Cboe AMERIBOR Futures


Symbol Expiration Last Change High Low Settlement Volume
AMB3M20 09/16/2020 9990.25 0.00 0.00 0.00 9990.1290 0
AMB3U20 12/16/2020 9992.50 0.00 0.00 0.00 9993.0000 0

Symbol Expiration Last Change High Low Settlement Volume
AMB1Q20 09/01/2020 9989.00 0.00 0.00 0.00 9989.5000 0
AMB1U20 10/01/2020 9991.75 0.00 0.00 0.00 9991.8800 0
AMB1V20 11/02/2020 9993.00 0.00 0.00 0.00 9992.8800 0
AMB1X20 12/01/2020 9993.75 0.00 0.00 0.00 9993.3800 0
AMB1F21 02/01/2021 9994.75 0.00 0.00 0.00 9995.0000 0

Symbol Expiration Last Change High Low Settlement Volume
AMW2Q20 08/13/2020 9989.25 0.00 0.00 0.00 9989.1290 0
AMW3Q20 08/20/2020 9989.25 0.00 0.00 0.00 9989.1290 0
AMW4Q20 08/27/2020 9990.00 0.00 0.00 0.00 9989.1290 0
AMW1U20 09/03/2020 0.00 0.00 0.00 0.00 9988.8800 0

Cboe AMERIBOR Futures

AMERIBOR® (American Interbank Offered Rate), disseminated by the American Financial Exchange, LLC (AFX), is a transparent, transactions-based interest rate benchmark that represents market-based borrowing costs. The AMERIBOR rate is calculated daily as the transaction volume-weighted average interest rate of the AMERIBOR overnight unsecured loans on AFX. AMERIBOR is based on actual market transactions, not estimates or submissions. Cboe Futures ExchangeSM, LLC (CFE) offers futures on the AMERIBOR interest rate benchmark. AMERIBOR futures are cash-settled and are designed to reflect the market expectations of either compounded daily annualized AMERIBOR interest or average simple daily annualized AMERIBOR interest.

Contract Specifications

Why Trade

Hedge Variable Overnight Funding Costs and Interest Rate Risk
AMERIBOR is an unsecured interest rate benchmark that may be more reflective of the interbank borrowing costs of medium-sized and regional financial institutions.

Optimize Asset-Liability Management or Assist in Loan Origination
U.S. banks and other financial institutions can use AMERIBOR futures to match assets and liabilities and hedge loans with a benchmark that may be more representative of actual borrowing costs.

Hedge Exposure to Interest Rate Derivatives
Proprietary traders can use AMERIBOR futures in connection with hedging to help mitigate the risk of other interest rate derivative holdings.

Execute Interest Rate Trading Strategies
Whether the strategy is a relative value trade against other interest rate derivatives or directional in nature, proprietary traders can use AMERIBOR futures in connection with the execution of their interest rate strategies.

Market Data

Intraday    1M   3M    6M    1Y    All    

Trade AMERIBOR Futures on Cboe Futures Exchange

Below are links with additional information about trading on CFE.
Trading of AMERIBOR Futures is available on the Cboe Silexx execution management system. To learn more about Cboe Silexx, sign-up for the platform, or to take a free trial, visit:

AMERIBOR® is a registered trademark of Environmental Financial Products, LLC and is licensed for use by CFE in connection with the listing for trading by CFE of AMERIBOR futures.