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, March 30, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 852,366 0 0 238,697 -5,015
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 483,051 0 0 238,343 -5,012
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures 844 0 0 84 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 118,355 0 0 92 -3
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 124,259 0 0 0 0
Cboe 7-Day AMERIBOR Futures 86,700 0 0 13 0
Cboe Three-Month AMERIBOR Futures 39,157 0 0 165 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT13/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
14.90 15.15 14.85 15.10
Settle Settle - Var Change
14.975 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,365 0 0 57
VX+VXT14/J0 - 2020-04-08
CONTRACT PRICES (US$) Open High Low Close
15.85 16.10 15.80 15.85
Settle Settle - Var Change
15.95 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,407 0 0 7
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
14.90 15.25 14.00 15.05
Settle Settle - Var Change
15.10 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
44,202 0 0 80,178
VX+VXT16/J0 - 2020-04-22
CONTRACT PRICES (US$) Open High Low Close
15.35 15.40 15.10 15.15
Settle Settle - Var Change
15.30 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
40,878 0 0 5
VX+VXT17/J0 - 2020-04-29
CONTRACT PRICES (US$) Open High Low Close
15.70 15.95 15.70 15.70
Settle Settle - Var Change
15.75 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,446 0 0 0
VX+VXT18/K0 - 2020-05-06
CONTRACT PRICES (US$) Open High Low Close
15.50 15.75 15.15 15.50
Settle Settle - Var Change
15.60 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
39,792 0 0 0
VX+VXT/K0 - 2020-05-20
CONTRACT PRICES (US$) Open High Low Close
12.10 28.65 11.80 12.35
Settle Settle - Var Change
12.20 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,838 0 0 68,489
VX+VXT/M0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
10.75 40.00 10.75 10.80
Settle Settle - Var Change
10.875 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,586 0 0 27,659
VX+VXT/N0 - 2020-07-22
CONTRACT PRICES (US$) Open High Low Close
11.55 35.05 11.30 11.70
Settle Settle - Var Change
11.70 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
39,820 0 0 22,301
VX+VXT/Q0 - 2020-08-19
CONTRACT PRICES (US$) Open High Low Close
11.10 11.35 11.10 11.30
Settle Settle - Var Change
11.175 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,699 0 0 12,188
VX+VXT/U0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
11.85 12.10 11.50 12.00
Settle Settle - Var Change
11.975 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
37,765 0 0 10,377
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
13.40 13.80 13.05 13.40
Settle Settle - Var Change
13.45 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
36,938 0 0 11,363
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
13.60 13.85 13.25 13.65
Settle Settle - Var Change
13.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
38,510 0 0 5,718
VX+VXT/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
15.85 16.05 15.50 15.85
Settle Settle - Var Change
15.875 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
39,805 0 0 1
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/J0 - 2020-04-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.57 3.64a 0.00
Settle Settle - Var Change
3.61 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/K0 - 2020-05-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.59 3.66a 0.00
Settle Settle - Var Change
3.63 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/M0 - 2020-06-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.65 3.72a 0.00
Settle Settle - Var Change
3.69 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/J0 - 2020-04-17
CONTRACT PRICES (US$) Open High Low Close
14.80 14.80 14.75 14.75
Settle Settle - Var Change
14.225 2195.0826 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 42
VA/K0 - 2020-05-15
CONTRACT PRICES (US$) Open High Low Close
14.15 14.15 14.10 14.15
Settle Settle - Var Change
13.575 2240.339 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
71 0 0 42
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.60 14.65a 0.00
Settle Settle - Var Change
14.125 1191.9515 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N0 - 2020-07-17
CONTRACT PRICES (US$) Open High Low Close
14.25 14.30 14.25 14.25
Settle Settle - Var Change
13.725 2329.7592 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
33 0 0 0
VA/Q0 - 2020-08-21
CONTRACT PRICES (US$) Open High Low Close
14.25 14.25 14.25 14.25
Settle Settle - Var Change
14.80 2249.6611 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
13.90 13.90 13.90 13.90
Settle Settle - Var Change
14.40 1375.713 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
14.15 14.15 14.10 14.10
Settle Settle - Var Change
14.675 1420.4749 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
64 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
14.15 14.15 14.10 14.15
Settle Settle - Var Change
14.675 1364.6247 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
14.15 14.15 14.10 14.10
Settle Settle - Var Change
14.70 1083.5786 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
13.85 13.85 13.80 13.80
Settle Settle - Var Change
13.30 1467.4873 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
165 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
14.65 14.65 14.60 14.65
Settle Settle - Var Change
15.20 1198.8104 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
125 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
15.00 15.05 15.00 15.05
Settle Settle - Var Change
15.55 915.186 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
177 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
14.20 14.20 14.15 14.20
Settle Settle - Var Change
13.625 1020.9315 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
143 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
139.90 140.05 139.69 140.01
Settle Settle - Var Change
140.045 N/A 0.160
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,925 0 0 27
IBHY/K0 - 2020-05-01
CONTRACT PRICES (US$) Open High Low Close
139.05 139.27 138.94 139.07
Settle Settle - Var Change
139.225 N/A 0.160
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,119 0 0 65
IBHY/M0 - 2020-06-01
CONTRACT PRICES (US$) Open High Low Close
140.25 140.35 140.06 140.23
Settle Settle - Var Change
140.175 N/A -0.055
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,727 0 0 0
IBHY/N0 - 2020-07-01
CONTRACT PRICES (US$) Open High Low Close
140.08 140.27 139.93 140.04
Settle Settle - Var Change
139.96 N/A -0.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28,584 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
135.79 135.92 135.60 135.90
Settle Settle - Var Change
135.82 N/A 0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31,316 0 0 0
IBIG/K0 - 2020-05-01
CONTRACT PRICES (US$) Open High Low Close
135.93 136.10 135.80 136.00
Settle Settle - Var Change
136.04 N/A 0.055
CONTRACT VOLUME Total BLOCK ECRP Open Interest
32,387 0 0 0
IBIG/M0 - 2020-06-01
CONTRACT PRICES (US$) Open High Low Close
134.66 134.88 134.57 134.66
Settle Settle - Var Change
134.73 N/A 0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,807 0 0 0
IBIG/N0 - 2020-07-01
CONTRACT PRICES (US$) Open High Low Close
134.69 134.88 134.57 134.69
Settle Settle - Var Change
134.56 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30,749 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW1/J0 - 2020-04-02
CONTRACT PRICES (US$) Open High Low Close
9775.25 9777.00 9771.00 9775.25
Settle Settle - Var Change
9774.875 N/A 0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,607 0 0 13
AMW2/J0 - 2020-04-09
CONTRACT PRICES (US$) Open High Low Close
9783.25 9786.50 9780.50 9784.50
Settle Settle - Var Change
9781.875 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,812 0 0 0
AMW3/J0 - 2020-04-16
CONTRACT PRICES (US$) Open High Low Close
9786.50 9790.75 9786.25 9788.50
Settle Settle - Var Change
9787.50 N/A -1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,468 0 0 0
AMW4/J0 - 2020-04-23
CONTRACT PRICES (US$) Open High Low Close
9786.75 9788.25 9782.50 9786.25
Settle Settle - Var Change
9787.50 N/A 1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,943 0 0 0
AMW5/J0 - 2020-04-30
CONTRACT PRICES (US$) Open High Low Close
9761.00 9762.00 9757.75 9761.00
Settle Settle - Var Change
9757.375 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,017 0 0 0
AMW1/K0 - 2020-05-07
CONTRACT PRICES (US$) Open High Low Close
9776.00 9779.25 9773.00 9775.25
Settle Settle - Var Change
9776.75 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,351 0 0 0
AMW2/K0 - 2020-05-14
CONTRACT PRICES (US$) Open High Low Close
9786.75 9788.00 9783.75 9788.00
Settle Settle - Var Change
9787.875 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,345 0 0 0
AMW3/K0 - 2020-05-21
CONTRACT PRICES (US$) Open High Low Close
9774.50 9777.75 9771.50 9773.50
Settle Settle - Var Change
9772.625 N/A -2.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,616 0 0 0
AMW4/K0 - 2020-05-28
CONTRACT PRICES (US$) Open High Low Close
9764.50 9768.75 9764.50 9767.25
Settle Settle - Var Change
9764.625 N/A -1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,483 0 0 0
AMW1/M0 - 2020-06-04
CONTRACT PRICES (US$) Open High Low Close
9779.25 9781.75 9775.75 9778.50
Settle Settle - Var Change
9778.375 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,405 0 0 0
AMW2/M0 - 2020-06-11
CONTRACT PRICES (US$) Open High Low Close
9775.50 9778.25 9772.75 9774.00
Settle Settle - Var Change
9775.75 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,334 0 0 0
AMW3/M0 - 2020-06-18
CONTRACT PRICES (US$) Open High Low Close
9771.75 9772.00 9766.75 9768.50
Settle Settle - Var Change
9769.375 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,538 0 0 0
AMW4/M0 - 2020-06-25
CONTRACT PRICES (US$) Open High Low Close
9781.25 9785.50 9779.50 9783.00
Settle Settle - Var Change
9782.625 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,332 0 0 0
AMW1/N0 - 2020-07-02
CONTRACT PRICES (US$) Open High Low Close
9777.50 9781.50 9775.25 9777.50
Settle Settle - Var Change
9778.875 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,449 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/H0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
9767.25 9769.00 9764.75 9765.50
Settle Settle - Var Change
9765.875 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,846 0 0 78
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
9801.00 9802.50 9798.00 9799.00
Settle Settle - Var Change
9799.875 N/A -1.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,766 0 0 48
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
9787.75 9790.25 9784.25 9786.75
Settle Settle - Var Change
9785.75 N/A -1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,984 0 0 39
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
9795.75 9796.25 9790.75 9793.00
Settle Settle - Var Change
9792.50 N/A -1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,422 0 0 0
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
9798.50 9800.00 9794.75 9798.50
Settle Settle - Var Change
9797.875 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,610 0 0 0
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
9785.75 9788.75 9782.75 9784.25
Settle Settle - Var Change
9785.50 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,525 0 0 0
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
9793.75 9797.25 9791.25 9792.00
Settle Settle - Var Change
9792.875 N/A -1.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,004 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.