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, January 21, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 822,799 0 0 479,602 10,403
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 475,635 0 0 479,125 10,388
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures 1,162 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 101,211 0 0 234 15
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 105,438 0 0 0 0
Cboe 7-Day AMERIBOR Futures 115,198 0 0 0 0
Cboe Three-Month AMERIBOR Futures 24,155 0 0 243 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
14.40 14.65 14.40 14.40
Settle Settle - Var Change
14.50 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,669 0 0 29,827
VX+VXT04/F0 - 2020-01-29
CONTRACT PRICES (US$) Open High Low Close
13.50 13.50 13.20 13.40
Settle Settle - Var Change
13.325 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,898 0 0 54
VX+VXT05/G0 - 2020-02-05
CONTRACT PRICES (US$) Open High Low Close
14.70 14.70 14.35 14.45
Settle Settle - Var Change
14.55 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,459 0 0 97
VX+VXT06/G0 - 2020-02-12
CONTRACT PRICES (US$) Open High Low Close
14.95 14.95 14.55 14.70
Settle Settle - Var Change
14.80 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,418 0 0 11
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
12.85 12.85 12.50 12.75
Settle Settle - Var Change
12.70 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,660 0 0 265,139
VX+VXT08/G0 - 2020-02-26
CONTRACT PRICES (US$) Open High Low Close
15.00 15.00 14.65 14.75
Settle Settle - Var Change
14.85 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,486 0 0 0
VX+VXT09/H0 - 2020-03-04
CONTRACT PRICES (US$) Open High Low Close
15.40 15.70 15.40 15.40
Settle Settle - Var Change
15.50 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,618 0 0 0
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
14.60 14.85 14.60 14.60
Settle Settle - Var Change
14.725 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,142 0 0 75,029
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
15.90 16.20 15.90 15.90
Settle Settle - Var Change
16.00 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
32,135 0 0 38,910
VX+VXT/K0 - 2020-05-20
CONTRACT PRICES (US$) Open High Low Close
13.20 13.20 12.85 13.10
Settle Settle - Var Change
13.05 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,272 0 0 31,704
VX+VXT/M0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
12.75 12.75 12.40 12.65
Settle Settle - Var Change
12.60 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,383 0 0 14,292
VX+VXT/N0 - 2020-07-22
CONTRACT PRICES (US$) Open High Low Close
12.90 12.90 12.55 12.80
Settle Settle - Var Change
12.75 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,638 0 0 8,140
VX+VXT/Q0 - 2020-08-19
CONTRACT PRICES (US$) Open High Low Close
13.20 13.50 13.20 13.40
Settle Settle - Var Change
13.275 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,503 0 0 4,533
VX+VXT/U0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
14.10 14.40 14.10 14.30
Settle Settle - Var Change
14.175 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,383 0 0 2,815
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
13.60 13.90 13.60 13.75
Settle Settle - Var Change
13.70 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,553 0 0 5,866
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
14.75 15.10 14.75 14.95
Settle Settle - Var Change
14.825 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,418 0 0 2,708
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.78 3.85a 0.00
Settle Settle - Var Change
3.82 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G0 - 2020-02-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.89 3.96a 0.00
Settle Settle - Var Change
3.925 N/A -0.010
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/H0 - 2020-03-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.90 3.97a 0.00
Settle Settle - Var Change
3.94 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J0 - 2020-04-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.91 3.98a 0.00
Settle Settle - Var Change
3.945 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/G0 - 2020-02-21
CONTRACT PRICES (US$) Open High Low Close
14.95 14.95 14.95 14.95
Settle Settle - Var Change
14.40 699.7423 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
15.40 15.40 15.40 15.40
Settle Settle - Var Change
14.85 715.6685 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12 0 0 0
VA/J0 - 2020-04-17
CONTRACT PRICES (US$) Open High Low Close
15.65 15.70 15.60 15.60
Settle Settle - Var Change
15.075 807.4649 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26 0 0 0
VA/K0 - 2020-05-15
CONTRACT PRICES (US$) Open High Low Close
15.90 15.95 15.90 15.95
Settle Settle - Var Change
15.375 868.0535 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
16.20 16.20 16.20 16.20
Settle Settle - Var Change
15.675 860.8415 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 0
VA/N0 - 2020-07-17
CONTRACT PRICES (US$) Open High Low Close
16.10 16.10 16.00 16.10
Settle Settle - Var Change
15.525 988.4865
CONTRACT VOLUME Total BLOCK ECRP Open Interest
40 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
15.90 15.90 15.85 15.90
Settle Settle - Var Change
16.40 868.5082 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
58 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
15.65 15.65 15.65 15.65
Settle Settle - Var Change
16.15 809.2509 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
47 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
15.70 15.75 15.70 15.75
Settle Settle - Var Change
16.275 813.1637 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
45 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
15.85 15.85 15.80 15.80
Settle Settle - Var Change
16.35 874.1613 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
47 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
15.50 15.50 15.45 15.50
Settle Settle - Var Change
14.90 864.4608 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
118 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
16.55 16.55 16.50 16.55
Settle Settle - Var Change
17.05 902.0382 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
165 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
16.90 16.90 16.85 16.90
Settle Settle - Var Change
17.40 734.4731 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
219 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
15.45 15.45 15.40 15.45
Settle Settle - Var Change
14.875 832.6263 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
346 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
139.58 139.76 139.44 139.55
Settle Settle - Var Change
139.46 N/A -0.105
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,275 0 0 197
IBHY/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
139.93 140.13 139.81 139.95
Settle Settle - Var Change
139.88 N/A -0.055
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,047 0 0 37
IBHY/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
140.38 140.49 140.22 140.37
Settle Settle - Var Change
140.525 N/A 0.155
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,265 0 0 0
IBHY/K0 - 2020-05-01
CONTRACT PRICES (US$) Open High Low Close
140.03 140.15 139.84 140.03
Settle Settle - Var Change
140.11 N/A 0.08
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,624 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
137.27 137.40 137.09 137.26
Settle Settle - Var Change
137.275 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,800 0 0 0
IBIG/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
136.78 136.99 136.61 136.69
Settle Settle - Var Change
136.645 N/A -0.155
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,919 0 0 0
IBIG/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
136.65 136.86 136.48 136.66
Settle Settle - Var Change
136.52 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,006 0 0 0
IBIG/K0 - 2020-05-01
CONTRACT PRICES (US$) Open High Low Close
135.94 136.15 135.85 135.96
Settle Settle - Var Change
135.88 N/A -0.085
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,713 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW4/F0 - 2020-01-23
CONTRACT PRICES (US$) Open High Low Close
9761.75 9762.00 9758.50 9758.75
Settle Settle - Var Change
9760.75 N/A 1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,126 0 0 0
AMW5/F0 - 2020-01-30
CONTRACT PRICES (US$) Open High Low Close
9784.75 9787.75 9784.25 9784.75
Settle Settle - Var Change
9788.25 N/A 1.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,006 0 0 0
AMW1/G0 - 2020-02-06
CONTRACT PRICES (US$) Open High Low Close
9780.00 9782.00 9776.25 9779.75
Settle Settle - Var Change
9777.25 N/A -1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,649 0 0 0
AMW2/G0 - 2020-02-13
CONTRACT PRICES (US$) Open High Low Close
9789.00 9789.25 9785.75 9786.00
Settle Settle - Var Change
9789.375 N/A 1.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,324 0 0 0
AMW3/G0 - 2020-02-20
CONTRACT PRICES (US$) Open High Low Close
9787.75 9791.25 9787.50 9790.50
Settle Settle - Var Change
9788.875 N/A -1.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,505 0 0 0
AMW4/G0 - 2020-02-27
CONTRACT PRICES (US$) Open High Low Close
9781.00 9783.00 9777.75 9780.25
Settle Settle - Var Change
9781.75 N/A 1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,544 0 0 0
AMW1/H0 - 2020-03-05
CONTRACT PRICES (US$) Open High Low Close
9787.00 9788.50 9784.00 9785.25
Settle Settle - Var Change
9785.875 N/A -0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,573 0 0 0
AMW2/H0 - 2020-03-12
CONTRACT PRICES (US$) Open High Low Close
9781.50 9786.50 9781.00 9784.50
Settle Settle - Var Change
9782.625 N/A -1.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,124 0 0 0
AMW3/H0 - 2020-03-19
CONTRACT PRICES (US$) Open High Low Close
9775.00 9775.25 9769.75 9771.25
Settle Settle - Var Change
9772.50 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,921 0 0 0
AMW4/H0 - 2020-03-26
CONTRACT PRICES (US$) Open High Low Close
9777.00 9779.00 9773.75 9774.75
Settle Settle - Var Change
9775.875 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,180 0 0 0
AMW1/J0 - 2020-04-02
CONTRACT PRICES (US$) Open High Low Close
9769.25 9772.75 9767.25 9769.00
Settle Settle - Var Change
9769.375 N/A -0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,484 0 0 0
AMW2/J0 - 2020-04-09
CONTRACT PRICES (US$) Open High Low Close
9772.50 9776.00 9770.50 9774.00
Settle Settle - Var Change
9772.00 N/A -1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,219 0 0 0
AMW3/J0 - 2020-04-16
CONTRACT PRICES (US$) Open High Low Close
9777.50 9782.75 9777.50 9778.50
Settle Settle - Var Change
9780.25 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,404 0 0 0
AMW4/J0 - 2020-04-23
CONTRACT PRICES (US$) Open High Low Close
9779.75 9782.00 9776.75 9778.00
Settle Settle - Var Change
9780.125 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,071 0 0 0
AMW5/J0 - 2020-04-30
CONTRACT PRICES (US$) Open High Low Close
9771.00 9771.25 9766.00 9767.75
Settle Settle - Var Change
9769.50 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,872 0 0 0
AMW1/K0 - 2020-05-07
CONTRACT PRICES (US$) Open High Low Close
9772.25 9774.25 9768.75 9772.25
Settle Settle - Var Change
9773.125 N/A 1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,576 0 0 0
AMW2/K0 - 2020-05-14
CONTRACT PRICES (US$) Open High Low Close
9771.50 9771.75 9767.75 9769.50
Settle Settle - Var Change
9770.25 N/A 1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,731 0 0 0
AMW3/K0 - 2020-05-21
CONTRACT PRICES (US$) Open High Low Close
9780.00 9781.00 9775.75 9777.75
Settle Settle - Var Change
9778.00 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,889 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/Z9 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
9792.00 9792.00 9788.50 9792.00
Settle Settle - Var Change
9790.75 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,584 0 0 155
AMB3/H0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
9775.25 9779.00 9773.75 9778.00
Settle Settle - Var Change
9777.75 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,039 0 0 73
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
9791.25 9791.25 9787.75 9791.25
Settle Settle - Var Change
9790.125 N/A -0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,816 0 0 15
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
9785.25 9788.75 9783.50 9784.50
Settle Settle - Var Change
9786.875 N/A 0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,563 0 0 0
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
9782.50 9786.25 9780.75 9782.25
Settle Settle - Var Change
9782.75 N/A -0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,536 0 0 0
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
9787.50 9789.25 9785.50 9787.00
Settle Settle - Var Change
9787.50 N/A -0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,967 0 0 0
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
9776.00 9776.00 9772.25 9774.75
Settle Settle - Var Change
9774.25 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,648 0 0 0
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
9790.75 9791.00 9787.50 9790.00
Settle Settle - Var Change
9792.00 N/A 1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,002 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.