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, October 15, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 603,705 0 0 446,494 19,427
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 333,957 0 0 446,001 19,454
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures 984 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 116,203 0 0 364 17
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 114,651 0 0 0 0
Cboe 7-Day AMERIBOR Futures 33,628 0 0 51 -19
Cboe Three-Month AMERIBOR Futures 4,282 0 0 78 -25
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
14.60 14.60 14.25 14.50
Settle Settle - Var Change
14.45 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,523 0 0 34,864
VX+VXT43/V9 - 2019-10-23
CONTRACT PRICES (US$) Open High Low Close
15.60 15.60 15.25 15.55
Settle Settle - Var Change
15.45 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,023 0 0 34
VX+VXT44/V9 - 2019-10-30
CONTRACT PRICES (US$) Open High Low Close
14.65 14.95 14.65 14.85
Settle Settle - Var Change
14.725 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,373 0 0 33
VX+VXT45/X9 - 2019-11-06
CONTRACT PRICES (US$) Open High Low Close
14.80 15.10 14.80 14.95
Settle Settle - Var Change
14.90 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,883 0 0 5
VX+VXT46/X9 - 2019-11-13
CONTRACT PRICES (US$) Open High Low Close
15.15 15.40 15.15 15.30
Settle Settle - Var Change
15.25 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,357 0 0 1
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
16.15 16.15 15.80 16.05
Settle Settle - Var Change
15.975 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,950 0 0 246,349
VX+VXT48/X9 - 2019-11-27
CONTRACT PRICES (US$) Open High Low Close
15.25 15.55 15.25 15.45
Settle Settle - Var Change
15.325 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,236 0 0 10
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
16.40 17.80 16.00 16.30
Settle Settle - Var Change
16.225 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
32,932 0 0 68,917
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
17.00 17.25 17.00 17.00
Settle Settle - Var Change
17.10 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,664 0 0 36,661
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
17.70 18.00 17.70 17.80
Settle Settle - Var Change
17.80 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,366 0 0 23,112
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
18.20 18.20 17.85 17.95
Settle Settle - Var Change
18.025 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,573 0 0 16,485
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
18.50 18.80 18.50 18.50
Settle Settle - Var Change
18.575 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,141 0 0 11,614
VX+VXT/K0 - 2020-05-20
CONTRACT PRICES (US$) Open High Low Close
17.00 17.25 17.00 17.00
Settle Settle - Var Change
17.075 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,934 0 0 7,002
VX+VXT/M0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
15.10 15.45 15.10 15.25
Settle Settle - Var Change
15.175 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24,002 0 0 914
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/V9 - 2019-10-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.00 4.07a 0.00
Settle Settle - Var Change
4.04 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/X9 - 2019-11-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.14 4.21a 0.00
Settle Settle - Var Change
4.175 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Z9 - 2019-12-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.10 4.17a 0.00
Settle Settle - Var Change
4.13 N/A -0.01
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.15 4.22a 0.00
Settle Settle - Var Change
4.185 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/V9 - 2019-10-18
CONTRACT PRICES (US$) Open High Low Close
13.60 13.60 13.55 13.60
Settle Settle - Var Change
13.05 936.6376 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
139 0 0 0
VA/X9 - 2019-11-15
CONTRACT PRICES (US$) Open High Low Close
15.10 15.10 14.00 15.05
Settle Settle - Var Change
14.55 909.2836 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
152 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
16.25 16.30 15.15 16.30
Settle Settle - Var Change
15.725 687.4396 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
63 0 0 0
VA/F0 - 2020-01-17
CONTRACT PRICES (US$) Open High Low Close
15.90 17.00 15.85 17.00
Settle Settle - Var Change
16.425 813.3619 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
105 0 0 0
VA/G0 - 2020-02-21
CONTRACT PRICES (US$) Open High Low Close
16.45 17.55 16.40 17.50
Settle Settle - Var Change
17.00 835.9812 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
178 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
16.75 17.90 16.75 17.85
Settle Settle - Var Change
17.325 778.9522 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
17.30 b17.35 17.30 17.30
Settle Settle - Var Change
17.85 911.5959 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
18.10 18.15 18.10 18.15
Settle Settle - Var Change
18.675 971.1328 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
18.10 18.15 18.10 18.15
Settle Settle - Var Change
18.70 944.2309 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
43 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
18.20 18.25 18.20 18.25
Settle Settle - Var Change
18.775 943.6107 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
70 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
18.35 18.40 18.35 18.35
Settle Settle - Var Change
18.925 929.0029 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
46 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
18.60 18.65 18.60 18.65
Settle Settle - Var Change
19.20 997.0386 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
62 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
19.20 19.25 19.20 19.25
Settle Settle - Var Change
19.775 818.3289 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
80 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
120.76 120.93 120.66 120.77
Settle Settle - Var Change
120.82 N/A 0.06
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,780 0 0 361
IBHY/Z9 - 2019-12-02
CONTRACT PRICES (US$) Open High Low Close
121.20 121.38 121.09 121.25
Settle Settle - Var Change
121.345 N/A 0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,982 0 0 3
IBHY/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
122.58 122.72 122.44 122.63
Settle Settle - Var Change
122.605 N/A -0.010
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,158 0 0 0
IBHY/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
122.22 122.40 122.12 122.23
Settle Settle - Var Change
122.365 N/A 0.140
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,283 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
115.25 115.40 115.14 115.15
Settle Settle - Var Change
115.11 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,891 0 0 0
IBIG/Z9 - 2019-12-02
CONTRACT PRICES (US$) Open High Low Close
116.06 116.15 115.89 116.07
Settle Settle - Var Change
116.10 N/A 0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,312 0 0 0
IBIG/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
116.18 116.28 116.03 116.19
Settle Settle - Var Change
116.30 N/A 0.11
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,446 0 0 0
IBIG/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
116.08 116.17 115.99 116.11
Settle Settle - Var Change
115.965 N/A -0.115
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,002 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW3/V9 - 2019-10-17
CONTRACT PRICES (US$) Open High Low Close
9776.75 9778.50 9773.75 9777.00
Settle Settle - Var Change
9774.75 N/A -1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,226 0 0 0
AMW4/V9 - 2019-10-24
CONTRACT PRICES (US$) Open High Low Close
9776.75 9777.50 9773.75 9777.25
Settle Settle - Var Change
9776.25 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,286 0 0 31
AMW5/V9 - 2019-10-31
CONTRACT PRICES (US$) Open High Low Close
9761.25 9764.75 9759.75 9762.00
Settle Settle - Var Change
9760.375 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,473 0 0 0
AMW1/X9 - 2019-11-07
CONTRACT PRICES (US$) Open High Low Close
9781.25 9781.50 9778.25 9779.50
Settle Settle - Var Change
9782.25 N/A 1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,738 0 0 10
AMW2/X9 - 2019-11-14
CONTRACT PRICES (US$) Open High Low Close
9772.50 9774.00 9768.50 9771.75
Settle Settle - Var Change
9773.00 N/A 1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,649 0 0 0
AMW3/X9 - 2019-11-21
CONTRACT PRICES (US$) Open High Low Close
9781.25 9782.00 9778.75 9782.00
Settle Settle - Var Change
9780.50 N/A -0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,392 0 0 0
AMW4/X9 - 2019-11-29
CONTRACT PRICES (US$) Open High Low Close
9770.25 9772.50 9767.00 9770.25
Settle Settle - Var Change
9767.875 N/A -1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,826 0 0 0
AMW1/Z9 - 2019-12-05
CONTRACT PRICES (US$) Open High Low Close
9777.75 9780.00 9774.75 9778.00
Settle Settle - Var Change
9777.875 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,923 0 0 10
AMW2/Z9 - 2019-12-12
CONTRACT PRICES (US$) Open High Low Close
9772.50 9777.75 9772.50 9775.50
Settle Settle - Var Change
9774.75 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,778 0 0 0
AMW3/Z9 - 2019-12-19
CONTRACT PRICES (US$) Open High Low Close
9780.25 9782.50 9779.25 9782.25
Settle Settle - Var Change
9783.375 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,015 0 0 0
AMW4/Z9 - 2019-12-26
CONTRACT PRICES (US$) Open High Low Close
9769.00 9772.25 9767.00 9770.25
Settle Settle - Var Change
9771.125 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,003 0 0 0
AMW1/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
9760.25 9761.50 9757.75 9757.75
Settle Settle - Var Change
9758.50 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,787 0 0 0
AMW2/F0 - 2020-01-09
CONTRACT PRICES (US$) Open High Low Close
9768.25 9769.25 9763.75 9765.75
Settle Settle - Var Change
9764.75 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,624 0 0 0
AMW3/F0 - 2020-01-16
CONTRACT PRICES (US$) Open High Low Close
9768.50 9772.00 9767.25 9768.50
Settle Settle - Var Change
9770.75 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,958 0 0 0
AMW4/F0 - 2020-01-23
CONTRACT PRICES (US$) Open High Low Close
9767.50 9771.25 9767.25 9767.50
Settle Settle - Var Change
9770.125 N/A 1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,857 0 0 0
AMW5/F0 - 2020-01-30
CONTRACT PRICES (US$) Open High Low Close
9779.00 9780.50 9777.00 9777.00
Settle Settle - Var Change
9780.50 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
559 0 0 0
AMW1/G0 - 2020-02-06
CONTRACT PRICES (US$) Open High Low Close
9775.50 9777.50 9772.25 9774.00
Settle Settle - Var Change
9776.00 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
754 0 0 0
AMW2/G0 - 2020-02-13
CONTRACT PRICES (US$) Open High Low Close
9775.00 9778.50 9773.25 9775.00
Settle Settle - Var Change
9777.375 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
780 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/U9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
9784.50 9786.75 9781.75 9783.75
Settle Settle - Var Change
9783.75 N/A -0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
730 0 0 8
AMB3/Z9 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
9790.50 9790.75 9787.25 9789.25
Settle Settle - Var Change
9790.50 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,053 0 0 40
AMB3/H0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
9780.00 9783.25 9777.75 9779.50
Settle Settle - Var Change
9778.75 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
903 0 0 30
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
9774.25 9776.50 9773.00 9776.25
Settle Settle - Var Change
9773.125 N/A -0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
699 0 0 0
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
9773.25 9776.75 9773.00 9773.75
Settle Settle - Var Change
9773.00 N/A -0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
897 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.