0 10
AMW1/V9 - 2019-10-03
CONTRACT PRICES (US$) Open High Low Close
9777.25 9781.00 9775.50 9777.75
Settle Settle - Var Change
9779.50 N/A 1.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,815 0 0 6
AMW2/V9 - 2019-10-10
CONTRACT PRICES (US$) Open High Low Close
9782.25 9785.50 9780.25 9782.00
Settle Settle - Var Change
9781.875 N/A -1.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,046 0 0 0
AMW3/V9 - 2019-10-17
CONTRACT PRICES (US$) Open High Low Close
9781.50 9784.25 9779.00 9781.25
Settle Settle - Var Change
9781.25 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,825 0 0 0
AMW4/V9 - 2019-10-24
CONTRACT PRICES (US$) Open High Low Close
9767.75 9771.00 9767.50 9768.75
Settle Settle - Var Change
9766.75 N/A -1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,560 0 0 0
AMW5/V9 - 2019-10-31
CONTRACT PRICES (US$) Open High Low Close
9767.50 9770.25 9766.75 9767.00
Settle Settle - Var Change
9766.25 N/A -1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,774 0 0 0
AMW1/X9 - 2019-11-07
CONTRACT PRICES (US$) Open High Low Close
9771.00 9771.25 9767.75 9767.75
Settle Settle - Var Change
9770.00 N/A 1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,780 0 0 0
AMW2/X9 - 2019-11-14
CONTRACT PRICES (US$) Open High Low Close
9771.00 9773.50 9770.00 9770.25
Settle Settle - Var Change
9771.50 N/A 0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,726 0 0 0
AMW3/X9 - 2019-11-21
CONTRACT PRICES (US$) Open High Low Close
9778.75 9781.75 9776.25 9776.25
Settle Settle - Var Change
9779.00 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,187 0 0 0
AMW4/X9 - 2019-11-29
CONTRACT PRICES (US$) Open High Low Close
9772.75 9776.50 9771.00 9773.00
Settle Settle - Var Change
9772.00 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,818 0 0 0
AMW1/Z9 - 2019-12-05
CONTRACT PRICES (US$) Open High Low Close
9781.75 9782.00 9776.75 9780.00
Settle Settle - Var Change
9780.125 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,037 0 0 0
AMW2/Z9 - 2019-12-12
CONTRACT PRICES (US$) Open High Low Close
9776.25 9780.75 9775.50 9777.75
Settle Settle - Var Change
9776.50 N/A -1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,870 0 0 0
AMW3/Z9 - 2019-12-19
CONTRACT PRICES (US$) Open High Low Close
9777.75 9781.25 9775.75 9779.00
Settle Settle - Var Change
9776.75 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,219 0 0 0
AMW4/Z9 - 2019-12-26
CONTRACT PRICES (US$) Open High Low Close
9775.00 9775.25 9769.75 9771.50
Settle Settle - Var Change
9770.75 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,547 0 0 0
AMW1/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
9770.25 9770.25 9766.50 9768.50
Settle Settle - Var Change
9767.75 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,347 0 0 0
AMW2/F0 - 2020-01-09
CONTRACT PRICES (US$) Open High Low Close
9775.25 9776.50 9771.00 9775.25
Settle Settle - Var Change
9774.50 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,025 0 0 0
AMW3/F0 - 2020-01-16
CONTRACT PRICES (US$) Open High Low Close
9770.25 9772.75 9769.25 9770.50
Settle Settle - Var Change
9768.75 N/A -1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,481 0 0 0
AMW4/F0 - 2020-01-23
CONTRACT PRICES (US$) Open High Low Close
9772.50 9772.75 9769.25 9769.25
Settle Settle - Var Change
9770.50 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,549 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/U9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
9787.75 9788.25 9785.00 9786.50
Settle Settle - Var Change
9787.25 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,294 0 0 27
AMB3/Z9 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
9783.75 9786.75 9781.75 9785.00
Settle Settle - Var Change
9785.00 N/A 0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
934 0 0 0
AMB3/H0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
9776.50 9780.25 9776.50 9778.00
Settle Settle - Var Change
9779.00 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
616 0 0 25
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
9777.00 9779.25 9775.50 9776.75
Settle Settle - Var Change
9776.875 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
723 0 0 0
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
9778.00 9778.50 9775.00 9775.25
Settle Settle - Var Change
9775.25 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
703 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.