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 Wednesday, October 21, 2020

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 130,014 0 309 295,570 658
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 120,182 0 309 280,261 482
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 9,415 0 0 14,017 129
S&P 500 Variance (VA) Futures 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 401 0 0 629 49
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 16 0 0 128 -2
Cboe 7-Day AMERIBOR Futures 0 0 0 25 0
Cboe One-Month AMERIBOR Futures 0 0 0 329 0
Cboe Three-Month AMERIBOR Futures 0 0 0 181 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
29.20 30.30 28.60 30.00
Settle Settle - Var Change
29.07 N/A -0.205
CONTRACT VOLUME Total BLOCK ECRP Open Interest
884 0 0 21,144
VX+VXT43/V0 - 2020-10-28
CONTRACT PRICES (US$) Open High Low Close
30.40 b31.00 29.15a 30.50
Settle Settle - Var Change
29.45 N/A -0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11 0 0 21
VX+VXT44/X0 - 2020-11-04
CONTRACT PRICES (US$) Open High Low Close
29.15 b29.95 28.50a 29.45
Settle Settle - Var Change
28.725 N/A -0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6 0 0 48
VX+VXT45/X0 - 2020-11-11
CONTRACT PRICES (US$) Open High Low Close
29.20 b29.80 28.40a 28.60
Settle Settle - Var Change
28.475 N/A -0.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5 0 0 2
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
29.90 30.45 29.07 29.20
Settle Settle - Var Change
29.225 N/A -0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
61,205 0 309 160,860
VX+VXT47/X0 - 2020-11-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.40 29.90a 0.00
Settle Settle - Var Change
28.975 N/A -0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT48/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.45 29.85a 0.00
Settle Settle - Var Change
29.025 N/A -0.575
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
29.20 29.65 28.50 28.70
Settle Settle - Var Change
28.825 N/A -0.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
41,376 0 0 47,511
VX+VXT/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
28.53 28.95 27.95 28.15
Settle Settle - Var Change
28.225 N/A -0.475
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,698 0 0 21,138
VX+VXT/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
28.25 28.55 27.65 27.85
Settle Settle - Var Change
27.875 N/A -0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,279 0 0 14,480
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
27.82 28.10 27.32 27.50
Settle Settle - Var Change
27.525 N/A -0.400
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,814 0 0 10,152
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
27.47 27.80 27.13 27.40
Settle Settle - Var Change
27.425 N/A -0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,069 0 0 3,730
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
27.25 b27.60 26.85 27.10
Settle Settle - Var Change
27.125 N/A -0.400
CONTRACT VOLUME Total BLOCK ECRP Open Interest
835 0 0 1,166
VX+VXT/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b25.80 27.75a 0.00
Settle Settle - Var Change
26.875 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/V0 - 2020-10-21
CONTRACT PRICES (US$) Open High Low Close
29.05 30.35 28.65a 29.80
Settle Settle - Var Change
29.07 N/A -0.205
CONTRACT VOLUME Total BLOCK ECRP Open Interest
121 0 0 8,244
VXM/X0 - 2020-11-18
CONTRACT PRICES (US$) Open High Low Close
29.55 30.45 29.15 29.20
Settle Settle - Var Change
29.225 N/A -0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,785 0 0 5,246
VXM/Z0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
29.05 b29.60 28.55 29.15
Settle Settle - Var Change
28.825 N/A -0.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
396 0 0 374
VXM/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
28.35 b28.90 28.00 28.19
Settle Settle - Var Change
28.225 N/A -0.475
CONTRACT VOLUME Total BLOCK ECRP Open Interest
113 0 0 153
S&P 500 Variance (VA) Futures
VA/X0 - 2020-11-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.30 28.95a 0.00
Settle Settle - Var Change
27.70 1669.2951 -0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.80 30.45a 0.00
Settle Settle - Var Change
29.05 1216.7466 -0.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.25 31.15a 0.00
Settle Settle - Var Change
29.75 1929.5874 -0.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G1 - 2021-02-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.50 31.50a 0.00
Settle Settle - Var Change
30.075 829.1649 -0.475
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H1 - 2021-03-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.55 31.60a 0.00
Settle Settle - Var Change
30.20 1042.5429 -0.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/J1 - 2021-04-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.55 31.65a 0.00
Settle Settle - Var Change
30.20 1018.4577 -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.50 31.60a 0.00
Settle Settle - Var Change
30.15 1569.118 -0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.25 31.55a 0.00
Settle Settle - Var Change
30.05 657.6983 -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.00 31.30a 0.00
Settle Settle - Var Change
29.85 1261.4308 -0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.50 30.85a 0.00
Settle Settle - Var Change
29.35 798.9559 0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.45 30.10a 0.00
Settle Settle - Var Change
28.60 1583.7553 -0.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
139.41 139.60 139.21a 139.53
Settle Settle - Var Change
139.295 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
233 0 0 568
IBHY/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
139.51 b139.71 139.31a 139.58
Settle Settle - Var Change
139.40 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
168 0 0 61
IBHY/F1 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
139.40 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/G1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
139.40 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/X0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
146.75 b146.80 146.48a 146.72
Settle Settle - Var Change
146.50 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
16 0 0 27
IBIG/Z0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b146.85 146.53a 0.00
Settle Settle - Var Change
146.55 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 101
IBIG/F1 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
146.55 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/G1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
146.55 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW3/V0 - 2020-10-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9991.25a 0.00
Settle Settle - Var Change
9990.75 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/V0 - 2020-10-29
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9991.25a 0.00
Settle Settle - Var Change
9990.75 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/X0 - 2020-11-05
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9991.25a 0.00
Settle Settle - Var Change
9990.75 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/X0 - 2020-11-12
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMW3/X0 - 2020-11-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.75a 0.00
Settle Settle - Var Change
9991.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/X0 - 2020-11-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.75a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/Z0 - 2020-12-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.75a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/Z0 - 2020-12-10
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.75a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/Z0 - 2020-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.75a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/V0 - 2020-11-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.25a 0.00
Settle Settle - Var Change
9991.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 56
AMB1/X0 - 2020-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.25a 0.00
Settle Settle - Var Change
9991.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 11
AMB1/Z0 - 2021-01-04
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9991.50a 0.00
Settle Settle - Var Change
9991.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 108
AMB1/F1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.75 9992.00a 0.00
Settle Settle - Var Change
9991.75 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 83
AMB1/G1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9993.00a 0.00
Settle Settle - Var Change
9992.50 N/A -0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.50 9993.25a 0.00
Settle Settle - Var Change
9992.75 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.50 9993.50a 0.00
Settle Settle - Var Change
9992.875 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.75 9993.50a 0.00
Settle Settle - Var Change
9993.50 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.75 9993.75a 0.00
Settle Settle - Var Change
9993.125 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.00 9994.00a 0.00
Settle Settle - Var Change
9993.625 N/A -0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.50 9994.50a 0.00
Settle Settle - Var Change
9993.75 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.75 9994.75a 0.00
Settle Settle - Var Change
9994.125 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9994.25 9995.00a 0.00
Settle Settle - Var Change
9994.50 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) 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 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9994.25 9995.25a 0.00
Settle Settle - Var Change
9994.75 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) 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 0
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9994.50 9996.00a 0.00
Settle Settle - Var Change
9995.375 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9995.00 9996.25a 0.00
Settle Settle - Var Change
9995.75 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9995.50 9996.75a 0.00
Settle Settle - Var Change
9996.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9995.25 9996.50a 0.00
Settle Settle - Var Change
9996.00 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.25 9994.50a 0.00
Settle Settle - Var Change
9994.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.25 9994.25a 0.00
Settle Settle - Var Change
9993.875 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.25 9994.25a 0.00
Settle Settle - Var Change
9993.875 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.00 9994.00a 0.00
Settle Settle - Var Change
9993.75 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9990.75a 0.00
Settle Settle - Var Change
9990.375 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 21
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9992.25a 0.00
Settle Settle - Var Change
9992.00 N/A -0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.00 9993.00a 0.00
Settle Settle - Var Change
9992.75 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 85
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.75 9994.00a 0.00
Settle Settle - Var Change
9993.875 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9994.25 9995.25a 0.00
Settle Settle - Var Change
9994.50 N/A -0.50
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.