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, October 12, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 122,456 0 3,677 295,474 2,920
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 112,119 0 3,677 282,530 2,557
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 10,107 0 0 11,671 258
S&P 500 Variance (VA) Futures, Includes Stub 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 179 0 0 803 73
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 51 0 0 124 32
Cboe 7-Day AMERIBOR Futures 0 0 0 25 0
Cboe One-Month AMERIBOR Futures 0 0 0 215 0
Cboe Three-Month AMERIBOR Futures 0 0 0 106 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT41/V0 - 2020-10-14
CONTRACT PRICES (US$) Open High Low Close
25.45 b25.95 25.25 25.25
Settle Settle - Var Change
25.30 N/A -1.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24 0 0 60
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
26.85 27.25 26.15 26.20
Settle Settle - Var Change
26.325 N/A -0.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
46,414 0 1,027 74,727
VX+VXT43/V0 - 2020-10-28
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.05 27.45a 0.00
Settle Settle - Var Change
27.625 N/A -0.725
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
VX+VXT44/X0 - 2020-11-04
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.65 27.00a 0.00
Settle Settle - Var Change
27.15 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 46
VX+VXT45/X0 - 2020-11-11
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.90 28.55a 0.00
Settle Settle - Var Change
27.825 N/A -0.825
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
29.05 29.35 28.38 28.45
Settle Settle - Var Change
28.575 N/A -0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
48,624 0 2,650 126,095
VX+VXT47/X0 - 2020-11-24
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
28.575 N/A -0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
28.06 28.25 27.60 27.65
Settle Settle - Var Change
27.675 N/A -0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,051 0 0 34,973
VX+VXT/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
27.95 28.10 27.47 27.60
Settle Settle - Var Change
27.625 N/A -0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,082 0 0 18,878
VX+VXT/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
27.90 28.05 27.49 27.55
Settle Settle - Var Change
27.575 N/A -0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,150 0 0 14,221
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
27.61 27.70 27.20 27.30
Settle Settle - Var Change
27.325 N/A -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,118 0 0 10,101
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
27.32 27.32 26.80 26.95
Settle Settle - Var Change
27.00 N/A -0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
591 0 0 2,803
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
26.50 b26.85 26.45 26.65
Settle Settle - Var Change
26.65 N/A -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
65 0 0 615
VX+VXT/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b25.05 28.45a 0.00
Settle Settle - Var Change
26.75 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 7
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM+VXMT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
26.95 b27.20 26.15 26.25
Settle Settle - Var Change
26.325 N/A -0.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,145 0 0 7,314
VXM+VXMT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
28.95 29.30 28.40 28.50
Settle Settle - Var Change
28.575 N/A -0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,918 0 0 3,995
VXM+VXMT/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
30.90 30.90 27.60a 27.75
Settle Settle - Var Change
27.675 N/A -0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
36 0 0 260
VXM+VXMT/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
27.50 b28.10 27.50 27.60
Settle Settle - Var Change
27.625 N/A -0.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8 0 0 102
S&P 500 Variance (VA) Futures, Includes Stub
VA+VAO/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.85 16.80a 0.00
Settle Settle - Var Change
16.275 1711.1353 -1.125
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.05 25.60a 0.00
Settle Settle - Var Change
24.25 1666.5578 -0.60
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b25.70 28.25a 0.00
Settle Settle - Var Change
26.85 1215.3048 -0.50
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b26.80 29.35a 0.00
Settle Settle - Var Change
27.95 1923.5074 -0.50
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/G1 - 2021-02-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.45 30.10a 0.00
Settle Settle - Var Change
28.65 812.2092 -0.50
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.15 30.90a 0.00
Settle Settle - Var Change
29.50 1566.5671 -0.50
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.95 30.70a 0.00
Settle Settle - Var Change
29.30 641.6498 -0.40
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.15 30.35a 0.00
Settle Settle - Var Change
28.90 1246.2253 -0.15
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.05 29.60a 0.00
Settle Settle - Var Change
28.20 753.1959 -0.60
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b26.80 29.50a 0.00
Settle Settle - Var Change
28.175 1572.3827 -0.275
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY+IBHYT/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
140.18 b140.67 140.18 140.49
Settle Settle - Var Change
140.52 N/A 0.65
CONTRACT VOLUME Total BLOCK ECRP Open Interest
108 0 0 695
IBHY+IBHYT/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
140.35 b140.78 140.31a 140.69
Settle Settle - Var Change
140.64 N/A 0.67
CONTRACT VOLUME Total BLOCK ECRP Open Interest
71 0 0 108
IBHY+IBHYT/F1 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
140.64 N/A 0.67
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY+IBHYT/G1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
140.64 N/A 0.67
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG+IBIGT/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
147.50 b148.04 147.40a 147.90
Settle Settle - Var Change
147.995 N/A 0.840
CONTRACT VOLUME Total BLOCK ECRP Open Interest
33 0 0 66
IBIG+IBIGT/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
148.11 b148.15 147.51a 148.05
Settle Settle - Var Change
148.105 N/A 0.845
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18 0 0 58
IBIG+IBIGT/F1 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
148.105 N/A 0.845
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG+IBIGT/G1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
148.105 N/A 0.845
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW2/V0 - 2020-10-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9992.00a 0.00
Settle Settle - Var Change
9991.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMW3/V0 - 2020-10-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9991.75a 0.00
Settle Settle - Var Change
9990.75 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/V0 - 2020-10-29
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.75 9991.75a 0.00
Settle Settle - Var Change
9990.75 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/X0 - 2020-11-05
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.75 9991.75a 0.00
Settle Settle - Var Change
9990.75 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/X0 - 2020-11-12
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9991.50a 0.00
Settle Settle - Var Change
9989.75 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/X0 - 2020-11-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9991.50a 0.00
Settle Settle - Var Change
9989.75 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/X0 - 2020-11-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9991.50a 0.00
Settle Settle - Var Change
9989.75 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/Z0 - 2020-12-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9991.50a 0.00
Settle Settle - Var Change
9989.75 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/Z0 - 2020-12-10
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9991.50a 0.00
Settle Settle - Var Change
9989.75 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/V0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.50 9991.00a 0.00
Settle Settle - Var Change
9989.75 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 56
AMB1/X0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.50 9991.25a 0.00
Settle Settle - Var Change
9989.875 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 72
AMB1/Z0 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9992.25a 0.00
Settle Settle - Var Change
9990.875 N/A 0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/F1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9992.50a 0.00
Settle Settle - Var Change
9991.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/G1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9993.50a 0.00
Settle Settle - Var Change
9991.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9994.00a 0.00
Settle Settle - Var Change
9992.00 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9994.00a 0.00
Settle Settle - Var Change
9992.00 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9994.00a 0.00
Settle Settle - Var Change
9992.00 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9994.25a 0.00
Settle Settle - Var Change
9992.25 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9994.50a 0.00
Settle Settle - Var Change
9992.50 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9994.50a 0.00
Settle Settle - Var Change
9992.50 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9994.50a 0.00
Settle Settle - Var Change
9992.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9994.50a 0.00
Settle Settle - Var Change
9993.00 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9995.00a 0.00
Settle Settle - Var Change
9993.00 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9995.00a 0.00
Settle Settle - Var Change
9993.00 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9995.00a 0.00
Settle Settle - Var Change
9993.00 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9995.50a 0.00
Settle Settle - Var Change
9993.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9996.25a 0.00
Settle Settle - Var Change
9994.25 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9998.00a 0.00
Settle Settle - Var Change
9994.50 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.00 10000.00a 0.00
Settle Settle - Var Change
9995.50 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 10000.00a 0.00
Settle Settle - Var Change
9995.50 N/A 1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 10000.00a 0.00
Settle Settle - Var Change
9995.50 N/A 1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 10000.00a 0.00
Settle Settle - Var Change
9995.50 N/A 1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 10000.00a 0.00
Settle Settle - Var Change
9995.50 N/A 2.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9991.00a 0.00
Settle Settle - Var Change
9989.50 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 21
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.75 9992.75a 0.00
Settle Settle - Var Change
9991.25 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9993.50a 0.00
Settle Settle - Var Change
9992.00 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 35
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9994.00a 0.00
Settle Settle - Var Change
9992.50 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9994.25a 0.00
Settle Settle - Var Change
9993.00 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
  1. "b" indicates a bid price.
  2. "a" indicates an offer price.
  3. * Indicates that Exchange exercised discretionary authority to determine daily or final settlement price.
  4. ** Trade Volume includes Variance in Contracts (Notional Vega).
  5. *** Open Interest includes Variance as Variance Units as cleared at the OCC.