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, May 29, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 126,721 245 400 219,242 -1,436
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 125,259 245 400 218,468 -1,557
S&P 500 Variance (VA) Futures 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 1,262 0 0 213 -4
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 0 0
Cboe 7-Day AMERIBOR Futures 175 0 0 335 125
Cboe Three-Month AMERIBOR Futures 25 0 0 226 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT22/M0 - 2020-06-02
CONTRACT PRICES (US$) Open High Low Close
30.30 b30.90 28.25a 30.35
Settle Settle - Var Change
28.40 N/A -1.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9 0 0 125
VX+VXT23/M0 - 2020-06-10
CONTRACT PRICES (US$) Open High Low Close
0.00 b30.95 28.75a 0.00
Settle Settle - Var Change
28.80 N/A -1.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 18
VX+VXT/M0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
30.35 31.20 28.80 28.85
Settle Settle - Var Change
28.825 N/A -1.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
73,744 245 274 90,465
VX+VXT25/M0 - 2020-06-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b31.40 29.50a 0.00
Settle Settle - Var Change
29.45 N/A -0.90
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
VX+VXT26/N0 - 2020-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b31.55 29.75a 0.00
Settle Settle - Var Change
29.70 N/A -0.825
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 3
VX+VXT27/N0 - 2020-07-08
CONTRACT PRICES (US$) Open High Low Close
0.00 b30.40 30.65a 0.00
Settle Settle - Var Change
29.325 N/A -1.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/N0 - 2020-07-22
CONTRACT PRICES (US$) Open High Low Close
31.14 31.85 30.10 30.13
Settle Settle - Var Change
30.175 N/A -0.950
CONTRACT VOLUME Total BLOCK ECRP Open Interest
37,110 0 126 62,261
VX+VXT/Q0 - 2020-08-19
CONTRACT PRICES (US$) Open High Low Close
30.70 31.35 30.00 30.00
Settle Settle - Var Change
30.025 N/A -0.650
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,253 0 0 17,042
VX+VXT/U0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
30.80 31.37 30.20 30.25
Settle Settle - Var Change
30.225 N/A -0.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,884 0 0 16,931
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
32.40 32.90 31.85 31.90
Settle Settle - Var Change
31.925 N/A -0.400
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,574 0 0 17,226
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
30.30 30.75 29.75 29.80
Settle Settle - Var Change
29.825 N/A -0.400
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,313 0 0 11,915
VX+VXT/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
29.00 29.30 28.30 28.33
Settle Settle - Var Change
28.35 N/A -0.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
316 0 0 2,209
VX+VXT/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
29.00 29.20 28.32 28.32
Settle Settle - Var Change
28.30 N/A -0.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
56 0 0 269
VX+VXT/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.95 29.75a 0.00
Settle Settle - Var Change
28.50 N/A 0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/M0 - 2020-06-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.15 27.05a 0.00
Settle Settle - Var Change
25.90 1317.1441 -0.80
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N0 - 2020-07-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.15 29.65a 0.00
Settle Settle - Var Change
28.275 2966.5798 -0.925
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q0 - 2020-08-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b30.35 31.15a 0.00
Settle Settle - Var Change
29.70 3011.1456 -0.90
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U0 - 2020-09-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b31.25 32.10a 0.00
Settle Settle - Var Change
30.70 1735.545 -0.95
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V0 - 2020-10-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b31.50 32.65a 0.00
Settle Settle - Var Change
31.225 1914.2306 -0.725
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b32.40 33.50a 0.00
Settle Settle - Var Change
32.00 1901.7472 -0.80
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b33.35 31.90a 0.00
Settle Settle - Var Change
32.40 1313.7566 -0.70
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b33.30 32.25a 0.00
Settle Settle - Var Change
33.05 2232.3678 -0.95
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b30.05 31.50a 0.00
Settle Settle - Var Change
30.00 1665.10 -0.85
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.70 31.10a 0.00
Settle Settle - Var Change
29.60 1318.4581 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b30.05 32.00a 0.00
Settle Settle - Var Change
30.50 1735.0487 0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/M0 - 2020-06-01
CONTRACT PRICES (US$) Open High Low Close
132.13 b133.13 132.00a 132.85
Settle Settle - Var Change
132.87 N/A 0.605
CONTRACT VOLUME Total BLOCK ECRP Open Interest
591 0 0 57
IBHY/N0 - 2020-07-01
CONTRACT PRICES (US$) Open High Low Close
132.25 b133.29 132.13a 133.02
Settle Settle - Var Change
133.045 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
671 0 0 156
IBHY/Q0 - 2020-08-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
133.045 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/U0 - 2020-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
133.045 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/M0 - 2020-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b141.33 142.01a 0.00
Settle Settle - Var Change
141.78 N/A 0.68
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/N0 - 2020-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b141.35 142.03a 0.00
Settle Settle - Var Change
141.80 N/A 0.70
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/Q0 - 2020-08-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
141.80 N/A 0.70
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/U0 - 2020-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
141.80 N/A 0.70
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW1/M0 - 2020-06-04
CONTRACT PRICES (US$) Open High Low Close
9987.75 9987.75 9987.75 9987.75
Settle Settle - Var Change
9988.00 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25 0 0 100
AMW2/M0 - 2020-06-11
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.25 9987.75a 0.00
Settle Settle - Var Change
9987.75 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 75
AMW3/M0 - 2020-06-18
CONTRACT PRICES (US$) Open High Low Close
9987.25 b9987.50 9987.25 9987.25
Settle Settle - Var Change
9987.75 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
75 0 0 75
AMW4/M0 - 2020-06-25
CONTRACT PRICES (US$) Open High Low Close
9987.25 9987.50 9987.25 9987.50
Settle Settle - Var Change
9987.875 N/A 1.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
75 0 0 75
AMW1/N0 - 2020-07-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.00 9987.75a 0.00
Settle Settle - Var Change
9987.50 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/N0 - 2020-07-09
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.00 9988.00a 0.00
Settle Settle - Var Change
9987.50 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMW3/N0 - 2020-07-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.00 9988.00a 0.00
Settle Settle - Var Change
9987.50 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/N0 - 2020-07-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.00 9988.00a 0.00
Settle Settle - Var Change
9987.50 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW5/N0 - 2020-07-30
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.00 9988.00a 0.00
Settle Settle - Var Change
9987.50 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/H0 - 2020-06-17
CONTRACT PRICES (US$) Open High Low Close
9984.50 9984.50 9984.25 9984.25
Settle Settle - Var Change
9984.50 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25 0 0 78
AMB3/M0 - 2020-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9986.75 9987.00a 0.00
Settle Settle - Var Change
9987.125 N/A 1.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 48
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.00 9988.75a 0.00
Settle Settle - Var Change
9989.25 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 15
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9989.75a 0.00
Settle Settle - Var Change
9990.75 N/A 1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 75
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9991.50a 0.00
Settle Settle - Var Change
9992.25 N/A 1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
"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.