Futures Daily Settlement Prices

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Prices for March 27, 2020

VX - Cboe Volatility Index (VX) Futures
Symbol - Expiration Date Daily Settlement Price
VX13/J0 - 2020-04-01 14.9250
VX14/J0 - 2020-04-08 15.8500
VX/J0 - 2020-04-15 15.0250
VX16/J0 - 2020-04-22 15.4750
VX17/J0 - 2020-04-29 15.7250
VX18/K0 - 2020-05-06 15.5000
VX/K0 - 2020-05-20 12.1250
VX/M0 - 2020-06-17 10.7750
VX/N0 - 2020-07-22 11.6500
VX/Q0 - 2020-08-19 11.1250
VX/U0 - 2020-09-16 11.8750
VX/V0 - 2020-10-21 13.4000
VX/X0 - 2020-11-18 13.6250
VX/Z0 - 2020-12-16 15.8500
VXTY - Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
Symbol - Expiration Date Daily Settlement Price
VXTY/J0 - 2020-04-22 3.6150
VXTY/K0 - 2020-05-27 3.6350
VXTY/M0 - 2020-06-24 3.6900
VA - S&P 500 Variance (VA) Futures
Symbol - Expiration Date Daily Settlement Price
VA/J0 - 2020-04-17 14.2500 / 2,174.5720
VA/K0 - 2020-05-15 13.6000 / 2,219.7768
VA/M0 - 2020-06-19 14.1500 / 1,187.0012
VA/N0 - 2020-07-17 13.7500 / 2,309.6101
VA/Q0 - 2020-08-21 14.8000 / 2,229.5439
VA/U0 - 2020-09-18 14.4750 / 1,368.5627
VA/V0 - 2020-10-16 14.7250 / 1,411.7817
VA/X0 - 2020-11-20 14.7250 / 1,356.8037
VA/Z0 - 2020-12-18 14.7250 / 1,080.4264
VA/F1 - 2021-01-15 13.3000 / 1,457.9051
VA/M1 - 2021-06-18 15.2000 / 1,193.8209
VA/Z1 - 2021-12-17 15.6250 / 913.2476
VA/Z2 - 2022-12-16 13.6500 / 1,018.1642
IBHY - Cboe High Yield Corporate Bond Index (IBHY) Futures
Symbol - Expiration Date Daily Settlement Price
IBHY/J0 - 2020-04-01 139.8850
IBHY/K0 - 2020-05-01 139.0650
IBHY/M0 - 2020-06-01 140.2300
IBHY/N0 - 2020-07-01 140.0800
IBIG - Cboe Investment Grade Corporate Bond Index (IBIG) Futures
Symbol - Expiration Date Daily Settlement Price
IBIG/J0 - 2020-04-01 135.7900
IBIG/K0 - 2020-05-01 135.9850
IBIG/M0 - 2020-06-01 134.6850
IBIG/N0 - 2020-07-01 134.6850
AMW - Cboe 7-Day AMERIBOR Futures
Symbol - Expiration Date Daily Settlement Price
AMW1/J0 - 2020-04-02 9,774.1250
AMW2/J0 - 2020-04-09 9,783.5000
AMW3/J0 - 2020-04-16 9,789.3750
AMW4/J0 - 2020-04-23 9,785.6250
AMW5/J0 - 2020-04-30 9,759.0000
AMW1/K0 - 2020-05-07 9,776.1250
AMW2/K0 - 2020-05-14 9,786.7500
AMW3/K0 - 2020-05-21 9,774.6250
AMW4/K0 - 2020-05-28 9,765.7500
AMW1/M0 - 2020-06-04 9,778.7500
AMW2/M0 - 2020-06-11 9,775.2500
AMW3/M0 - 2020-06-18 9,769.0000
AMW4/M0 - 2020-06-25 9,782.5000
AMW1/N0 - 2020-07-02 9,778.3750
AMB3 - Cboe Three-Month AMERIBOR Futures
Symbol - Expiration Date Daily Settlement Price
AMB3/H0 - 2020-06-17 9,766.0000
AMB3/M0 - 2020-09-16 9,801.1250
AMB3/U0 - 2020-12-16 9,787.2500
AMB3/Z0 - 2021-03-17 9,793.7500
AMB3/H1 - 2021-06-16 9,797.8750
AMB3/M1 - 2021-09-15 9,785.6250
AMB3/U1 - 2021-12-15 9,794.2500

Prices for March 26, 2020

VX - Cboe Volatility Index (VX) Futures
Symbol - Expiration Date Daily Settlement Price
VX13/J0 - 2020-04-01 14.9250
VX14/J0 - 2020-04-08 15.7500
VX/J0 - 2020-04-15 15.0000
VX16/J0 - 2020-04-22 15.4750
VX17/J0 - 2020-04-29 15.7250
VX18/K0 - 2020-05-06 15.6000
VX/K0 - 2020-05-20 12.0500
VX/M0 - 2020-06-17 10.6750
VX/N0 - 2020-07-22 11.6250
VX/Q0 - 2020-08-19 11.0000
VX/U0 - 2020-09-16 11.8000
VX/V0 - 2020-10-21 13.3000
VX/X0 - 2020-11-18 13.5250
VX/Z0 - 2020-12-16 15.9750
VXTY - Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
Symbol - Expiration Date Daily Settlement Price
VXTY/J0 - 2020-04-22 3.6200
VXTY/K0 - 2020-05-27 3.6450
VXTY/M0 - 2020-06-24 3.7000
VA - S&P 500 Variance (VA) Futures
Symbol - Expiration Date Daily Settlement Price
VA/J0 - 2020-04-17 14.2750 / 2,152.2330
VA/K0 - 2020-05-15 13.6000 / 2,197.1865
VA/M0 - 2020-06-19 14.1500 / 1,181.5213
VA/N0 - 2020-07-17 13.8250 / 2,288.5050
VA/Q0 - 2020-08-21 14.8500 / 2,209.0110
VA/U0 - 2020-09-18 14.5250 / 1,360.4689
VA/V0 - 2020-10-16 14.7500 / 1,401.8390
VA/X0 - 2020-11-20 14.7750 / 1,348.2077
VA/Z0 - 2020-12-18 14.7500 / 1,076.9823
VA/F1 - 2021-01-15 13.3750 / 1,449.0351
VA/M1 - 2021-06-18 15.2250 / 1,188.8171
VA/Z1 - 2021-12-17 15.6750 / 910.5921
VA/Z2 - 2022-12-16 13.6750 / 1,015.1056
IBHY - Cboe High Yield Corporate Bond Index (IBHY) Futures
Symbol - Expiration Date Daily Settlement Price
IBHY/J0 - 2020-04-01 139.9650
IBHY/K0 - 2020-05-01 139.2200
IBHY/M0 - 2020-06-01 140.1900
IBHY/N0 - 2020-07-01 140.1400
IBIG - Cboe Investment Grade Corporate Bond Index (IBIG) Futures
Symbol - Expiration Date Daily Settlement Price
IBIG/J0 - 2020-04-01 135.6900
IBIG/K0 - 2020-05-01 136.0350
IBIG/M0 - 2020-06-01 134.8100
IBIG/N0 - 2020-07-01 15.3750
AMW - Cboe 7-Day AMERIBOR Futures
Symbol - Expiration Date Daily Settlement Price
AMW4/H0 - 2020-03-26 9,975.8100
AMW1/J0 - 2020-04-02 9,775.8750
AMW2/J0 - 2020-04-09 9,784.1250
AMW3/J0 - 2020-04-16 9,788.2500
AMW4/J0 - 2020-04-23 9,784.0000
AMW5/J0 - 2020-04-30 9,758.7500
AMW1/K0 - 2020-05-07 9,777.2500
AMW2/K0 - 2020-05-14 9,787.7500
AMW3/K0 - 2020-05-21 9,775.5000
AMW4/K0 - 2020-05-28 9,765.5000
AMW1/M0 - 2020-06-04 9,777.7500
AMW2/M0 - 2020-06-11 9,776.5000
AMW3/M0 - 2020-06-18 9,771.0000
AMW4/M0 - 2020-06-25 9,780.8750
AMW1/N0 - 2020-07-02 9,776.3750
AMB3 - Cboe Three-Month AMERIBOR Futures
Symbol - Expiration Date Daily Settlement Price
AMB3/H0 - 2020-06-17 9,764.5000
AMB3/M0 - 2020-09-16 9,800.1250
AMB3/U0 - 2020-12-16 9,788.5000
AMB3/Z0 - 2021-03-17 9,795.2500
AMB3/H1 - 2021-06-16 9,796.5000
AMB3/M1 - 2021-09-15 9,785.0000
AMB3/U1 - 2021-12-15 9,793.6250