Futures Daily Settlement Prices

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.

Prices for March 27, 2020

VX - Cboe Volatility Index (VX) Futures
Symbol - Expiration Date Daily Settlement Price
VX13/J0 - 2020-04-01 60.4500
VX14/J0 - 2020-04-08 54.7750
VX/J0 - 2020-04-15 53.4250
VX16/J0 - 2020-04-22 51.7250
VX17/J0 - 2020-04-29 49.2000
VX18/K0 - 2020-05-06 47.0750
VX/K0 - 2020-05-20 44.8250
VX/M0 - 2020-06-17 39.4500
VX/N0 - 2020-07-22 35.3500
VX/Q0 - 2020-08-19 32.2500
VX/U0 - 2020-09-16 30.8500
VX/V0 - 2020-10-21 30.6500
VX/X0 - 2020-11-18 29.3250
VX/Z0 - 2020-12-16 32.0250
VXTY - Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
Symbol - Expiration Date Daily Settlement Price
VXTY/J0 - 2020-04-22 8.1000*
VXTY/K0 - 2020-05-27 7.7500*
VXTY/M0 - 2020-06-24 7.6500*
VA - S&P 500 Variance (VA) Futures
Symbol - Expiration Date Daily Settlement Price
VA/J0 - 2020-04-17 67.8500 / 2,837.9762
VA/K0 - 2020-05-15 61.3000 / 3,369.9043
VA/M0 - 2020-06-19 57.2000 / 1,576.6663
VA/N0 - 2020-07-17 54.0500 / 4,166.9644
VA/Q0 - 2020-08-21 50.5500 / 4,278.1493
VA/U0 - 2020-09-18 48.5500 / 2,247.3127
VA/V0 - 2020-10-16 46.8750 / 2,535.7182
VA/X0 - 2020-11-20 45.6500 / 2,489.4257
VA/Z0 - 2020-12-18 45.4500 / 1,558.9453
VA/F1 - 2021-01-15 44.5000 / 2,897.3036
VA/M1 - 2021-06-18 40.5750 / 2,104.4499
VA/Z1 - 2021-12-17 38.4750 / 1,653.4611
VA/Z2 - 2022-12-16 37.0000 / 2,120.4705
IBHY - Cboe High Yield Corporate Bond Index (IBHY) Futures
Symbol - Expiration Date Daily Settlement Price
IBHY/J0 - 2020-04-01 122.9300
IBHY/K0 - 2020-05-01 122.9500
IBHY/M0 - 2020-06-01 122.9500
IBHY/N0 - 2020-07-01 122.9500
IBIG - Cboe Investment Grade Corporate Bond Index (IBIG) Futures
Symbol - Expiration Date Daily Settlement Price
IBIG/J0 - 2020-04-01 131.0400*
IBIG/K0 - 2020-05-01 131.3900*
IBIG/M0 - 2020-06-01 131.3900*
IBIG/N0 - 2020-07-01 131.3900*
AMW - Cboe 7-Day AMERIBOR Futures
Symbol - Expiration Date Daily Settlement Price
AMW1/J0 - 2020-04-02 9,985.1250
AMW2/J0 - 2020-04-09 9,987.1250
AMW3/J0 - 2020-04-16 9,987.0000
AMW4/J0 - 2020-04-23 9,986.5000
AMW5/J0 - 2020-04-30 9,986.5000*
AMW1/K0 - 2020-05-07 9,983.0000*
AMW2/K0 - 2020-05-14 9,983.0000*
AMW3/K0 - 2020-05-21 9,983.0000*
AMW4/K0 - 2020-05-28 9,983.0000*
AMW1/M0 - 2020-06-04 9,983.0000*
AMW2/M0 - 2020-06-11 9,983.0000*
AMW3/M0 - 2020-06-18 9,983.0000*
AMW4/M0 - 2020-06-25 9,983.0000*
AMW1/N0 - 2020-07-02 9,983.0000*
AMB3 - Cboe Three-Month AMERIBOR Futures
Symbol - Expiration Date Daily Settlement Price
AMB3/H0 - 2020-06-17 9,986.7500
AMB3/M0 - 2020-09-16 9,989.6250
AMB3/U0 - 2020-12-16 9,990.0000
AMB3/Z0 - 2021-03-17 9,988.6250
AMB3/H1 - 2021-06-16 9,988.6250

Prices for March 26, 2020

VX - Cboe Volatility Index (VX) Futures
Symbol - Expiration Date Daily Settlement Price
VX13/J0 - 2020-04-01 57.0500
VX14/J0 - 2020-04-08 47.6750
VX/J0 - 2020-04-15 45.8750
VX16/J0 - 2020-04-22 44.7250
VX17/J0 - 2020-04-29 42.7000
VX18/K0 - 2020-05-06 41.1000
VX/K0 - 2020-05-20 39.6500
VX/M0 - 2020-06-17 35.5250
VX/N0 - 2020-07-22 32.3250
VX/Q0 - 2020-08-19 29.8250
VX/U0 - 2020-09-16 28.6500
VX/V0 - 2020-10-21 28.8750
VX/X0 - 2020-11-18 27.8500
VX/Z0 - 2020-12-16 29.4500
VXTY - Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY) Futures
Symbol - Expiration Date Daily Settlement Price
VXTY/J0 - 2020-04-22 9.2500*
VXTY/K0 - 2020-05-27 8.8000*
VXTY/M0 - 2020-06-24 8.7000*
VA - S&P 500 Variance (VA) Futures
Symbol - Expiration Date Daily Settlement Price
VA/J0 - 2020-04-17 63.6000 / 2,783.1703
VA/K0 - 2020-05-15 55.7750 / 3,192.2858
VA/M0 - 2020-06-19 52.0250 / 1,511.1112
VA/N0 - 2020-07-17 48.1500 / 3,787.2267
VA/Q0 - 2020-08-21 44.4500 / 3,801.3255
VA/U0 - 2020-09-18 42.6000 / 2,037.3837
VA/V0 - 2020-10-16 41.4000 / 2,274.8333
VA/X0 - 2020-11-20 41.0500 / 2,257.5239
VA/Z0 - 2020-12-18 40.6000 / 1,454.4098
VA/F1 - 2021-01-15 40.0000 / 2,604.2568
VA/M1 - 2021-06-18 36.5500 / 1,909.7418
VA/Z1 - 2021-12-17 33.2000 / 1,431.6729
VA/Z2 - 2022-12-16 32.6000 / 1,838.3685
IBHY - Cboe High Yield Corporate Bond Index (IBHY) Futures
Symbol - Expiration Date Daily Settlement Price
IBHY/J0 - 2020-04-01 122.7500
IBHY/K0 - 2020-05-01 122.6500
IBHY/M0 - 2020-06-01 122.6500
IBHY/N0 - 2020-07-01 122.6500
IBIG - Cboe Investment Grade Corporate Bond Index (IBIG) Futures
Symbol - Expiration Date Daily Settlement Price
IBIG/J0 - 2020-04-01 131.3000*
IBIG/K0 - 2020-05-01 131.6500*
IBIG/M0 - 2020-06-01 131.6500*
IBIG/N0 - 2020-07-01 131.6500*
AMW - Cboe 7-Day AMERIBOR Futures
Symbol - Expiration Date Daily Settlement Price
AMW4/H0 - 2020-03-26 9,975.8100
AMW1/J0 - 2020-04-02 9,982.7500
AMW2/J0 - 2020-04-09 9,984.2500
AMW3/J0 - 2020-04-16 9,985.5000
AMW4/J0 - 2020-04-23 9,984.5000
AMW5/J0 - 2020-04-30 9,984.5000*
AMW1/K0 - 2020-05-07 9,981.0000*
AMW2/K0 - 2020-05-14 9,981.0000*
AMW3/K0 - 2020-05-21 9,981.0000*
AMW4/K0 - 2020-05-28 9,981.0000*
AMW1/M0 - 2020-06-04 9,981.0000*
AMW2/M0 - 2020-06-11 9,981.0000*
AMW3/M0 - 2020-06-18 9,981.0000*
AMW4/M0 - 2020-06-25 9,981.0000*
AMW1/N0 - 2020-07-02 9,981.0000*
AMB3 - Cboe Three-Month AMERIBOR Futures
Symbol - Expiration Date Daily Settlement Price
AMB3/H0 - 2020-06-17 9,986.3750
AMB3/M0 - 2020-09-16 9,989.1250
AMB3/U0 - 2020-12-16 9,989.7500
AMB3/Z0 - 2021-03-17 9,988.0000
AMB3/H1 - 2021-06-16 9,988.0000

* Indicates that Exchange exercised discretionary authority to determine daily or final settlement price.