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, November 11, 2019

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 189,581 1,040 2,500 515,326 3,160
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 189,492 1,040 2,500 514,586 3,140
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 79 0 0 270 20
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 0 0
Cboe 7-Day AMERIBOR Futures 0 0 0 305 0
Cboe Three-Month AMERIBOR Futures 10 0 0 165 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT46/X9 - 2019-11-13
CONTRACT PRICES (US$) Open High Low Close
14.00 14.00 13.30 13.30
Settle Settle - Var Change
13.175 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14 0 0 39
VX+VXT/X9 - 2019-11-20
CONTRACT PRICES (US$) Open High Low Close
14.30 14.70 14.05 14.10
Settle Settle - Var Change
14.075 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
83,483 520 546 122,451
VX+VXT48/X9 - 2019-11-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.40 14.50a 0.00
Settle Settle - Var Change
14.275 N/A -0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
VX+VXT49/Z9 - 2019-12-04
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.00 15.15a 0.00
Settle Settle - Var Change
15.075 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 17
VX+VXT50/Z9 - 2019-12-11
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.40 15.75a 0.00
Settle Settle - Var Change
15.575 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
VX+VXT/Z9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
16.08 16.35 15.80 15.80
Settle Settle - Var Change
15.825 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
74,672 520 1,954 241,872
VX+VXT52/Z9 - 2019-12-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.85 16.25a 0.00
Settle Settle - Var Change
15.825 N/A 0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
17.38 17.60 17.10 17.13
Settle Settle - Var Change
17.125 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,238 0 0 50,599
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
18.12 18.30 17.85 17.87
Settle Settle - Var Change
17.875 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,442 0 0 44,298
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
18.30 18.45 18.05 18.10
Settle Settle - Var Change
18.075 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,043 0 0 24,449
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
18.55 18.70 18.35 18.38
Settle Settle - Var Change
18.375 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,303 0 0 15,227
VX+VXT/K0 - 2020-05-20
CONTRACT PRICES (US$) Open High Low Close
18.60 18.75 18.45 18.47
Settle Settle - Var Change
18.475 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,035 0 0 11,628
VX+VXT/M0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
18.80 18.85 18.59 18.59
Settle Settle - Var Change
18.60 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
235 0 0 3,805
VX+VXT/N0 - 2020-07-22
CONTRACT PRICES (US$) Open High Low Close
18.95 18.95 18.74 18.75
Settle Settle - Var Change
18.70 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
27 0 0 174
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/X9 - 2019-11-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.28 5.28a 0.00
Settle Settle - Var Change
4.78 N/A -0.19
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/Z9 - 2019-12-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.23 5.33a 0.00
Settle Settle - Var Change
4.78 N/A -0.19
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.18 5.38a 0.00
Settle Settle - Var Change
4.78 N/A -0.19
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G0 - 2020-02-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b4.13 5.43a 0.00
Settle Settle - Var Change
4.78 N/A -0.19
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/X9 - 2019-11-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b8.00 8.00a 0.00
Settle Settle - Var Change
7.675 878.1289 -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.40 13.45a 0.00
Settle Settle - Var Change
13.125 676.4152 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F0 - 2020-01-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.90 14.95a 0.00
Settle Settle - Var Change
14.675 747.7132 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G0 - 2020-02-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.15 16.30a 0.00
Settle Settle - Var Change
15.975 780.631 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.90 17.15a 0.00
Settle Settle - Var Change
16.80 753.9689 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/J0 - 2020-04-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.25 17.55a 0.00
Settle Settle - Var Change
17.20 932.4263 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.95 18.35a 0.00
Settle Settle - Var Change
18.00 897.816 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.70 19.15a 0.00
Settle Settle - Var Change
18.85 956.5939 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.85 19.35a 0.00
Settle Settle - Var Change
18.975 931.301 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.35 19.85a 0.00
Settle Settle - Var Change
19.50 947.777 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.40 19.95a 0.00
Settle Settle - Var Change
19.60 926.2069 0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.80 20.35a 0.00
Settle Settle - Var Change
20.00 1008.6168 0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.00 20.65a 0.00
Settle Settle - Var Change
20.275 820.955 0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/Z9 - 2019-12-02
CONTRACT PRICES (US$) Open High Low Close
136.41 136.51 136.39a 136.48
Settle Settle - Var Change
136.47 N/A -0.115
CONTRACT VOLUME Total BLOCK ECRP Open Interest
64 0 0 236
IBHY/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
136.80 136.80 136.68a 136.77
Settle Settle - Var Change
136.77 N/A -0.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
15 0 0 34
IBHY/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b136.90 137.03a 0.00
Settle Settle - Var Change
136.985 N/A -0.130
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
136.985 N/A -0.130
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Z9 - 2019-12-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b133.09 133.74a 0.00
Settle Settle - Var Change
133.385 N/A 0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b132.89 133.94a 0.00
Settle Settle - Var Change
133.38 N/A 0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
133.38 N/A 0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
133.38 N/A 0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW2/X9 - 2019-11-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b9840.25 9841.25a 0.00
Settle Settle - Var Change
9840.75 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 125
AMW3/X9 - 2019-11-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b9840.25 9841.25a 0.00
Settle Settle - Var Change
9840.75 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 125
AMW4/X9 - 2019-11-29
CONTRACT PRICES (US$) Open High Low Close
0.00 b9840.25 9841.00a 0.00
Settle Settle - Var Change
9840.50 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMW1/Z9 - 2019-12-05
CONTRACT PRICES (US$) Open High Low Close
0.00 b9839.25 9840.00a 0.00
Settle Settle - Var Change
9839.75 N/A -0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMW2/Z9 - 2019-12-12
CONTRACT PRICES (US$) Open High Low Close
0.00 b9828.25 9843.25a 0.00
Settle Settle - Var Change
9839.75* N/A -0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMW3/Z9 - 2019-12-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9830.50 9846.00a 0.00
Settle Settle - Var Change
9838.25 N/A -2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMW4/Z9 - 2019-12-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b9830.50 9846.00a 0.00
Settle Settle - Var Change
9838.25 N/A -2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/F0 - 2020-01-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9830.50 9846.00a 0.00
Settle Settle - Var Change
9838.25 N/A -2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/F0 - 2020-01-09
CONTRACT PRICES (US$) Open High Low Close
0.00 b9830.50 9846.00a 0.00
Settle Settle - Var Change
9838.25 N/A -2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/F0 - 2020-01-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9830.50 9846.00a 0.00
Settle Settle - Var Change
9838.25 N/A -2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/F0 - 2020-01-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b9830.50 9846.00a 0.00
Settle Settle - Var Change
9838.25 N/A -2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW5/F0 - 2020-01-30
CONTRACT PRICES (US$) Open High Low Close
0.00 b9830.50 9846.00a 0.00
Settle Settle - Var Change
9838.25 N/A -2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/G0 - 2020-02-06
CONTRACT PRICES (US$) Open High Low Close
0.00 b9833.00 9848.50a 0.00
Settle Settle - Var Change
9840.75 N/A -2.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/G0 - 2020-02-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9833.00 9848.50a 0.00
Settle Settle - Var Change
9840.75 N/A -2.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/G0 - 2020-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b9833.00 9848.50a 0.00
Settle Settle - Var Change
9840.75 N/A -2.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/G0 - 2020-02-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b9833.00 9848.50a 0.00
Settle Settle - Var Change
9840.75 N/A -2.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/H0 - 2020-03-05
CONTRACT PRICES (US$) Open High Low Close
0.00 b9833.00 9848.50a 0.00
Settle Settle - Var Change
9840.75 N/A -2.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/H0 - 2020-03-12
CONTRACT PRICES (US$) Open High Low Close
0.00 b9833.00 9848.50a 0.00
Settle Settle - Var Change
9840.75 N/A -2.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/U9 - 2019-12-18
CONTRACT PRICES (US$) Open High Low Close
9826.25 9826.25 9825.50 9825.50
Settle Settle - Var Change
9825.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 31
AMB3/Z9 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9842.25 9843.00a 0.00
Settle Settle - Var Change
9842.75 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 6
AMB3/H0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9848.50 9849.00a 0.00
Settle Settle - Var Change
9848.50 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 80
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9852.00 9852.50a 0.00
Settle Settle - Var Change
9852.25 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 48
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9856.25 9857.25a 0.00
Settle Settle - Var Change
9856.75 N/A 0.75
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.