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, January 16, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 209,858 800 1,392 479,156 3,169
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 209,763 800 1,392 478,699 3,149
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 20 0 0 214 20
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 0 0
Cboe 7-Day AMERIBOR Futures 75 0 0 0 0
Cboe Three-Month AMERIBOR Futures 0 0 0 243 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
12.91 12.95 12.55 12.60
Settle Settle - Var Change
12.575 N/A -0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
83,074 475 189 61,784
VX+VXT04/F0 - 2020-01-29
CONTRACT PRICES (US$) Open High Low Close
13.50 b13.55 13.40a 13.50
Settle Settle - Var Change
13.40 N/A -0.425
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9 0 0 32
VX+VXT05/G0 - 2020-02-05
CONTRACT PRICES (US$) Open High Low Close
14.15 b14.25 14.05a 14.10
Settle Settle - Var Change
14.00 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 98
VX+VXT06/G0 - 2020-02-12
CONTRACT PRICES (US$) Open High Low Close
14.35 b14.45 14.35 14.35
Settle Settle - Var Change
14.40 N/A -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6 0 0 6
VX+VXT/G0 - 2020-02-19
CONTRACT PRICES (US$) Open High Low Close
15.18 15.20 14.80 14.93
Settle Settle - Var Change
14.925 N/A -0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
82,029 325 1,203 250,499
VX+VXT08/G0 - 2020-02-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.90 15.55a 0.00
Settle Settle - Var Change
15.20 N/A -0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT09/H0 - 2020-03-04
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.20 15.85a 0.00
Settle Settle - Var Change
15.475 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/H0 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
15.57 15.60 15.26 15.37
Settle Settle - Var Change
15.375 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,150 0 0 64,586
VX+VXT/J0 - 2020-04-15
CONTRACT PRICES (US$) Open High Low Close
16.17 16.20 15.90 15.97
Settle Settle - Var Change
15.975 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,258 0 0 37,135
VX+VXT/K0 - 2020-05-20
CONTRACT PRICES (US$) Open High Low Close
16.40 16.42 16.15 16.22
Settle Settle - Var Change
16.225 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,462 0 0 28,592
VX+VXT/M0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
16.81 16.82 16.60 16.63
Settle Settle - Var Change
16.625 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,726 0 0 14,248
VX+VXT/N0 - 2020-07-22
CONTRACT PRICES (US$) Open High Low Close
17.12 17.12 16.92 16.92
Settle Settle - Var Change
16.975 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,168 0 0 7,345
VX+VXT/Q0 - 2020-08-19
CONTRACT PRICES (US$) Open High Low Close
17.20 17.25 17.10 17.13
Settle Settle - Var Change
17.125 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
341 0 0 3,351
VX+VXT/U0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
17.54 17.70 17.48 17.48
Settle Settle - Var Change
17.475 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
189 0 0 2,685
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
19.95 19.95 19.75 19.75
Settle Settle - Var Change
19.825 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
282 0 0 5,674
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
18.25 18.25 18.00 18.12
Settle Settle - Var Change
17.975 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
67 0 0 2,664
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
VXTY/F0 - 2020-01-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.24 4.24a 0.00
Settle Settle - Var Change
3.74 N/A 0.02
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/G0 - 2020-02-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.19 4.29a 0.00
Settle Settle - Var Change
3.74 N/A 0.02
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/H0 - 2020-03-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.14 4.34a 0.00
Settle Settle - Var Change
3.74 N/A 0.02
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/J0 - 2020-04-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.09 4.39a 0.00
Settle Settle - Var Change
3.74 N/A 0.02
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/F0 - 2020-01-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b7.45 6.10a 0.00
Settle Settle - Var Change
8.05 678.5432 -0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G0 - 2020-02-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b12.10 12.65a 0.00
Settle Settle - Var Change
12.50 692.6812 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H0 - 2020-03-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.45 14.15a 0.00
Settle Settle - Var Change
13.875 709.5975 -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/J0 - 2020-04-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.10 14.80a 0.00
Settle Settle - Var Change
14.50 801.9382 -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/K0 - 2020-05-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.55 15.30a 0.00
Settle Settle - Var Change
14.95 862.701 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.05 15.75a 0.00
Settle Settle - Var Change
15.425 856.0686 -0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.00 16.75a 0.00
Settle Settle - Var Change
16.35 868.4018 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.20 16.90a 0.00
Settle Settle - Var Change
16.50 818.8091 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.75 17.50a 0.00
Settle Settle - Var Change
17.10 834.5452 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.80 17.55a 0.00
Settle Settle - Var Change
17.15 879.4414 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.85 17.60a 0.00
Settle Settle - Var Change
17.20 934.1471 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.60 18.40a 0.00
Settle Settle - Var Change
18.00 925.3542 -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.50 19.25a 0.00
Settle Settle - Var Change
18.85 765.2824 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.10 19.80a 0.00
Settle Settle - Var Change
19.45 980.3966 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
140.21 b140.26 140.10a 140.13
Settle Settle - Var Change
140.155 N/A 0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20 0 0 197
IBHY/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b140.49 140.30a 0.00
Settle Settle - Var Change
140.355 N/A 0.040
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 17
IBHY/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
140.355 N/A 0.040
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/K0 - 2020-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
140.355 N/A 0.040
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/G0 - 2020-02-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b137.00 137.99a 0.00
Settle Settle - Var Change
137.57 N/A 0.18
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/H0 - 2020-03-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b136.86 138.13a 0.00
Settle Settle - Var Change
137.565 N/A 0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/J0 - 2020-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
137.565 N/A 0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/K0 - 2020-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
137.565 N/A 0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW3/F0 - 2020-01-16
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9841.28 N/A 0.155
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/F0 - 2020-01-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b9840.75 9841.25a 0.00
Settle Settle - Var Change
9840.875 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW5/F0 - 2020-01-30
CONTRACT PRICES (US$) Open High Low Close
9841.25 9841.25 9841.25 9841.25
Settle Settle - Var Change
9841.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25 0 0 0
AMW1/G0 - 2020-02-06
CONTRACT PRICES (US$) Open High Low Close
9840.25 9840.25 9838.00 9838.00
Settle Settle - Var Change
9838.125 N/A 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
50 0 0 0
AMW2/G0 - 2020-02-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9837.75 9838.00a 0.00
Settle Settle - Var Change
9838.125 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/G0 - 2020-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b9836.75 9837.75a 0.00
Settle Settle - Var Change
9837.50 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/G0 - 2020-02-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b9836.75 9837.75a 0.00
Settle Settle - Var Change
9837.50 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/H0 - 2020-03-05
CONTRACT PRICES (US$) Open High Low Close
0.00 b9837.00 9838.00a 0.00
Settle Settle - Var Change
9837.75 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/H0 - 2020-03-12
CONTRACT PRICES (US$) Open High Low Close
0.00 b9837.00 9838.00a 0.00
Settle Settle - Var Change
9837.75 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/H0 - 2020-03-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9837.00 9838.00a 0.00
Settle Settle - Var Change
9837.75 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/H0 - 2020-03-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b9837.00 9838.00a 0.00
Settle Settle - Var Change
9837.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/J0 - 2020-04-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9837.00 9838.00a 0.00
Settle Settle - Var Change
9837.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/J0 - 2020-04-09
CONTRACT PRICES (US$) Open High Low Close
0.00 b9837.00 9838.00a 0.00
Settle Settle - Var Change
9837.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/J0 - 2020-04-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9836.75 9838.00a 0.00
Settle Settle - Var Change
9837.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/J0 - 2020-04-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b9836.75 9838.00a 0.00
Settle Settle - Var Change
9837.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW5/J0 - 2020-04-30
CONTRACT PRICES (US$) Open High Low Close
0.00 b9836.75 9838.00a 0.00
Settle Settle - Var Change
9837.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/K0 - 2020-05-07
CONTRACT PRICES (US$) Open High Low Close
0.00 b9839.50 9840.00a 0.00
Settle Settle - Var Change
9840.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/K0 - 2020-05-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b9839.50 9840.00a 0.00
Settle Settle - Var Change
9840.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/K0 - 2020-05-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b9839.50 9840.00a 0.00
Settle Settle - Var Change
9840.25 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/Z9 - 2020-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9838.75 9839.50a 0.00
Settle Settle - Var Change
9839.125 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 155
AMB3/H0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9838.75 9838.75a 0.00
Settle Settle - Var Change
9839.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 73
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9845.75 9845.50a 0.00
Settle Settle - Var Change
9846.00 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 15
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9854.25 9854.00a 0.00
Settle Settle - Var Change
9854.50 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9861.25 9861.75a 0.00
Settle Settle - Var Change
9862.00 N/A -1.00
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.