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, September 18, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 210,688 0 0 265,001 2,110
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 92,949 0 0 259,422 2,021
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 11,080 0 0 4,548 162
S&P 500 Variance (VA) Futures 1,396 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 6,377 0 0 501 -39
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 4,699 0 0 25 -34
Cboe 7-Day AMERIBOR Futures 11,606 0 0 50 0
Cboe One-Month AMERIBOR Futures 74,062 0 0 349 0
Cboe Three-Month AMERIBOR Futures 8,519 0 0 106 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT38/U0 - 2020-09-23
CONTRACT PRICES (US$) Open High Low Close
30.55 31.00 30.40 30.55
Settle Settle - Var Change
30.775 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,945 0 0 76
VX+VXT39/U0 - 2020-09-30
CONTRACT PRICES (US$) Open High Low Close
14.85 14.85 14.25 14.50
Settle Settle - Var Change
14.625 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,596 0 0 37
VX+VXT40/V0 - 2020-10-07
CONTRACT PRICES (US$) Open High Low Close
15.15 15.15 14.55 14.80
Settle Settle - Var Change
14.90 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,972 0 0 54
VX+VXT41/V0 - 2020-10-14
CONTRACT PRICES (US$) Open High Low Close
15.45 15.45 14.85 15.10
Settle Settle - Var Change
15.125 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,386 0 0 11
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
31.35 31.95 31.15 31.40
Settle Settle - Var Change
31.40 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,107 0 0 148,896
VX+VXT43/V0 - 2020-10-28
CONTRACT PRICES (US$) Open High Low Close
15.15 15.50 14.90 15.45
Settle Settle - Var Change
15.25 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,602 0 0 0
VX+VXT44/X0 - 2020-11-04
CONTRACT PRICES (US$) Open High Low Close
15.70 15.80 15.20 15.60
Settle Settle - Var Change
15.425 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,650 0 0 0
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
34.05 34.05 30.40 30.65
Settle Settle - Var Change
30.65 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,332 0 0 46,969
VX+VXT/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
30.35 30.90 30.30 30.55
Settle Settle - Var Change
30.65 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,447 0 0 27,464
VX+VXT/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
29.80 30.20 29.60 29.80
Settle Settle - Var Change
29.925 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,035 0 0 17,098
VX+VXT/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
28.30 28.65 28.05 28.30
Settle Settle - Var Change
28.30 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,604 0 0 10,447
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
22.45 b30.80 22.00 29.65
Settle Settle - Var Change
22.25 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,510 0 0 7,351
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
28.00 28.35 27.75 28.00
Settle Settle - Var Change
28.00 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,778 0 0 825
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
14.70 14.75 14.15 14.40
Settle Settle - Var Change
14.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,985 0 0 194
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
31.35 31.75 31.15 31.40
Settle Settle - Var Change
31.40 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,984 0 0 3,820
VXM/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
30.85 31.00 30.40 30.65
Settle Settle - Var Change
30.65 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,120 0 0 594
VXM/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
30.50 30.90 30.30 30.50
Settle Settle - Var Change
30.65 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,976 0 0 134
S&P 500 Variance (VA) Futures
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
0.00 1520.1147
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
11.30 11.30 11.30 11.30
Settle Settle - Var Change
10.775 1587.0925 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
109 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
11.10 11.10 11.10 11.10
Settle Settle - Var Change
10.55 1507.49 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
106 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9.95 11.00a 0.00
Settle Settle - Var Change
10.50 1134.4813 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b8.75 9.80a 0.00
Settle Settle - Var Change
9.30 1629.053 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G1 - 2021-02-19
CONTRACT PRICES (US$) Open High Low Close
14.40 14.40 14.35 14.35
Settle Settle - Var Change
14.925 351.9651 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
624 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
11.55 11.60 11.55 11.60
Settle Settle - Var Change
11.025 1246.4563 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
178 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
13.65 13.75 12.50 13.60
Settle Settle - Var Change
13.10 115.9811 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
118 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
11.55 11.60 11.55 11.55
Settle Settle - Var Change
11.00 921.4284 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
192 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
12.75 13.90 12.75 13.85
Settle Settle - Var Change
13.35 220.9592 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
69 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b8.90 9.95a 0.00
Settle Settle - Var Change
9.425 1014.0912 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/V0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
139.97 140.09 139.83 139.90
Settle Settle - Var Change
139.94 N/A -0.01
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,522 0 0 420
IBHY/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
140.70 140.93 140.54 140.71
Settle Settle - Var Change
140.67 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,499 0 0 81
IBHY/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
141.41 141.72 141.41 141.62
Settle Settle - Var Change
141.58 N/A -0.02
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,626 0 0 0
IBHY/F1 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
141.91 142.15 141.83 141.92
Settle Settle - Var Change
141.875 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,730 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/V0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
134.20 134.20 133.89 133.90
Settle Settle - Var Change
133.86 N/A -0.145
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,160 0 0 19
IBIG/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
133.98 134.22 133.94 133.96
Settle Settle - Var Change
133.915 N/A -0.145
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,155 0 0 6
IBIG/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
134.16 134.33 134.03 134.13
Settle Settle - Var Change
134.17 N/A 0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,171 0 0 0
IBIG/F1 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
134.51 134.74 134.45 134.73
Settle Settle - Var Change
134.775 N/A 0.155
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,213 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW4/U0 - 2020-09-24
CONTRACT PRICES (US$) Open High Low Close
9952.00 9972.50 9948.00 9967.25
Settle Settle - Var Change
9957.125 N/A -2.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,132 0 0 30
AMW5/U0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
9914.75 9928.75 9906.50 9927.00
Settle Settle - Var Change
9917.50 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,096 0 0 10
AMW1/V0 - 2020-10-08
CONTRACT PRICES (US$) Open High Low Close
9992.50 9992.75 9969.00 9974.00
Settle Settle - Var Change
9972.875 N/A -8.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,355 0 0 10
AMW2/V0 - 2020-10-15
CONTRACT PRICES (US$) Open High Low Close
10030.25 10036.25 10012.75 10028.75
Settle Settle - Var Change
10030.25 N/A 4.87
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,008 0 0 0
AMW3/V0 - 2020-10-22
CONTRACT PRICES (US$) Open High Low Close
9982.75 9999.50 9974.00 9997.50
Settle Settle - Var Change
9990.25 N/A 3.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,528 0 0 0
AMW4/V0 - 2020-10-29
CONTRACT PRICES (US$) Open High Low Close
9973.50 9984.50 9959.50 9961.25
Settle Settle - Var Change
9973.625 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,524 0 0 0
AMW1/X0 - 2020-11-05
CONTRACT PRICES (US$) Open High Low Close
10011.00 10030.00 10006.25 10022.50
Settle Settle - Var Change
10016.00 N/A -3.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,184 0 0 0
AMW2/X0 - 2020-11-12
CONTRACT PRICES (US$) Open High Low Close
10004.75 10010.75 9987.50 10006.25
Settle Settle - Var Change
9992.25 N/A -5.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
966 0 0 0
AMW3/X0 - 2020-11-19
CONTRACT PRICES (US$) Open High Low Close
9987.75 10010.75 9987.25 10006.00
Settle Settle - Var Change
9997.125 N/A -1.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
813 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/U0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
9948.50 9958.50 9935.25 9935.25
Settle Settle - Var Change
9941.375 N/A -4.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,182 0 0 131
AMB1/V0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
10009.25 10014.50 9990.00 9995.25
Settle Settle - Var Change
10000.13 N/A -2.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,286 0 0 81
AMB1/X0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
10014.25 10023.75 9998.00 10002.25
Settle Settle - Var Change
10002.50 N/A -8.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,769 0 0 72
AMB1/Z0 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
9963.50 9979.50 9954.50 9966.25
Settle Settle - Var Change
9961.875 N/A -5.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,233 0 0 8
AMB1/F1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
10043.00 10052.25 10025.75 10049.25
Settle Settle - Var Change
10027.63 N/A -11.87
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,463 0 0 8
AMB1/G1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
9923.00 9935.75 9912.50 9921.75
Settle Settle - Var Change
9933.375 N/A 10.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,487 0 0 8
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
9958.25 9965.00 9940.75 9951.50
Settle Settle - Var Change
9959.625 N/A 7.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,031 0 0 8
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
10022.25 10035.00 10010.75 10029.25
Settle Settle - Var Change
10020.88 N/A -2.62
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,934 0 0 8
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
10013.50 10018.50 9992.75 10010.00
Settle Settle - Var Change
10008.50 N/A 3.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,585 0 0 10
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
10076.50 10079.75 10056.25 10060.00
Settle Settle - Var Change
10069.63 N/A 0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,780 0 0 10
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
10011.50 10011.75 9986.25 10002.25
Settle Settle - Var Change
10005.38 N/A 6.505
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,251 0 0 5
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
10053.50 10057.50 10032.25 10045.50
Settle Settle - Var Change
10054.00 N/A 9.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,810 0 0 0
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
10018.25 10030.25 10004.25 10022.25
Settle Settle - Var Change
10015.13 N/A -2.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,429 0 0 0
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
10064.75 10077.50 10053.00 10075.25
Settle Settle - Var Change
10068.25 N/A 1.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,812 0 0 0
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
10008.00 10012.25 9987.50 9996.50
Settle Settle - Var Change
10000.63 N/A 1.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,605 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
9934.50 9954.00 9930.50a 9941.00
Settle Settle - Var Change
9933.00 N/A -8.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,428 0 0 0
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
9993.75 10001.25 9976.25 9987.75
Settle Settle - Var Change
9977.375 N/A -11.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,350 0 0 0
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
9969.25 9969.25 9947.00 9962.75
Settle Settle - Var Change
9962.25 N/A 4.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,823 0 0 0
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
9942.50 9962.50 9937.50 9939.25
Settle Settle - Var Change
9960.25 N/A 10.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,727 0 0 0
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
9951.75 9970.50 9945.50 9969.00
Settle Settle - Var Change
9964.125 N/A 6.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,309 0 0 0
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
9961.50 9985.00 9961.25 9980.25
Settle Settle - Var Change
9964.875 N/A -7.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,633 0 0 0
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
9957.75 9973.50 9948.25 9962.75
Settle Settle - Var Change
9949.125 N/A -11.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,177 0 0 0
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
9992.50 9998.75 9975.25 9980.00
Settle Settle - Var Change
9982.00 N/A -4.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,332 0 0 0
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
10043.00 10056.25 10030.75 10050.50
Settle Settle - Var Change
10036.50 N/A -7.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
626 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
10024.00 10032.50 10008.75 10015.75
Settle Settle - Var Change
10013.38 N/A -8.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
942 0 0 21
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
10002.00 10006.75 9982.25 9987.75
Settle Settle - Var Change
9996.00 N/A 2.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,093 0 0 50
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
9985.50 9991.25 9967.25 9979.00
Settle Settle - Var Change
9978.00 N/A -1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,129 0 0 35
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
9957.50 9975.50 9952.00a 9958.25
Settle Settle - Var Change
9951.25 N/A -11.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
601 0 0 0
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
9976.75 9984.00 9960.75 9962.50
Settle Settle - Var Change
9962.75 N/A -8.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
754 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.