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, November 27, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 439,186 0 0 275,356 -135
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 133,248 0 0 267,022 -798
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 26,218 0 0 6,590 403
S&P 500 Variance (VA) Futures 16 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 4,554 0 0 1,100 260
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 3,750 0 0 43 0
Cboe 7-Day AMERIBOR Futures 40,644 0 0 50 0
Cboe One-Month AMERIBOR Futures 213,478 0 0 370 0
Cboe Three-Month AMERIBOR Futures 17,278 0 0 181 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT48/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
31.60 31.95 31.40 31.95
Settle Settle - Var Change
31.80 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,952 0 0 80
VX+VXT49/Z0 - 2020-12-09
CONTRACT PRICES (US$) Open High Low Close
31.75 32.00 31.40 31.70
Settle Settle - Var Change
31.775 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,938 0 0 79
VX+VXT/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
28.50 28.85 28.40 28.80
Settle Settle - Var Change
28.625 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19,879 0 0 132,188
VX+VXT51/Z0 - 2020-12-23
CONTRACT PRICES (US$) Open High Low Close
28.60 28.70 28.30 28.35
Settle Settle - Var Change
28.35 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,239 0 0 26
VX+VXT52/Z0 - 2020-12-30
CONTRACT PRICES (US$) Open High Low Close
28.55 28.90 28.50 28.55
Settle Settle - Var Change
28.525 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,203 0 0 0
VX+VXT01/F1 - 2021-01-06
CONTRACT PRICES (US$) Open High Low Close
15.60 15.80 15.55 15.55
Settle Settle - Var Change
28.525 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,487 0 0 0
VX+VXT/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
29.30 29.35 28.75 29.30
Settle Settle - Var Change
29.10 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,161 0 0 83,901
VX+VXT/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
30.05 30.40 30.00 30.30
Settle Settle - Var Change
30.15 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,487 0 0 19,467
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
29.80 30.15 29.60 29.85
Settle Settle - Var Change
29.90 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,492 0 0 14,713
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
28.05 28.25 28.00 28.15
Settle Settle - Var Change
28.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,510 0 0 8,304
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
28.05 28.40 28.05 28.40
Settle Settle - Var Change
28.25 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,446 0 0 6,478
VX+VXT/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
30.35 30.70 30.10 30.50
Settle Settle - Var Change
30.475 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,439 0 0 1,695
VX+VXT/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
30.20 30.55 30.00 30.20
Settle Settle - Var Change
30.15 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,867 0 0 91
VX+VXT/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
29.90 30.30 29.70 30.00
Settle Settle - Var Change
30.075 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,148 0 0 0
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
28.45 28.85 28.45 28.75
Settle Settle - Var Change
28.625 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,979 0 0 5,229
VXM/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
29.15 29.35 29.00 29.25
Settle Settle - Var Change
29.10 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,875 0 0 1,058
VXM/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
30.10 30.40 30.05 30.25
Settle Settle - Var Change
30.15 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,939 0 0 298
VXM/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
29.80 30.15 29.65 29.85
Settle Settle - Var Change
29.90 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,425 0 0 5
S&P 500 Variance (VA) Futures
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b10.50 11.50a 0.00
Settle Settle - Var Change
11.025 1153.242 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b8.80 9.85a 0.00
Settle Settle - Var Change
9.35 1684.8652 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G1 - 2021-02-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b8.90 9.95a 0.00
Settle Settle - Var Change
9.425 358.0845 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H1 - 2021-03-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9.60 10.65a 0.00
Settle Settle - Var Change
10.125 330.2778 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/J1 - 2021-04-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b8.90 9.95a 0.00
Settle Settle - Var Change
9.45 281.0484 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/K1 - 2021-05-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b8.90 9.95a 0.00
Settle Settle - Var Change
9.45 337.8588 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9.60 10.65a 0.00
Settle Settle - Var Change
10.15 1267.3305 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9.65 10.70a 0.00
Settle Settle - Var Change
10.20 106.7053 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b10.55 11.60a 0.00
Settle Settle - Var Change
11.075 939.7259 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
11.70 11.70 11.70 11.70
Settle Settle - Var Change
11.20 201.168 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
11.85 b11.90 11.85 11.85
Settle Settle - Var Change
12.45 1080.0326 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
139.77 139.98 139.70 139.82
Settle Settle - Var Change
139.81 N/A 0.035
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,042 0 0 398
IBHY/F1 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
140.16 140.39 140.09 140.39
Settle Settle - Var Change
140.43 N/A 0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,326 0 0 702
IBHY/G1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
139.91 140.18 139.88 140.10
Settle Settle - Var Change
140.14 N/A 0.155
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,098 0 0 0
IBHY/H1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
139.85 140.06 139.84 139.93
Settle Settle - Var Change
139.905 N/A -0.060
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,088 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
132.93 133.02 132.80 132.80
Settle Settle - Var Change
132.765 N/A -0.145
CONTRACT VOLUME Total BLOCK ECRP Open Interest
931 0 0 21
IBIG/F1 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
132.76 132.92 132.71 132.87
Settle Settle - Var Change
132.91 N/A 0.095
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,005 0 0 22
IBIG/G1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
132.97 133.07 132.86 133.03
Settle Settle - Var Change
133.07 N/A 0.11
CONTRACT VOLUME Total BLOCK ECRP Open Interest
879 0 0 0
IBIG/H1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
133.05 133.06 132.86 132.95
Settle Settle - Var Change
132.91 N/A -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
935 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW4/X0 - 2020-11-27
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9992.06 N/A -14.32
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMW1/Z0 - 2020-12-03
CONTRACT PRICES (US$) Open High Low Close
9971.25 9987.00 9964.50 9985.75
Settle Settle - Var Change
9985.625 N/A 9.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,523 0 0 25
AMW2/Z0 - 2020-12-10
CONTRACT PRICES (US$) Open High Low Close
9959.75 9982.50 9957.75 9977.50
Settle Settle - Var Change
9969.125 N/A -1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11,999 0 0 0
AMW3/Z0 - 2020-12-17
CONTRACT PRICES (US$) Open High Low Close
10017.00 10019.75 9995.25 10012.25
Settle Settle - Var Change
10013.25 N/A 5.37
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,255 0 0 0
AMW4/Z0 - 2020-12-24
CONTRACT PRICES (US$) Open High Low Close
9988.25 9990.25 9966.50 9986.00
Settle Settle - Var Change
9987.00 N/A 8.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,468 0 0 0
AMW5/Z0 - 2020-12-31
CONTRACT PRICES (US$) Open High Low Close
9941.75 9957.00 9933.75 9934.00
Settle Settle - Var Change
9950.00 N/A 5.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,206 0 0 0
AMW1/F1 - 2021-01-07
CONTRACT PRICES (US$) Open High Low Close
9969.75 9994.50 9969.75 9980.50
Settle Settle - Var Change
9978.75 N/A -3.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,009 0 0 0
AMW2/F1 - 2021-01-14
CONTRACT PRICES (US$) Open High Low Close
10020.00 b10023.25 9999.75 10005.00
Settle Settle - Var Change
10002.75 N/A -9.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,909 0 0 0
AMW3/F1 - 2021-01-21
CONTRACT PRICES (US$) Open High Low Close
10021.50 b10032.25 10008.50 10018.75
Settle Settle - Var Change
10029.25 N/A 8.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,275 0 0 0
AMW4/F1 - 2021-01-28
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.50 16.25a 0.00
Settle Settle - Var Change
10029.25 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/X0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
10054.50 10074.50 10050.00 10064.00
Settle Settle - Var Change
10065.00 N/A 1.37
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,954 0 0 11
AMB1/Z0 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
9978.75 10002.00 9978.50 9984.25
Settle Settle - Var Change
9980.125 N/A -9.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,092 0 0 108
AMB1/F1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
10040.50 10061.75 10036.25 10049.75
Settle Settle - Var Change
10060.88 N/A 11.88
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,052 0 0 83
AMB1/G1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
10037.00 10048.25 10023.00 10046.50
Settle Settle - Var Change
10047.38 N/A 11.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,827 0 0 55
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
10042.25 10055.00 10029.50 10050.25
Settle Settle - Var Change
10051.13 N/A 8.88
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11,550 0 0 8
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
9990.75 10014.50 9989.00 9990.25
Settle Settle - Var Change
9991.125 N/A -10.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,293 0 0 8
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
9999.25 10019.25 9993.75 10001.00
Settle Settle - Var Change
10002.00 N/A -4.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,924 0 0 10
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
9999.00 10010.50 9986.50 9987.25
Settle Settle - Var Change
9987.125 N/A -10.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,179 0 0 10
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
10012.50 10032.75 10007.50 10013.00
Settle Settle - Var Change
10013.88 N/A -6.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,318 0 0 5
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
9984.00 10005.50 9982.25 10002.50
Settle Settle - Var Change
10001.50 N/A 8.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,772 0 0 0
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
10036.25 10045.25 10019.75 10033.75
Settle Settle - Var Change
10034.75 N/A 2.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,888 0 0 0
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
10032.75 10052.50 10027.25 10050.75
Settle Settle - Var Change
10051.63 N/A 11.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,774 0 0 0
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
10020.25 10021.00 9997.00 10011.75
Settle Settle - Var Change
10012.63 N/A 4.38
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,905 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
10036.50 10047.75 10022.25 10036.75
Settle Settle - Var Change
10037.75 N/A 2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,288 0 0 0
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
10054.00 10071.25 10047.50 10052.25
Settle Settle - Var Change
10051.25 N/A -9.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,837 0 0 0
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
9987.50 10009.75 9987.25 9987.25
Settle Settle - Var Change
9986.375 N/A -11.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,763 0 0 0
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
10035.25 10048.50 10022.00 10045.00
Settle Settle - Var Change
10046.00 N/A 11.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,061 0 0 10
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
10012.00 10030.75 10005.25 10020.50
Settle Settle - Var Change
10021.38 N/A 3.38
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,502 0 0 0
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
10004.00 10029.50 10004.00 10006.50
Settle Settle - Var Change
10005.50 N/A -11.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,185 0 0 10
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
10032.75 10043.75 10018.25 10021.50
Settle Settle - Var Change
10020.63 N/A -10.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,040 0 0 0
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
10023.25 10043.50 10018.25 10035.25
Settle Settle - Var Change
10034.25 N/A 3.37
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,859 0 0 2
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
10046.00 10051.75 10026.25 10033.00
Settle Settle - Var Change
10032.13 N/A -6.87
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,844 0 0 0
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
9998.50 10024.00 9998.50 10004.75
Settle Settle - Var Change
10005.75 N/A -5.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11,013 0 0 30
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
10006.50 10018.25 9994.25 9994.25
Settle Settle - Var Change
9993.375 N/A -11.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,558 0 0 20
Cboe Three-Month AMERIBOR Futures
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
9971.50 9972.25 9949.00a 9951.25
Settle Settle - Var Change
9969.00 N/A 9.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,843 0 0 21
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
10013.50 10035.25 10011.50 10022.50
Settle Settle - Var Change
10025.63 N/A 1.38
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,454 0 0 25
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
9984.25 10000.75 9975.50 10000.75
Settle Settle - Var Change
9986.50 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,500 0 0 85
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
10034.00 10038.25 10014.50 10038.25
Settle Settle - Var Change
10029.25 N/A 2.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,406 0 0 50
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
9991.50 10007.50 9983.00 9994.00
Settle Settle - Var Change
10001.50 N/A 6.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,075 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.