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 Monday, January 27, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 604,437 0 0 440,853 16,834
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 333,316 0 0 440,430 16,888
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures 994 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 113,329 0 0 180 -54
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 110,148 0 0 0 0
Cboe 7-Day AMERIBOR Futures 40,210 0 0 0 0
Cboe Three-Month AMERIBOR Futures 6,440 0 0 243 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT04/F0 - 2020-01-29
CONTRACT PRICES (US$) Open High Low Close
13.20 13.45 13.20 13.35
Settle Settle - Var Change
13.275 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,246 0 0 65
VX+VXT05/G0 - 2020-02-05
CONTRACT PRICES (US$) Open High Low Close
14.00 14.00 13.65 13.90
Settle Settle - Var Change
13.825 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,531 0 0 170
VX+VXT06/G0 - 2020-02-12
CONTRACT PRICES (US$) Open High Low Close
14.75 14.75 14.35 14.65
Settle Settle - Var Change
14.55 N/A -0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,247 0 0 43
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
12.70 13.00 12.70 12.90
Settle Settle - Var Change
12.775 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,765 0 0 226,707
VX+VXT08/G0 - 2020-02-26
CONTRACT PRICES (US$) Open High Low Close
14.30 14.30 14.00 14.20
Settle Settle - Var Change
14.125 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,871 0 0 6
VX+VXT09/H0 - 2020-03-04
CONTRACT PRICES (US$) Open High Low Close
15.45 15.70 15.45 15.45
Settle Settle - Var Change
15.525 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,905 0 0 10
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
14.70 15.00 14.70 14.70
Settle Settle - Var Change
14.775 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,333 0 0 100,027
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
15.55 15.60 15.30 15.40
Settle Settle - Var Change
15.475 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,199 0 0 43,480
VX+VXT/K0 - 2020-05-20
CONTRACT PRICES (US$) Open High Low Close
12.60 12.90 12.60 12.80
Settle Settle - Var Change
12.70 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,589 0 0 26,466
VX+VXT/M0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
12.55 12.55 12.20 12.45
Settle Settle - Var Change
12.40 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,646 0 0 15,159
VX+VXT/N0 - 2020-07-22
CONTRACT PRICES (US$) Open High Low Close
12.70 12.70 12.35 12.60
Settle Settle - Var Change
12.525 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,670 0 0 9,693
VX+VXT/Q0 - 2020-08-19
CONTRACT PRICES (US$) Open High Low Close
13.20 13.20 12.90 13.10
Settle Settle - Var Change
13.05 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22,733 0 0 5,489
VX+VXT/U0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
13.85 13.85 13.50 13.75
Settle Settle - Var Change
13.70 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,889 0 0 3,720
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
13.65 13.90 13.65 13.85
Settle Settle - Var Change
13.75 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,888 0 0 6,437
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
14.50 14.50 14.10 14.40
Settle Settle - Var Change
14.325 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,804 0 0 2,958
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/G0 - 2020-02-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.86 3.93a 0.00
Settle Settle - Var Change
3.90 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/H0 - 2020-03-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.88 3.95a 0.00
Settle Settle - Var Change
3.91 N/A -0.01
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J0 - 2020-04-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.88 3.95a 0.00
Settle Settle - Var Change
3.915 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/K0 - 2020-05-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.52 15.54a 0.00
Settle Settle - Var Change
15.51 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/G0 - 2020-02-21
CONTRACT PRICES (US$) Open High Low Close
14.80 14.80 14.75 14.75
Settle Settle - Var Change
14.225 699.1472 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
38 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
15.20 15.25 15.20 15.25
Settle Settle - Var Change
14.65 714.7562 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13 0 0 0
VA/J0 - 2020-04-17
CONTRACT PRICES (US$) Open High Low Close
15.45 15.45 15.40 15.40
Settle Settle - Var Change
14.85 803.8272 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12 0 0 0
VA/K0 - 2020-05-15
CONTRACT PRICES (US$) Open High Low Close
15.85 15.85 14.75 14.75
Settle Settle - Var Change
15.275 865.3222 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
16.05 16.05 16.05 16.05
Settle Settle - Var Change
15.55 859.7257 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 0
VA/N0 - 2020-07-17
CONTRACT PRICES (US$) Open High Low Close
15.90 15.90 15.90 15.90
Settle Settle - Var Change
15.35 982.3427 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
15.65 15.70 15.65 15.65
Settle Settle - Var Change
16.225 864.8448 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
41 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
15.55 15.55 15.50 15.55
Settle Settle - Var Change
16.075 806.8071 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
64 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
15.65 15.65 15.60 15.60
Settle Settle - Var Change
16.175 810.068 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
73 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
15.70 15.70 15.65 15.70
Settle Settle - Var Change
16.225 872.5536 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
56 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
15.30 15.35 15.30 15.30
Settle Settle - Var Change
14.75 860.2118 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
57 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
16.30 16.35 16.30 16.35
Settle Settle - Var Change
16.875 897.2263 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
106 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
16.70 16.70 16.65 16.65
Settle Settle - Var Change
17.225 729.7279 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
156 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
15.25 15.25 15.20 15.25
Settle Settle - Var Change
14.675 826.4945 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
352 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
139.12 139.33 139.00 139.01
Settle Settle - Var Change
138.98 N/A -0.145
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,205 0 0 138
IBHY/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
140.19 140.31 140.06 140.23
Settle Settle - Var Change
140.27 N/A 0.085
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,451 0 0 42
IBHY/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
140.29 140.43 140.12 140.19
Settle Settle - Var Change
140.155 N/A -0.155
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,403 0 0 0
IBHY/K0 - 2020-05-01
CONTRACT PRICES (US$) Open High Low Close
140.25 140.37 140.05 140.14
Settle Settle - Var Change
140.15 N/A -0.095
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,270 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
137.25 137.35 137.05 137.23
Settle Settle - Var Change
137.195 N/A -0.040
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,170 0 0 0
IBIG/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
136.70 136.88 136.51 136.73
Settle Settle - Var Change
136.81 N/A 0.11
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,267 0 0 0
IBIG/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
136.07 136.24 135.91 135.96
Settle Settle - Var Change
135.925 N/A -0.155
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,214 0 0 0
IBIG/K0 - 2020-05-01
CONTRACT PRICES (US$) Open High Low Close
135.72 135.91 135.61 135.66
Settle Settle - Var Change
135.575 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27,497 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW5/F0 - 2020-01-30
CONTRACT PRICES (US$) Open High Low Close
9784.50 9788.25 9784.50 9787.75
Settle Settle - Var Change
9788.875 N/A 1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,364 0 0 0
AMW1/G0 - 2020-02-06
CONTRACT PRICES (US$) Open High Low Close
9776.50 9779.25 9774.00 9775.50
Settle Settle - Var Change
9775.50 N/A -1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,175 0 0 0
AMW2/G0 - 2020-02-13
CONTRACT PRICES (US$) Open High Low Close
9787.75 9789.75 9784.50 9787.50
Settle Settle - Var Change
9786.625 N/A -0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,208 0 0 0
AMW3/G0 - 2020-02-20
CONTRACT PRICES (US$) Open High Low Close
9794.00 9794.00 9790.50 9793.75
Settle Settle - Var Change
9791.50 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,884 0 0 0
AMW4/G0 - 2020-02-27
CONTRACT PRICES (US$) Open High Low Close
9779.00 9782.75 9777.25 9782.25
Settle Settle - Var Change
9781.50 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,331 0 0 0
AMW1/H0 - 2020-03-05
CONTRACT PRICES (US$) Open High Low Close
9785.25 9787.50 9782.50 9784.75
Settle Settle - Var Change
9783.50 N/A -1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,720 0 0 0
AMW2/H0 - 2020-03-12
CONTRACT PRICES (US$) Open High Low Close
9780.75 9785.25 9779.75 9781.50
Settle Settle - Var Change
9783.375 N/A 1.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,374 0 0 0
AMW3/H0 - 2020-03-19
CONTRACT PRICES (US$) Open High Low Close
9771.00 9774.25 9770.50 9771.25
Settle Settle - Var Change
9771.50 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,071 0 0 0
AMW4/H0 - 2020-03-26
CONTRACT PRICES (US$) Open High Low Close
9777.25 9777.50 9772.25 9776.50
Settle Settle - Var Change
9773.50 N/A -1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,993 0 0 0
AMW1/J0 - 2020-04-02
CONTRACT PRICES (US$) Open High Low Close
9769.75 9773.00 9769.50 9770.25
Settle Settle - Var Change
9771.125 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,296 0 0 0
AMW2/J0 - 2020-04-09
CONTRACT PRICES (US$) Open High Low Close
9769.25 9772.75 9769.25 9769.25
Settle Settle - Var Change
9769.625 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,299 0 0 0
AMW3/J0 - 2020-04-16
CONTRACT PRICES (US$) Open High Low Close
9782.75 9785.50 9780.00 9783.50
Settle Settle - Var Change
9782.75 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,773 0 0 0
AMW4/J0 - 2020-04-23
CONTRACT PRICES (US$) Open High Low Close
9781.75 9784.00 9778.50 9778.75
Settle Settle - Var Change
9781.50 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,659 0 0 0
AMW5/J0 - 2020-04-30
CONTRACT PRICES (US$) Open High Low Close
9775.25 9777.25 9772.00 9774.25
Settle Settle - Var Change
9774.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,214 0 0 0
AMW1/K0 - 2020-05-07
CONTRACT PRICES (US$) Open High Low Close
9776.50 9779.00 9773.75 9776.00
Settle Settle - Var Change
9776.75 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,872 0 0 0
AMW2/K0 - 2020-05-14
CONTRACT PRICES (US$) Open High Low Close
9770.50 9773.75 9770.00 9770.00
Settle Settle - Var Change
9772.00 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,565 0 0 0
AMW3/K0 - 2020-05-21
CONTRACT PRICES (US$) Open High Low Close
9777.00 9780.75 9775.25 9779.25
Settle Settle - Var Change
9778.375 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,241 0 0 0
AMW4/K0 - 2020-05-28
CONTRACT PRICES (US$) Open High Low Close
9780.75 9780.75 9776.75 9778.00
Settle Settle - Var Change
9777.625 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,171 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/Z9 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
9790.25 9793.50 9790.25 9793.25
Settle Settle - Var Change
9793.875 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,312 0 0 155
AMB3/H0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
9779.25 9779.25 9775.25 9776.25
Settle Settle - Var Change
9778.125 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
594 0 0 73
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
9789.25 9790.25 9786.25 9789.25
Settle Settle - Var Change
9789.75 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
768 0 0 15
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
9791.00 9791.00 9786.00 9789.50
Settle Settle - Var Change
9789.50 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
837 0 0 0
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
9779.50 9782.75 9777.25 9779.25
Settle Settle - Var Change
9780.375 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,039 0 0 0
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
9788.75 9791.25 9786.75 9788.50
Settle Settle - Var Change
9787.625 N/A -1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
398 0 0 0
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
9774.25 9776.75 9773.25 9775.50
Settle Settle - Var Change
9775.375 N/A 1.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,394 0 0 0
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
9790.50 9792.25 9788.75 9790.50
Settle Settle - Var Change
9789.625 N/A -1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
98 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.