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 Thursday, December 12, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 414,647 0 0 451,402 -13,504
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 326,171 0 0 450,543 -13,570
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures 406 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 23,713 0 0 233 16
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 19,693 0 0 0 0
Cboe 7-Day AMERIBOR Futures 19,260 0 0 290 25
Cboe Three-Month AMERIBOR Futures 25,404 0 0 336 25
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
14.80 15.05 14.80 14.80
Settle Settle - Var Change
14.90 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,276 0 0 82,492
VX+VXT52/Z9 - 2019-12-24
CONTRACT PRICES (US$) Open High Low Close
14.20 14.50 14.20 14.35
Settle Settle - Var Change
14.30 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
17,701 0 0 35
VX+VXT53/Z9 - 2019-12-31
CONTRACT PRICES (US$) Open High Low Close
14.45 14.45 14.10 14.35
Settle Settle - Var Change
14.30 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18,156 0 0 0
VX+VXT01/F0 - 2020-01-08
CONTRACT PRICES (US$) Open High Low Close
15.70 15.70 15.35 15.50
Settle Settle - Var Change
15.55 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19,942 0 0 2
VX+VXT02/F0 - 2020-01-15
CONTRACT PRICES (US$) Open High Low Close
15.65 15.95 15.65 15.65
Settle Settle - Var Change
15.75 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19,552 0 0 0
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
15.20 15.20 14.80 14.95
Settle Settle - Var Change
15.025 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18,904 0 0 208,892
VX+VXT04/F0 - 2020-01-29
CONTRACT PRICES (US$) Open High Low Close
15.50 15.50 15.20 15.35
Settle Settle - Var Change
15.375 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
17,980 0 0 0
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
14.10 14.40 14.10 14.20
Settle Settle - Var Change
14.15 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19,714 0 0 64,526
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
15.35 15.35 15.00 15.15
Settle Settle - Var Change
15.225 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19,827 0 0 34,985
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
17.30 17.30 17.00 17.10
Settle Settle - Var Change
17.15 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,044 0 0 24,861
VX+VXT/K0 - 2020-05-20
CONTRACT PRICES (US$) Open High Low Close
13.35 13.60 13.35 13.55
Settle Settle - Var Change
13.45 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,365 0 0 19,257
VX+VXT/M0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
13.35 13.70 13.35 13.55
Settle Settle - Var Change
13.425 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,501 0 0 10,779
VX+VXT/N0 - 2020-07-22
CONTRACT PRICES (US$) Open High Low Close
13.40 13.75 13.40 13.55
Settle Settle - Var Change
13.475 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,448 0 0 4,042
VX+VXT/Q0 - 2020-08-19
CONTRACT PRICES (US$) Open High Low Close
14.95 15.25 14.95 15.10
Settle Settle - Var Change
15.025 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18,533 0 0 649
VX+VXT/U0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
15.05 15.05 14.75 14.80
Settle Settle - Var Change
14.875 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18,067 0 0 1
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
15.05 15.05 14.75 14.95
Settle Settle - Var Change
14.90 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
17,956 0 0 18
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
15.70 15.95 15.70 15.70
Settle Settle - Var Change
15.775 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18,205 0 0 4
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/Z9 - 2019-12-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.03 4.10a 0.00
Settle Settle - Var Change
4.06 N/A -0.015
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.95 4.02a 0.00
Settle Settle - Var Change
3.99 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G0 - 2020-02-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.09 4.16a 0.00
Settle Settle - Var Change
4.12 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/H0 - 2020-03-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.06 4.13a 0.00
Settle Settle - Var Change
4.095 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
14.75 14.75 14.70 14.70
Settle Settle - Var Change
14.20 675.7842 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
71 0 0 0
VA/F0 - 2020-01-17
CONTRACT PRICES (US$) Open High Low Close
15.60 15.65 15.60 15.65
Settle Settle - Var Change
15.075 717.9462 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
83 0 0 0
VA/G0 - 2020-02-21
CONTRACT PRICES (US$) Open High Low Close
16.00 16.00 15.95 16.00
Settle Settle - Var Change
15.425 740.9805 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
16.40 16.40 16.40 16.40
Settle Settle - Var Change
15.875 735.8796 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4 0 0 0
VA/J0 - 2020-04-17
CONTRACT PRICES (US$) Open High Low Close
16.60 16.60 15.50 16.60
Settle Settle - Var Change
16.025 863.2348 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14 0 0 0
VA/K0 - 2020-05-15
CONTRACT PRICES (US$) Open High Low Close
16.90 16.90 16.85a 16.90
Settle Settle - Var Change
16.35 931.5764 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
16.00 16.00 16.00 16.00
Settle Settle - Var Change
16.525 877.6667 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
16.90 16.90 16.85 16.90
Settle Settle - Var Change
17.425 906.0395 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
44 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
16.55 16.55 16.50 16.50
Settle Settle - Var Change
17.10 853.4177 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
40 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
16.60 16.65 16.60 16.65
Settle Settle - Var Change
17.175 855.2854 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
16.80 b16.85 16.80 16.80
Settle Settle - Var Change
17.375 893.0642 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
17.45 17.45 17.40 17.45
Settle Settle - Var Change
17.975 937.6783 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
34 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
17.90 17.90 17.85 17.90
Settle Settle - Var Change
18.45 767.0737 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
33 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
15.60 15.60 15.60 15.60
Settle Settle - Var Change
15.615 N/A 0.015
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,709 0 0 184
IBHY/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
15.54 15.54 15.52 15.52
Settle Settle - Var Change
15.515 N/A -0.030
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,840 0 0 35
IBHY/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
15.46 15.46 15.44 15.44
Settle Settle - Var Change
15.435 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,682 0 0 14
IBHY/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
15.59 15.59 15.55 15.57
Settle Settle - Var Change
15.565 N/A -0.030
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,482 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
15.56 15.56 15.56 15.56
Settle Settle - Var Change
15.585 N/A 0.020
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,619 0 0 0
IBIG/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
15.50 15.50 15.48a 15.50
Settle Settle - Var Change
15.47 N/A -0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,427 0 0 0
IBIG/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
15.55 15.55 15.55 15.55
Settle Settle - Var Change
15.575 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,474 0 0 0
IBIG/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
15.58 15.58 15.56 15.56
Settle Settle - Var Change
15.555 N/A -0.030
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,173 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW2/Z9 - 2019-12-12
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9840.63 N/A 65.755
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMW3/Z9 - 2019-12-19
CONTRACT PRICES (US$) Open High Low Close
9787.75 9787.75 9784.50 9787.75
Settle Settle - Var Change
9787.50 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,820 0 0 35
AMW4/Z9 - 2019-12-26
CONTRACT PRICES (US$) Open High Low Close
9767.75 9768.75 9763.25 9766.25
Settle Settle - Var Change
9766.25 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,131 0 0 50
AMW1/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
9762.25 9763.50 9759.50 9759.75
Settle Settle - Var Change
9759.00 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,132 0 0 125
AMW2/F0 - 2020-01-09
CONTRACT PRICES (US$) Open High Low Close
9757.25 9760.25 9756.75 9757.00
Settle Settle - Var Change
9755.875 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,288 0 0 10
AMW3/F0 - 2020-01-16
CONTRACT PRICES (US$) Open High Low Close
9771.50 9774.25 9768.75 9772.25
Settle Settle - Var Change
9769.625 N/A -1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
987 0 0 10
AMW4/F0 - 2020-01-23
CONTRACT PRICES (US$) Open High Low Close
9761.75 9764.75 9759.50 9761.25
Settle Settle - Var Change
9760.50 N/A -1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,112 0 0 10
AMW5/F0 - 2020-01-30
CONTRACT PRICES (US$) Open High Low Close
9779.25 9781.50 9776.00 9779.25
Settle Settle - Var Change
9778.375 N/A -0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
877 0 0 10
AMW1/G0 - 2020-02-06
CONTRACT PRICES (US$) Open High Low Close
9775.25 9778.75 9773.25 9775.00
Settle Settle - Var Change
9777.375 N/A 1.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
882 0 0 0
AMW2/G0 - 2020-02-13
CONTRACT PRICES (US$) Open High Low Close
9780.75 9782.75 9777.25 9779.50
Settle Settle - Var Change
9780.00 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
931 0 0 10
AMW3/G0 - 2020-02-20
CONTRACT PRICES (US$) Open High Low Close
9783.25 9785.00 9780.25 9783.50
Settle Settle - Var Change
9783.875 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,130 0 0 0
AMW4/G0 - 2020-02-27
CONTRACT PRICES (US$) Open High Low Close
9777.00 9779.25 9774.00 9776.00
Settle Settle - Var Change
9778.125 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
960 0 0 0
AMW1/H0 - 2020-03-05
CONTRACT PRICES (US$) Open High Low Close
9778.75 9784.25 9778.75 9781.50
Settle Settle - Var Change
9782.125 N/A 0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
890 0 0 0
AMW2/H0 - 2020-03-12
CONTRACT PRICES (US$) Open High Low Close
9779.25 9782.50 9777.25 9779.00
Settle Settle - Var Change
9781.25 N/A 1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
827 0 0 0
AMW3/H0 - 2020-03-19
CONTRACT PRICES (US$) Open High Low Close
9780.25 9782.75 9777.75 9780.75
Settle Settle - Var Change
9779.00 N/A -1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
628 0 0 0
AMW4/H0 - 2020-03-26
CONTRACT PRICES (US$) Open High Low Close
9776.50 9778.25 9773.00 9775.00
Settle Settle - Var Change
9775.75 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,008 0 0 0
AMW1/J0 - 2020-04-02
CONTRACT PRICES (US$) Open High Low Close
9778.25 9782.00 9776.50 9778.75
Settle Settle - Var Change
9778.75 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
497 0 0 0
AMW2/J0 - 2020-04-09
CONTRACT PRICES (US$) Open High Low Close
9778.00 9778.50 9773.00 9775.00
Settle Settle - Var Change
9777.375 N/A 1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,160 0 0 0
AMW3/J0 - 2020-04-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.50 0.00 0.00
Settle Settle - Var Change
9777.375 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/U9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
9786.25 9789.00 9784.50 9787.75
Settle Settle - Var Change
9788.125 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,474 0 0 26
AMB3/Z9 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
9788.25 9790.50 9787.00 9790.50
Settle Settle - Var Change
9791.25 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11,544 0 0 82
AMB3/H0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
9775.75 9778.75 9775.00 9775.25
Settle Settle - Var Change
9777.625 N/A 1.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
597 0 0 155
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
9781.50 9785.00 9781.50 9781.50
Settle Settle - Var Change
9783.00 N/A 0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
296 0 0 73
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
9781.50 9784.75 9779.50 9780.00
Settle Settle - Var Change
9781.75 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
493 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.