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, February 27, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 742,961 4,792 13,930 457,310 36,361
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 742,636 4,792 13,930 452,120 36,371
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 4,817 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 325 0 0 128 -10
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 0 0
Cboe 7-Day AMERIBOR Futures 0 0 0 0 0
Cboe Three-Month AMERIBOR Futures 0 0 0 245 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT09/H0 - 2020-03-04
CONTRACT PRICES (US$) Open High Low Close
24.20 b32.50 24.20 32.35
Settle Settle - Var Change
31.225 N/A 6.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
171 0 0 231
VX+VXT10/H0 - 2020-03-10
CONTRACT PRICES (US$) Open High Low Close
23.35 b28.65 23.35 28.45
Settle Settle - Var Change
26.425 N/A 3.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
100 0 0 162
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
22.50 26.75 22.05 26.60
Settle Settle - Var Change
26.275 N/A 3.950
CONTRACT VOLUME Total BLOCK ECRP Open Interest
404,373 4,170 9,753 202,794
VX+VXT12/H0 - 2020-03-25
CONTRACT PRICES (US$) Open High Low Close
24.15 b25.35 22.15a 24.25
Settle Settle - Var Change
25.025* N/A 3.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
48 0 0 63
VX+VXT13/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
22.50 b23.70 22.50 22.65
Settle Settle - Var Change
24.525 N/A 3.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20 0 0 22
VX+VXT14/J0 - 2020-04-08
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.85 22.15a 0.00
Settle Settle - Var Change
23.45 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
21.00 23.72 20.77 23.62
Settle Settle - Var Change
23.525 N/A 2.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
211,311 622 4,177 112,875
VX+VXT/K0 - 2020-05-20
CONTRACT PRICES (US$) Open High Low Close
19.85 21.97 19.57 21.91
Settle Settle - Var Change
21.775 N/A 2.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
73,070 0 0 48,755
VX+VXT/M0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
19.50 21.15 19.30 21.07
Settle Settle - Var Change
20.925 N/A 1.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
26,750 0 0 26,233
VX+VXT/N0 - 2020-07-22
CONTRACT PRICES (US$) Open High Low Close
19.30 20.45 19.10a 20.39
Settle Settle - Var Change
20.275 N/A 1.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,322 0 0 19,554
VX+VXT/Q0 - 2020-08-19
CONTRACT PRICES (US$) Open High Low Close
19.15 20.12 18.98 20.00
Settle Settle - Var Change
19.85 N/A 0.775
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,174 0 0 15,439
VX+VXT/U0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
19.29 20.05 19.12 19.91
Settle Settle - Var Change
19.80 N/A 0.575
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,269 0 0 8,181
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
22.28 22.90 22.18 22.90
Settle Settle - Var Change
22.75 N/A 0.55
CONTRACT VOLUME Total BLOCK ECRP Open Interest
829 0 0 11,742
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
20.00 20.57 19.85a 20.52
Settle Settle - Var Change
20.425 N/A 0.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
199 0 0 6,069
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/H0 - 2020-03-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b5.36 6.36a 0.00
Settle Settle - Var Change
5.86 N/A 0.54
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J0 - 2020-04-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b5.31 6.41a 0.00
Settle Settle - Var Change
5.86 N/A 0.54
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/K0 - 2020-05-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b5.21 6.51a 0.00
Settle Settle - Var Change
5.86 N/A 0.54
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b41.05 29.95a 0.00
Settle Settle - Var Change
41.475 814.8218 13.775
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4,817
VA/J0 - 2020-04-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b34.25 27.45a 0.00
Settle Settle - Var Change
34.675 1151.3073 9.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/K0 - 2020-05-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b30.70 25.75a 0.00
Settle Settle - Var Change
31.10 1258.7317 7.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.40 24.60a 0.00
Settle Settle - Var Change
28.80 963.2519 5.70
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N0 - 2020-07-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.10 24.00a 0.00
Settle Settle - Var Change
27.50 1456.8088 4.85
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q0 - 2020-08-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b25.80 23.25a 0.00
Settle Settle - Var Change
26.225 1411.1313 4.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b25.10 22.80a 0.00
Settle Settle - Var Change
25.525 1059.5671 3.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.55 22.45a 0.00
Settle Settle - Var Change
24.975 1055.4537 3.325
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.25 22.40a 0.00
Settle Settle - Var Change
24.65 1055.4772 2.90
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.90 22.15a 0.00
Settle Settle - Var Change
24.30 967.4699 2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.60 22.00a 0.00
Settle Settle - Var Change
24.00 1187.6166 2.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.45 21.35a 0.00
Settle Settle - Var Change
22.85 1063.8407 2.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.70 21.15a 0.00
Settle Settle - Var Change
22.125 849.3266 1.575
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.75 20.45a 0.00
Settle Settle - Var Change
21.10 1046.2086 1.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
136.59 137.89 136.05a 136.67
Settle Settle - Var Change
136.305 N/A -1.885
CONTRACT VOLUME Total BLOCK ECRP Open Interest
220 0 0 52
IBHY/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
136.95 138.19 136.36a 137.08
Settle Settle - Var Change
136.62 N/A -1.88
CONTRACT VOLUME Total BLOCK ECRP Open Interest
105 0 0 76
IBHY/K0 - 2020-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
136.62 N/A -1.88
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/M0 - 2020-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
136.62 N/A -1.88
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b139.97 140.47a 0.00
Settle Settle - Var Change
140.17 N/A -0.705
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b139.83 140.61a 0.00
Settle Settle - Var Change
140.17 N/A -0.73
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/K0 - 2020-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
140.17 N/A -0.73
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/M0 - 2020-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
140.17 N/A -0.73
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW4/G0 - 2020-02-27
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9837.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/H0 - 2020-03-05
CONTRACT PRICES (US$) Open High Low Close
0.00 b9836.75 9837.50a 0.00
Settle Settle - Var Change
9837.25 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/H0 - 2020-03-12
CONTRACT PRICES (US$) Open High Low Close
0.00 b9836.75 9837.50a 0.00
Settle Settle - Var Change
9837.25 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/H0 - 2020-03-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9836.75 9837.75a 0.00
Settle Settle - Var Change
9837.25 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/H0 - 2020-03-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b9854.00 9847.50a 0.00
Settle Settle - Var Change
9854.50 N/A 7.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/J0 - 2020-04-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9854.50* N/A 7.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/J0 - 2020-04-09
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9854.50* N/A 7.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/J0 - 2020-04-16
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9854.50* N/A 7.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/J0 - 2020-04-23
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9854.50* N/A 7.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW5/J0 - 2020-04-30
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9854.50* N/A 7.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/K0 - 2020-05-07
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9856.00* N/A 8.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/K0 - 2020-05-14
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9856.00* N/A 8.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/K0 - 2020-05-21
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9856.00* N/A 8.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/K0 - 2020-05-28
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9856.00* N/A 8.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/M0 - 2020-06-04
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9856.00* N/A 8.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/M0 - 2020-06-11
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9856.00* N/A 8.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/M0 - 2020-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9866.00* N/A 8.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/M0 - 2020-06-25
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9866.00* N/A 8.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/N0 - 2020-07-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9866.00* N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/Z9 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9837.75 9838.75a 0.00
Settle Settle - Var Change
9838.25 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 155
AMB3/H0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9865.00 9857.50a 0.00
Settle Settle - Var Change
9864.75 N/A 12.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9896.00 9883.75a 0.00
Settle Settle - Var Change
9892.50 N/A 14.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9911.25 9898.50a 0.00
Settle Settle - Var Change
9906.50 N/A 13.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9906.50 N/A 13.375
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.