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 13, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 194,896 930 2,100 385,090 1,024
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 194,665 930 2,100 384,632 1,015
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures 0 0 0 0 0
S&P 500 Variance (VA) Futures 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 31 0 0 362 19
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 14 0
Cboe 7-Day AMERIBOR Futures 150 0 0 0 0
Cboe Three-Month AMERIBOR Futures 50 0 0 82 -10
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/U9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
15.05 15.05 14.35 14.46
Settle Settle - Var Change
14.475 N/A -0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
62,251 450 331 57,223
VX+VXT39/U9 - 2019-09-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.20 15.30a 0.00
Settle Settle - Var Change
15.225 N/A -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 19
VX+VXT40/V9 - 2019-10-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.75 15.80a 0.00
Settle Settle - Var Change
15.75 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
VX+VXT41/V9 - 2019-10-09
CONTRACT PRICES (US$) Open High Low Close
15.85 b16.00 15.85 15.85
Settle Settle - Var Change
16.225 N/A -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 15
VX+VXT/V9 - 2019-10-16
CONTRACT PRICES (US$) Open High Low Close
17.05 17.06 16.70 16.84
Settle Settle - Var Change
16.875 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
83,693 480 1,769 189,328
VX+VXT43/V9 - 2019-10-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.60 17.20a 0.00
Settle Settle - Var Change
16.975 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT44/V9 - 2019-10-30
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.60 17.30a 0.00
Settle Settle - Var Change
17.025 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
17.65 17.72 17.40 17.54
Settle Settle - Var Change
17.575 N/A -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,781 0 0 44,362
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
17.55 17.65 17.36 17.54
Settle Settle - Var Change
17.625 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,162 0 0 42,084
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
18.16 18.25 17.95 18.15
Settle Settle - Var Change
18.175 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,515 0 0 24,697
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
18.37 18.42 18.20 18.37
Settle Settle - Var Change
18.375 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,137 0 0 15,237
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
18.34 18.40 18.16 18.35
Settle Settle - Var Change
18.375 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,074 0 0 7,284
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
18.45 18.50 18.33 18.48
Settle Settle - Var Change
18.475 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
827 0 0 3,720
VX+VXT/K0 - 2020-05-20
CONTRACT PRICES (US$) Open High Low Close
18.32 18.47 18.29 18.45
Settle Settle - Var Change
18.45 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
215 0 0 633
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/U9 - 2019-09-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.65 5.65a 0.00
Settle Settle - Var Change
5.15 N/A 0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/V9 - 2019-10-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.60 5.70a 0.00
Settle Settle - Var Change
5.15 N/A 0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/X9 - 2019-11-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.55 5.75a 0.00
Settle Settle - Var Change
5.15 N/A 0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Z9 - 2019-12-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.50 5.80a 0.00
Settle Settle - Var Change
5.15 N/A 0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/U9 - 2019-09-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b12.40 11.95a 0.00
Settle Settle - Var Change
12.025 912.8243 -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V9 - 2019-10-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.80 13.95a 0.00
Settle Settle - Var Change
13.75 938.7493 -0.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X9 - 2019-11-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.25 15.55a 0.00
Settle Settle - Var Change
15.35 923.3523 -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.45 16.85a 0.00
Settle Settle - Var Change
16.625 689.1353 -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F0 - 2020-01-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.95 17.40a 0.00
Settle Settle - Var Change
17.15 852.3159 -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G0 - 2020-02-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.55 18.05a 0.00
Settle Settle - Var Change
17.80 878.4576 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.90 18.40a 0.00
Settle Settle - Var Change
18.15 795.0502 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.40 19.00a 0.00
Settle Settle - Var Change
18.775 925.5804 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.80 19.40a 0.00
Settle Settle - Var Change
19.175 997.1476 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.10 19.75a 0.00
Settle Settle - Var Change
19.45 938.2026 0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.60 20.25a 0.00
Settle Settle - Var Change
20.00 1031.5447 0.425
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.15 20.70a 0.00
Settle Settle - Var Change
20.55 844.6768 0.575
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
135.91 136.00 135.75a 135.79
Settle Settle - Var Change
135.785 N/A -0.235
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31 0 0 358
IBHY/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b136.30 136.10a 0.00
Settle Settle - Var Change
136.10 N/A -0.195
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
IBHY/Z9 - 2019-12-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b136.54 136.41a 0.00
Settle Settle - Var Change
136.38 N/A -0.245
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b136.99 136.79a 0.00
Settle Settle - Var Change
136.785 N/A -0.190
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/V9 - 2019-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b132.27 131.61a 0.00
Settle Settle - Var Change
131.49 N/A -1.185
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 14
IBIG/X9 - 2019-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b132.40 131.88a 0.00
Settle Settle - Var Change
131.70 N/A -1.17
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/Z9 - 2019-12-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b132.62 132.09a 0.00
Settle Settle - Var Change
131.90 N/A -1.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b132.45 132.51a 0.00
Settle Settle - Var Change
132.025 N/A -1.130
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW3/U9 - 2019-09-19
CONTRACT PRICES (US$) Open High Low Close
9784.50 9785.00 9784.00 9785.00
Settle Settle - Var Change
9784.875 N/A 1.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
150 0 0 0
AMW4/U9 - 2019-09-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b9808.75 9808.25a 0.00
Settle Settle - Var Change
9807.75 N/A -0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/V9 - 2019-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9808.75 9808.00a 0.00
Settle Settle - Var Change
9807.625 N/A -0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/V9 - 2019-10-10
CONTRACT PRICES (US$) Open High Low Close
0.00 b9808.75 9807.75a 0.00
Settle Settle - Var Change
9807.625 N/A -0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/V9 - 2019-10-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9809.25 9808.25a 0.00
Settle Settle - Var Change
9807.625 N/A -0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/V9 - 2019-10-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b9808.75 9808.25a 0.00
Settle Settle - Var Change
9807.625 N/A -0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW5/V9 - 2019-10-31
CONTRACT PRICES (US$) Open High Low Close
0.00 b9808.25 9808.25a 0.00
Settle Settle - Var Change
9807.625 N/A -0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/X9 - 2019-11-07
CONTRACT PRICES (US$) Open High Low Close
0.00 b9819.75 9818.50a 0.00
Settle Settle - Var Change
9818.00 N/A -1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/X9 - 2019-11-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b9819.75 9818.50a 0.00
Settle Settle - Var Change
9818.00 N/A -1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/X9 - 2019-11-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b9819.75 9818.50a 0.00
Settle Settle - Var Change
9818.00 N/A -1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/X9 - 2019-11-29
CONTRACT PRICES (US$) Open High Low Close
0.00 b9819.75 9818.75a 0.00
Settle Settle - Var Change
9818.00 N/A -1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/Z9 - 2019-12-05
CONTRACT PRICES (US$) Open High Low Close
0.00 b9819.75 9818.25a 0.00
Settle Settle - Var Change
9818.00 N/A -1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/Z9 - 2019-12-12
CONTRACT PRICES (US$) Open High Low Close
0.00 b9819.75 9818.75a 0.00
Settle Settle - Var Change
9818.00 N/A -1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/Z9 - 2019-12-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9833.00 9830.00a 0.00
Settle Settle - Var Change
9829.50 N/A -4.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/Z9 - 2019-12-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b9833.00 9830.00a 0.00
Settle Settle - Var Change
9829.50 N/A -4.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9833.00 9830.00a 0.00
Settle Settle - Var Change
9829.50 N/A -4.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/F0 - 2020-01-09
CONTRACT PRICES (US$) Open High Low Close
0.00 b9833.00 9830.00a 0.00
Settle Settle - Var Change
9829.50 N/A -4.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/F0 - 2020-01-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9833.00 9830.00a 0.00
Settle Settle - Var Change
9829.50 N/A -4.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/M9 - 2019-09-18
CONTRACT PRICES (US$) Open High Low Close
9771.25 9771.25 9771.25 9771.25
Settle Settle - Var Change
9771.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 5
AMB3/U9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9814.75 9813.50a 0.00
Settle Settle - Var Change
9813.125 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 27
AMB3/Z9 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
9835.25 b9837.75 9833.25a 9834.50
Settle Settle - Var Change
9833.00 N/A -6.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
40 0 0 0
AMB3/H0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9850.50 9845.75a 0.00
Settle Settle - Var Change
9845.75 N/A -7.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9857.00 9853.00a 0.00
Settle Settle - Var Change
9852.875 N/A -6.750
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.