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, March 27, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 865,123 0 60 243,712 2,228
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 521,269 0 60 243,355 2,216
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures 1,010 0 0 84 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 124,370 0 0 95 12
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 95,860 0 0 0 0
Cboe 7-Day AMERIBOR Futures 87,056 0 0 13 0
Cboe Three-Month AMERIBOR Futures 35,558 0 0 165 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT13/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
14.90 15.15 14.55 14.95
Settle Settle - Var Change
14.925 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
38,369 0 0 57
VX+VXT14/J0 - 2020-04-08
CONTRACT PRICES (US$) Open High Low Close
15.75 16.00 15.00 15.75
Settle Settle - Var Change
15.85 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
40,178 0 0 7
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
15.00 15.80 15.00 15.00
Settle Settle - Var Change
15.025 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
38,773 0 60 86,700
VX+VXT16/J0 - 2020-04-22
CONTRACT PRICES (US$) Open High Low Close
15.35 15.70 15.10 15.45
Settle Settle - Var Change
15.475 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
42,493 0 0 5
VX+VXT17/J0 - 2020-04-29
CONTRACT PRICES (US$) Open High Low Close
15.60 15.95 15.35 15.75
Settle Settle - Var Change
15.725 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
38,430 0 0 0
VX+VXT18/K0 - 2020-05-06
CONTRACT PRICES (US$) Open High Low Close
15.60 15.85 15.25 15.50
Settle Settle - Var Change
15.50 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
41,608 0 0 0
VX+VXT/K0 - 2020-05-20
CONTRACT PRICES (US$) Open High Low Close
12.05 12.65 11.70 12.05
Settle Settle - Var Change
12.125 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
34,347 0 0 67,021
VX+VXT/M0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
10.65 11.30 10.65 10.70
Settle Settle - Var Change
10.775 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,910 0 0 27,617
VX+VXT/N0 - 2020-07-22
CONTRACT PRICES (US$) Open High Low Close
11.60 11.85 11.25 11.80
Settle Settle - Var Change
11.65 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
38,009 0 0 22,054
VX+VXT/Q0 - 2020-08-19
CONTRACT PRICES (US$) Open High Low Close
10.90 11.25 10.65 11.15
Settle Settle - Var Change
11.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
39,853 0 0 12,317
VX+VXT/U0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
11.80 12.05 11.80 12.05
Settle Settle - Var Change
11.875 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,744 0 0 10,305
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
13.20 13.55 12.95 13.40
Settle Settle - Var Change
13.40 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
37,640 0 0 11,562
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
13.50 13.75 13.15 13.75
Settle Settle - Var Change
13.625 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
38,620 0 0 5,709
VX+VXT/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
15.85 16.20 15.60 15.85
Settle Settle - Var Change
15.85 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
39,295 0 0 1
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/J0 - 2020-04-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.58 3.65a 0.00
Settle Settle - Var Change
3.615 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/K0 - 2020-05-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.60 3.67a 0.00
Settle Settle - Var Change
3.635 N/A -0.010
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/M0 - 2020-06-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.66 3.73a 0.00
Settle Settle - Var Change
3.69 N/A -0.01
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/J0 - 2020-04-17
CONTRACT PRICES (US$) Open High Low Close
14.75 14.75 14.75 14.75
Settle Settle - Var Change
14.25 2174.572 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9 0 0 42
VA/K0 - 2020-05-15
CONTRACT PRICES (US$) Open High Low Close
14.10 14.15 14.10 14.10
Settle Settle - Var Change
13.60 2219.7768 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
57 0 0 42
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
14.65 14.65 14.65 14.65
Settle Settle - Var Change
14.15 1187.0012 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 0
VA/N0 - 2020-07-17
CONTRACT PRICES (US$) Open High Low Close
14.35 14.35 14.30 14.30
Settle Settle - Var Change
13.75 2309.6101 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
36 0 0 0
VA/Q0 - 2020-08-21
CONTRACT PRICES (US$) Open High Low Close
14.30 14.30 14.30 14.30
Settle Settle - Var Change
14.80 2229.5439 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
13.95 13.95 13.95 13.95
Settle Settle - Var Change
14.475 1368.5627 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
14.15 14.20 14.15 14.20
Settle Settle - Var Change
14.725 1411.7817 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
71 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
14.20 14.20 14.15 14.20
Settle Settle - Var Change
14.725 1356.8037 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
60 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
14.15 b14.20 14.15 14.15
Settle Settle - Var Change
14.725 1080.4264 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
13.85 13.90 13.85 13.85
Settle Settle - Var Change
13.30 1457.9051 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
238 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
14.65 14.65 14.60 14.60
Settle Settle - Var Change
15.20 1193.8209 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
114 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
15.10 15.10 15.05 15.10
Settle Settle - Var Change
15.625 913.2476 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
205 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
14.15 14.20 14.15 14.15
Settle Settle - Var Change
13.65 1018.1642 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
163 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
139.96 140.09 139.77 140.08
Settle Settle - Var Change
139.885 N/A -0.080
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,542 0 0 38
IBHY/K0 - 2020-05-01
CONTRACT PRICES (US$) Open High Low Close
139.20 139.42 139.10 139.22
Settle Settle - Var Change
139.065 N/A -0.155
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,895 0 0 57
IBHY/M0 - 2020-06-01
CONTRACT PRICES (US$) Open High Low Close
140.19 140.31 140.00 140.18
Settle Settle - Var Change
140.23 N/A 0.04
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,844 0 0 0
IBHY/N0 - 2020-07-01
CONTRACT PRICES (US$) Open High Low Close
140.12 140.26 139.95 140.15
Settle Settle - Var Change
140.08 N/A -0.06
CONTRACT VOLUME Total BLOCK ECRP Open Interest
32,089 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
135.67 135.81 135.50 135.67
Settle Settle - Var Change
135.79 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,021 0 0 0
IBIG/K0 - 2020-05-01
CONTRACT PRICES (US$) Open High Low Close
136.04 136.15 135.85 136.14
Settle Settle - Var Change
135.985 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,370 0 0 0
IBIG/M0 - 2020-06-01
CONTRACT PRICES (US$) Open High Low Close
134.81 134.99 134.62 134.75
Settle Settle - Var Change
134.685 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,750 0 0 0
IBIG/N0 - 2020-07-01
CONTRACT PRICES (US$) Open High Low Close
15.37 15.43 15.37 15.40
Settle Settle - Var Change
134.685 N/A 119.310
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,719 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW1/J0 - 2020-04-02
CONTRACT PRICES (US$) Open High Low Close
9778.00 9779.00 9772.75 9775.00
Settle Settle - Var Change
9774.125 N/A -1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,850 0 0 13
AMW2/J0 - 2020-04-09
CONTRACT PRICES (US$) Open High Low Close
9782.50 9787.00 9781.00 9781.75
Settle Settle - Var Change
9783.50 N/A -0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,195 0 0 0
AMW3/J0 - 2020-04-16
CONTRACT PRICES (US$) Open High Low Close
9789.25 9789.50 9785.25 9788.00
Settle Settle - Var Change
9789.375 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,410 0 0 0
AMW4/J0 - 2020-04-23
CONTRACT PRICES (US$) Open High Low Close
9784.25 9786.50 9781.00 9784.75
Settle Settle - Var Change
9785.625 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,579 0 0 0
AMW5/J0 - 2020-04-30
CONTRACT PRICES (US$) Open High Low Close
9760.50 9761.75 9756.25a 9761.00
Settle Settle - Var Change
9759.00 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,710 0 0 0
AMW1/K0 - 2020-05-07
CONTRACT PRICES (US$) Open High Low Close
9780.00 9780.25 9774.25 9778.25
Settle Settle - Var Change
9776.125 N/A -1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,655 0 0 0
AMW2/K0 - 2020-05-14
CONTRACT PRICES (US$) Open High Low Close
9787.50 9789.00 9784.75 9788.75
Settle Settle - Var Change
9786.75 N/A -1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,710 0 0 0
AMW3/K0 - 2020-05-21
CONTRACT PRICES (US$) Open High Low Close
9775.00 9778.50 9772.50 9774.25
Settle Settle - Var Change
9774.625 N/A -0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,447 0 0 0
AMW4/K0 - 2020-05-28
CONTRACT PRICES (US$) Open High Low Close
9766.50 9768.50 9763.75 9765.25
Settle Settle - Var Change
9765.75 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,118 0 0 0
AMW1/M0 - 2020-06-04
CONTRACT PRICES (US$) Open High Low Close
9777.50 9780.75 9774.75 9780.00
Settle Settle - Var Change
9778.75 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,002 0 0 0
AMW2/M0 - 2020-06-11
CONTRACT PRICES (US$) Open High Low Close
9774.25 9779.50 9773.75 9775.25
Settle Settle - Var Change
9775.25 N/A -1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,052 0 0 0
AMW3/M0 - 2020-06-18
CONTRACT PRICES (US$) Open High Low Close
9773.50 9774.00 9768.00 9770.50
Settle Settle - Var Change
9769.00 N/A -2.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,270 0 0 0
AMW4/M0 - 2020-06-25
CONTRACT PRICES (US$) Open High Low Close
9780.50 9784.00 9778.25 9781.25
Settle Settle - Var Change
9782.50 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,454 0 0 0
AMW1/N0 - 2020-07-02
CONTRACT PRICES (US$) Open High Low Close
9776.25 9779.50 9773.25 9777.00
Settle Settle - Var Change
9778.375 N/A 2.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,604 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/H0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
9766.50 9767.50 9763.25 9765.75
Settle Settle - Var Change
9766.00 N/A 1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,438 0 0 78
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
9799.50 9801.50 9797.00 9800.25
Settle Settle - Var Change
9801.125 N/A 1.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,532 0 0 48
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
9789.00 9791.50 9785.50 9786.25
Settle Settle - Var Change
9787.25 N/A -1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,344 0 0 39
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
9795.00 9798.25 9792.25 9795.75
Settle Settle - Var Change
9793.75 N/A -1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,841 0 0 0
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
9796.50 9798.75 9793.50 9793.50
Settle Settle - Var Change
9797.875 N/A 1.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,489 0 0 0
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
9784.75 9788.00 9782.00 9786.75
Settle Settle - Var Change
9785.625 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,690 0 0 0
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
9793.25 9796.75 9790.50 9793.00
Settle Settle - Var Change
9794.25 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,224 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.