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 Tuesday, August 11, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 192,839 0 295 293,683 -11,358
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 175,867 0 295 291,932 -3,020
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 16,014 0 0 914 -8,365
S&P 500 Variance (VA) Futures 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 790 0 0 368 17
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 128 0 0 17 -10
Cboe 7-Day AMERIBOR Futures 40 0 0 125 20
Cboe One-Month AMERIBOR Futures 0 0 0 191 0
Cboe Three-Month AMERIBOR Futures 0 0 0 136 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT32/Q0 - 2020-08-12
CONTRACT PRICES (US$) Open High Low Close
21.60 b24.50 21.30a 24.20
Settle Settle - Var Change
23.65 N/A 1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 87
VX+VXT/Q0 - 2020-08-19
CONTRACT PRICES (US$) Open High Low Close
23.81 25.40 22.65 24.68
Settle Settle - Var Change
24.925 N/A 1.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
81,213 0 88 71,807
VX+VXT34/Q0 - 2020-08-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b26.40 23.95a 0.00
Settle Settle - Var Change
26.075 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 29
VX+VXT35/U0 - 2020-09-02
CONTRACT PRICES (US$) Open High Low Close
24.40 b26.85 24.40 24.40
Settle Settle - Var Change
26.65 N/A 1.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 1
VX+VXT36/U0 - 2020-09-09
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.80 25.50a 0.00
Settle Settle - Var Change
27.675 N/A 1.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
VX+VXT/U0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
27.20 28.35 26.19 27.90
Settle Settle - Var Change
28.175 N/A 1.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
63,303 0 207 129,427
VX+VXT38/U0 - 2020-09-23
CONTRACT PRICES (US$) Open High Low Close
28.20 b29.80 27.70a 28.20
Settle Settle - Var Change
29.725 N/A 1.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5 0 0 20
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
30.05 31.07 29.20 30.71
Settle Settle - Var Change
30.975 N/A 0.950
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14,546 0 0 35,763
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
28.60 29.35 27.85 29.02
Settle Settle - Var Change
29.275 N/A 0.700
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,813 0 0 26,163
VX+VXT/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
27.65 28.33 27.05 28.05
Settle Settle - Var Change
28.225 N/A 0.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,393 0 0 15,905
VX+VXT/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
28.15 28.67 27.52 28.45
Settle Settle - Var Change
28.625 N/A 0.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,382 0 0 8,820
VX+VXT/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
27.77 28.24 27.15 28.04
Settle Settle - Var Change
28.225 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,063 0 0 3,350
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
27.00 28.00 26.95 27.95
Settle Settle - Var Change
27.975 N/A 0.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
146 0 0 553
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.25 27.70a 0.00
Settle Settle - Var Change
27.00 N/A -0.475
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/U0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
27.20 28.30 26.20 27.90
Settle Settle - Var Change
28.175 N/A 1.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14,523 0 0 681
VXM/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
30.00 b31.05 29.22 30.76
Settle Settle - Var Change
30.975 N/A 0.950
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,481 0 0 223
VXM/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
29.20 b29.30 27.95a 29.20
Settle Settle - Var Change
29.275 N/A 0.700
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 10
VXM/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.25 27.15a 0.00
Settle Settle - Var Change
28.225 N/A 0.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/Q0 - 2020-08-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.10 18.25a 0.00
Settle Settle - Var Change
19.925 2807.9088 2.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.50 23.25a 0.00
Settle Settle - Var Change
24.125 1626.9195 1.675
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b25.75 26.05a 0.00
Settle Settle - Var Change
26.625 1767.7005 1.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.80 28.75a 0.00
Settle Settle - Var Change
28.90 1755.4625 1.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.75 29.85a 0.00
Settle Settle - Var Change
29.90 1254.6603 0.95
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.45 30.65a 0.00
Settle Settle - Var Change
30.65 2049.0141 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.45 31.10a 0.00
Settle Settle - Var Change
30.85 1641.9449 0.85
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.95 30.70a 0.00
Settle Settle - Var Change
29.95 737.127 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.10 30.05a 0.00
Settle Settle - Var Change
29.40 1284.4926 0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.55 29.45a 0.00
Settle Settle - Var Change
28.80 818.6523 0.575
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.55 29.70a 0.00
Settle Settle - Var Change
28.80 1623.4684 0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/U0 - 2020-09-01
CONTRACT PRICES (US$) Open High Low Close
139.11 b139.16 137.79a 137.82
Settle Settle - Var Change
137.87 N/A -1.195
CONTRACT VOLUME Total BLOCK ECRP Open Interest
407 0 0 281
IBHY/V0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
139.15 b139.27 137.91a 138.15
Settle Settle - Var Change
137.98 N/A -1.205
CONTRACT VOLUME Total BLOCK ECRP Open Interest
383 0 0 87
IBHY/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
137.98 N/A -1.205
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
137.98 N/A -1.205
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/U0 - 2020-09-01
CONTRACT PRICES (US$) Open High Low Close
149.37 b149.62 149.24a 149.30
Settle Settle - Var Change
149.30 N/A -0.955
CONTRACT VOLUME Total BLOCK ECRP Open Interest
74 0 0 10
IBIG/V0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
149.47 b149.73 149.37a 149.43
Settle Settle - Var Change
149.455 N/A -0.945
CONTRACT VOLUME Total BLOCK ECRP Open Interest
54 0 0 7
IBIG/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
149.455 N/A -0.945
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
149.455 N/A -0.945
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW2/Q0 - 2020-08-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.25 9989.75a 0.00
Settle Settle - Var Change
9989.50 N/A 0.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMW3/Q0 - 2020-08-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.25 9989.75a 0.00
Settle Settle - Var Change
9989.50 N/A 0.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMW4/Q0 - 2020-08-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.25 9990.00a 0.00
Settle Settle - Var Change
9989.50 N/A 0.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMW1/U0 - 2020-09-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9990.00a 0.00
Settle Settle - Var Change
9989.63 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/U0 - 2020-09-10
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.50 9989.75a 0.00
Settle Settle - Var Change
9989.25 N/A -0.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/U0 - 2020-09-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.50 9990.00a 0.00
Settle Settle - Var Change
9989.25 N/A -0.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/U0 - 2020-09-24
CONTRACT PRICES (US$) Open High Low Close
9993.75 9993.75 9993.50 9993.50
Settle Settle - Var Change
9992.88 N/A 0.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20 0 0 30
AMW5/U0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
9993.75 9993.75 9993.50a 9993.75
Settle Settle - Var Change
9992.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 10
AMW1/V0 - 2020-10-08
CONTRACT PRICES (US$) Open High Low Close
9993.75 9993.75 9993.50a 9993.75
Settle Settle - Var Change
9992.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 10
Cboe One-Month AMERIBOR Futures
AMB1/Q0 - 2020-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.25 9989.75a 0.00
Settle Settle - Var Change
9989.50 N/A 0.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 85
AMB1/U0 - 2020-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9992.00a 0.00
Settle Settle - Var Change
9991.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 31
AMB1/V0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9993.00a 0.00
Settle Settle - Var Change
9992.63 N/A 0.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/X0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.50 9993.50a 0.00
Settle Settle - Var Change
9993.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 11
AMB1/Z0 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.75 9994.00a 0.00
Settle Settle - Var Change
9993.50 N/A 0.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/F1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.25 9994.50a 0.00
Settle Settle - Var Change
9994.25 N/A 0.37
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/G1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.75 9995.50a 0.00
Settle Settle - Var Change
9994.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9994.25 9995.50a 0.00
Settle Settle - Var Change
9995.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9994.00 9995.50a 0.00
Settle Settle - Var Change
9995.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9994.25 9996.00a 0.00
Settle Settle - Var Change
9995.13 N/A -0.37
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9994.75 9996.00a 0.00
Settle Settle - Var Change
9995.63 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9994.50 9996.00a 0.00
Settle Settle - Var Change
9995.50 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9990.50a 0.00
Settle Settle - Var Change
9990.38 N/A 0.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 65
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.00 9993.00a 0.00
Settle Settle - Var Change
9992.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 21
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9994.00 9994.50a 0.00
Settle Settle - Var Change
9994.38 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9994.75 9995.00a 0.00
Settle Settle - Var Change
9995.00 N/A -0.25
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 b9994.75 9996.00a 0.00
Settle Settle - Var Change
9995.63 N/A -0.62
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.