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, July 13, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 24,905,380 0 0 280,588 5,753
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 20,596,229 0 0 279,719 5,721
S&P 500 Variance (VA) Futures 2,796 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 2,159,677 0 0 480 28
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 2,145,868 0 0 11 4
Cboe 7-Day AMERIBOR Futures 805 0 0 0 0
Cboe One-Month AMERIBOR Futures 0 0 0 192 0
Cboe Three-Month AMERIBOR Futures 5 0 0 186 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT28/N0 - 2020-07-15
CONTRACT PRICES (US$) Open High Low Close
29.00 29.00 28.90a 29.00
Settle Settle - Var Change
29.025 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,480,946 0 0 35
VX+VXT/N0 - 2020-07-22
CONTRACT PRICES (US$) Open High Low Close
29.40 29.45 28.25 29.35
Settle Settle - Var Change
29.375 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,475,684 0 0 71,074
VX+VXT30/N0 - 2020-07-29
CONTRACT PRICES (US$) Open High Low Close
30.15 30.15 30.15 30.15
Settle Settle - Var Change
30.15 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,457,397 0 0 53
VX+VXT31/Q0 - 2020-08-05
CONTRACT PRICES (US$) Open High Low Close
30.05 30.05 30.05 30.05
Settle Settle - Var Change
30.15 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,495,231 0 0 21
VX+VXT32/Q0 - 2020-08-12
CONTRACT PRICES (US$) Open High Low Close
30.30 30.30 30.30 30.30
Settle Settle - Var Change
30.30 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,461,270 0 0 25
VX+VXT/Q0 - 2020-08-19
CONTRACT PRICES (US$) Open High Low Close
32.45 32.45 31.75 32.25
Settle Settle - Var Change
32.475 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,471,944 0 0 122,319
VX+VXT34/Q0 - 2020-08-26
CONTRACT PRICES (US$) Open High Low Close
29.90 29.90 29.90 29.90
Settle Settle - Var Change
30.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,459,464 0 0 0
VX+VXT/U0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
29.60 29.90 29.60 29.60
Settle Settle - Var Change
29.625 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,461,637 0 0 27,287
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
28.55 28.55 28.45 28.45
Settle Settle - Var Change
28.575 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,473,718 0 0 24,389
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
32.05 32.05 31.90 31.90
Settle Settle - Var Change
31.925 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,480,063 0 0 20,321
VX+VXT/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
28.65 28.65 28.20 28.65
Settle Settle - Var Change
28.625 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,452,910 0 0 10,743
VX+VXT/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
30.75 30.75 30.65a 30.75
Settle Settle - Var Change
30.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,480,927 0 0 3,120
VX+VXT/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
28.10 28.10 28.10 28.10
Settle Settle - Var Change
28.20 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,459,855 0 0 332
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
28.50 28.50 28.40a 28.50
Settle Settle - Var Change
28.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,485,183 0 0 0
S&P 500 Variance (VA) Futures
VA/N0 - 2020-07-17
CONTRACT PRICES (US$) Open High Low Close
12.45 12.50 12.45 12.50
Settle Settle - Var Change
11.925 2697.8779 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
96 0 0 0
VA/Q0 - 2020-08-21
CONTRACT PRICES (US$) Open High Low Close
12.45 13.00 11.90 11.90
Settle Settle - Var Change
12.425 2581.3023 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
108 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
12.35 12.35 12.30 12.30
Settle Settle - Var Change
11.80 1505.0127 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
100 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
12.80 12.80 11.70 12.80
Settle Settle - Var Change
12.25 1568.8094 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
62 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
12.75 12.80 11.65 12.75
Settle Settle - Var Change
12.225 1494.3868 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
78 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
12.70 12.70 11.60 11.60
Settle Settle - Var Change
12.125 1130.5387 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
88 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
11.75 11.80 11.75 11.80
Settle Settle - Var Change
11.225 1616.3988 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
117 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
12.45 13.55 12.40 12.45
Settle Settle - Var Change
13.00 1255.3204 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
91 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
14.25 14.25 14.20 14.20
Settle Settle - Var Change
14.80 145.27 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
714 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
13.60 13.65 12.50 12.55
Settle Settle - Var Change
13.075 936.6649 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
144 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
14.40 14.40 14.20 14.40
Settle Settle - Var Change
14.90 253.9944 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
525 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
11.55 11.55 11.50 11.55
Settle Settle - Var Change
10.975 1028.6306 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
673 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/Q0 - 2020-08-03
CONTRACT PRICES (US$) Open High Low Close
139.86 140.01 139.72 139.84
Settle Settle - Var Change
139.88 N/A 0.04
CONTRACT VOLUME Total BLOCK ECRP Open Interest
551,167 0 0 342
IBHY/U0 - 2020-09-01
CONTRACT PRICES (US$) Open High Low Close
140.17 140.27 139.96 140.04
Settle Settle - Var Change
140.145 N/A -0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
535,203 0 0 138
IBHY/V0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
139.77 139.99 139.67 139.77
Settle Settle - Var Change
139.89 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
529,501 0 0 0
IBHY/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
140.26 140.37 140.06 140.23
Settle Settle - Var Change
140.11 N/A -0.14
CONTRACT VOLUME Total BLOCK ECRP Open Interest
543,806 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Q0 - 2020-08-03
CONTRACT PRICES (US$) Open High Low Close
133.61 133.76 133.41 133.60
Settle Settle - Var Change
133.655 N/A 0.060
CONTRACT VOLUME Total BLOCK ECRP Open Interest
541,057 0 0 8
IBIG/U0 - 2020-09-01
CONTRACT PRICES (US$) Open High Low Close
134.84 134.93 134.63 134.77
Settle Settle - Var Change
134.73 N/A -0.085
CONTRACT VOLUME Total BLOCK ECRP Open Interest
559,634 0 0 3
IBIG/V0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
134.62 134.73 134.43 134.71
Settle Settle - Var Change
134.625 N/A 0.010
CONTRACT VOLUME Total BLOCK ECRP Open Interest
535,444 0 0 0
IBIG/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
15.57 15.57 15.55 15.56
Settle Settle - Var Change
15.545 N/A -0.030
CONTRACT VOLUME Total BLOCK ECRP Open Interest
509,733 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW3/N0 - 2020-07-16
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/N0 - 2020-07-23
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW5/N0 - 2020-07-30
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9990.50 N/A 0.04
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/Q0 - 2020-08-06
CONTRACT PRICES (US$) Open High Low Close
9990.50 9991.50 9989.50 9991.50
Settle Settle - Var Change
9991.00 N/A 0.54
CONTRACT VOLUME Total BLOCK ECRP Open Interest
314 0 0 0
AMW2/Q0 - 2020-08-13
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9990.50 N/A 0.04
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/Q0 - 2020-08-20
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9990.50 N/A 0.04
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/Q0 - 2020-08-27
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9990.50 N/A 0.04
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/U0 - 2020-09-03
CONTRACT PRICES (US$) Open High Low Close
9990.50 9991.00 9988.50 9989.00
Settle Settle - Var Change
9988.75 N/A -1.71
CONTRACT VOLUME Total BLOCK ECRP Open Interest
491 0 0 0
AMW2/U0 - 2020-09-10
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9990.50 N/A 0.04
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/N0 - 2020-08-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
10000.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 33
AMB1/Q0 - 2020-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 53
AMB1/U0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 31
AMB1/V0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/X0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 11
AMB1/Z0 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/F1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/G1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
10000.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9999.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
Cboe Three-Month AMERIBOR Futures
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9989.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 65
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
0.25 0.25 0.25 0.25
Settle Settle - Var Change
9985.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5 0 0 21
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 0.00 0.00
Settle Settle - Var Change
9989.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 80
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9992.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9992.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9992.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 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.