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Cboe Global Markets

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, July 23, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 9,588 0 0 306,886 -2,351
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 6,622 0 0 299,335 -1,631
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 879 0 0 5,785 -715
S&P 500 Variance (VA) Futures 256 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 399 0 0 733 -83
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 371 0 0 292 78
Cboe 7-Day AMERIBOR Futures 883 0 0 0 0
Cboe One-Month AMERIBOR Futures 0 0 0 616 0
Cboe Three-Month AMERIBOR Futures 178 0 0 125 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT30/N1 - 2021-07-28
CONTRACT PRICES (US$) Open High Low Close
16.75 16.95 16.70 16.80
Settle Settle - Var Change
16.75 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
212 0 0 102
VX+VXT31/Q1 - 2021-08-04
CONTRACT PRICES (US$) Open High Low Close
16.75 18.00 16.60 16.60
Settle Settle - Var Change
16.725 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
186 0 0 78
VX+VXT32/Q1 - 2021-08-11
CONTRACT PRICES (US$) Open High Low Close
16.05 16.30 16.05 16.30
Settle Settle - Var Change
16.10 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
121 0 0 38
VX+VXT/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
35.35 35.55 35.00 35.40
Settle Settle - Var Change
35.40 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
760 0 0 159,138
VX+VXT34/Q1 - 2021-08-25
CONTRACT PRICES (US$) Open High Low Close
33.70 33.80 33.60 33.60
Settle Settle - Var Change
33.675 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
169 0 0 1
VX+VXT35/U1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
15.75 15.85 15.75 15.80
Settle Settle - Var Change
15.775 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
122 0 0 0
VX+VXT/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
27.20 27.60 27.05 27.40
Settle Settle - Var Change
27.40 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
598 0 0 57,214
VX+VXT/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
31.95 31.95 31.80 31.80
Settle Settle - Var Change
31.90 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
573 0 0 35,246
VX+VXT/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
31.80 32.00 31.40 31.65
Settle Settle - Var Change
31.675 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,000 0 0 22,289
VX+VXT/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
28.30 28.65 28.05 28.50
Settle Settle - Var Change
28.45 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
542 0 0 13,815
VX+VXT/F2 - 2022-01-19
CONTRACT PRICES (US$) Open High Low Close
16.90 17.05 16.80 16.80
Settle Settle - Var Change
16.875 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
569 0 0 8,674
VX+VXT/G2 - 2022-02-16
CONTRACT PRICES (US$) Open High Low Close
16.85 17.15 16.85 17.15
Settle Settle - Var Change
16.95 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
982 0 0 2,337
VX+VXT/H2 - 2022-03-15
CONTRACT PRICES (US$) Open High Low Close
17.00 17.30 16.80 16.95
Settle Settle - Var Change
16.925 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
788 0 0 403
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
35.35 35.35 35.00 35.25
Settle Settle - Var Change
35.40 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
236 0 0 4,907
VXM/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
27.50 27.60 27.30 27.30
Settle Settle - Var Change
27.40 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
140 0 0 600
VXM/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
32.25 32.25 32.00 32.00
Settle Settle - Var Change
31.90 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
142 0 0 149
VXM/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
31.65 31.90 31.45 31.80
Settle Settle - Var Change
31.675 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
209 0 0 119
VXM/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
28.65 28.65 28.35 28.35
Settle Settle - Var Change
28.45 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
152 0 0 10
S&P 500 Variance (VA) Futures
VA/Q1 - 2021-08-20
CONTRACT PRICES (US$) Open High Low Close
21.15 b21.20 21.05 21.05
Settle Settle - Var Change
21.75 297.8966 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
22.05 22.10 21.90 21.90
Settle Settle - Var Change
22.625 202.8271 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20 0 0 0
VA/V1 - 2021-10-15
CONTRACT PRICES (US$) Open High Low Close
22.00 22.00 21.90 21.90
Settle Settle - Var Change
22.525 806.4133 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7 0 0 0
VA/X1 - 2021-11-19
CONTRACT PRICES (US$) Open High Low Close
22.15 22.15 22.05 22.05
Settle Settle - Var Change
22.675 805.8545 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
21.70 21.75 21.55 21.70
Settle Settle - Var Change
22.275 1044.4547 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18 0 0 0
VA/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
22.00 b22.05 21.90 21.95
Settle Settle - Var Change
22.575 500.1484 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14 0 0 0
VA/G2 - 2022-02-18
CONTRACT PRICES (US$) Open High Low Close
22.20 22.25 22.05 22.15
Settle Settle - Var Change
22.775 824.0835 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24 0 0 0
VA/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
22.75 22.80 22.75 22.80
Settle Settle - Var Change
23.35 601.7466 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
21.75 21.80 21.70 21.70
Settle Settle - Var Change
22.325 391.245 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12 0 0 0
VA/U2 - 2022-09-16
CONTRACT PRICES (US$) Open High Low Close
15.35 15.50 15.30 15.30
Settle Settle - Var Change
14.75 549.4832 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
86 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
21.80 21.80 21.65 21.75
Settle Settle - Var Change
22.325 1286.9653 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
15 0 0 0
VA/F3 - 2023-01-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.90 15.95a 0.00
Settle Settle - Var Change
15.425 595.9692 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M3 - 2023-06-16
CONTRACT PRICES (US$) Open High Low Close
15.10 15.25 15.05 15.10
Settle Settle - Var Change
14.525 550.5995 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
42 0 0 0
VA/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.15 22.20a 0.00
Settle Settle - Var Change
21.675 716.1762 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/Q1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
140.33 b140.43 140.19a 140.31
Settle Settle - Var Change
140.355 N/A 0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
101 0 0 551
IBHY/U1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
139.19 139.30 139.06a 139.28
Settle Settle - Var Change
139.03 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
106 0 0 182
IBHY/V1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
138.85 139.05 138.73a 138.76
Settle Settle - Var Change
138.895 N/A 0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
107 0 0 0
IBHY/X1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
140.35 b140.46 140.22a 140.35
Settle Settle - Var Change
140.36 N/A 0.015
CONTRACT VOLUME Total BLOCK ECRP Open Interest
85 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Q1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
134.49 b134.61 134.38a 134.41
Settle Settle - Var Change
134.505 N/A 0.010
CONTRACT VOLUME Total BLOCK ECRP Open Interest
88 0 0 177
IBIG/U1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
133.87 b133.99 133.75a 133.96
Settle Settle - Var Change
133.85 N/A -0.02
CONTRACT VOLUME Total BLOCK ECRP Open Interest
105 0 0 115
IBIG/V1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
134.59 b134.71 134.48a 134.59
Settle Settle - Var Change
134.75 N/A 0.155
CONTRACT VOLUME Total BLOCK ECRP Open Interest
96 0 0 0
IBIG/X1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
132.92 b133.03 132.86a 132.92
Settle Settle - Var Change
132.925 N/A 0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
82 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW4/N1 - 2021-07-29
CONTRACT PRICES (US$) Open High Low Close
9963.50 b9984.75 9963.25a 9980.50
Settle Settle - Var Change
9972.875 N/A -1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
56 0 0 0
AMW1/Q1 - 2021-08-05
CONTRACT PRICES (US$) Open High Low Close
9995.00 b10000.25 9979.00 9979.00
Settle Settle - Var Change
9979.50 N/A -10.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
58 0 0 0
AMW2/Q1 - 2021-08-12
CONTRACT PRICES (US$) Open High Low Close
10014.00 10021.25 9997.00a 10009.50
Settle Settle - Var Change
10000.88 N/A -7.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
548 0 0 0
AMW3/Q1 - 2021-08-19
CONTRACT PRICES (US$) Open High Low Close
9947.50 b9953.50 9931.75a 9934.25
Settle Settle - Var Change
9943.50 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
162 0 0 0
AMW4/Q1 - 2021-08-26
CONTRACT PRICES (US$) Open High Low Close
9931.75 b9950.25 9928.50a 9949.75
Settle Settle - Var Change
9943.00 N/A 3.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
59 0 0 0
AMW1/U1 - 2021-09-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9960.00 9938.25a 0.00
Settle Settle - Var Change
9937.375 N/A -11.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/U1 - 2021-09-09
CONTRACT PRICES (US$) Open High Low Close
0.00 b9970.75 9949.75a 0.00
Settle Settle - Var Change
9969.875 N/A 9.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/U1 - 2021-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9944.00 9922.25a 0.00
Settle Settle - Var Change
9923.50 N/A -9.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/U1 - 2021-09-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b9944.00 9922.50a 0.00
Settle Settle - Var Change
9924.25 N/A -8.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9978.00 9956.50a 0.00
Settle Settle - Var Change
9955.875 N/A -11.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 231
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b10049.50 10027.75a 0.00
Settle Settle - Var Change
10036.50 N/A -2.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 114
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b10146.00 10124.25a 0.00
Settle Settle - Var Change
10130.25 N/A -5.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b10008.75 9987.25a 0.00
Settle Settle - Var Change
9997.375 N/A -0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9875.75 9855.50a 0.00
Settle Settle - Var Change
9860.625 N/A -4.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9929.50 9908.00a 0.00
Settle Settle - Var Change
9917.375 N/A -1.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9931.25 9909.75a 0.00
Settle Settle - Var Change
9925.875 N/A 5.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9971.25 9949.75a 0.00
Settle Settle - Var Change
9963.625 N/A 3.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b10092.50 10070.75a 0.00
Settle Settle - Var Change
10073.00 N/A -8.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b10174.00 10152.25a 0.00
Settle Settle - Var Change
10166.50 N/A 3.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b10121.00 10099.00a 0.00
Settle Settle - Var Change
10098.88 N/A -11.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 15
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9938.75 9917.50a 0.00
Settle Settle - Var Change
9930.00 N/A 1.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9905.25 9884.00a 0.00
Settle Settle - Var Change
9895.75 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9971.00 9949.25a 0.00
Settle Settle - Var Change
9965.25 N/A 5.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b10099.00 10077.25a 0.00
Settle Settle - Var Change
10076.38 N/A -11.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.75 9971.25a 0.00
Settle Settle - Var Change
9993.625 N/A 11.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b10065.00 10043.25a 0.00
Settle Settle - Var Change
10045.13 N/A -9.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b10120.50 10098.50a 0.00
Settle Settle - Var Change
10104.00 N/A -5.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/F3 - 2023-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9888.50 9867.25a 0.00
Settle Settle - Var Change
9868.375 N/A -9.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMB1/G3 - 2023-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9928.75 9907.00a 0.00
Settle Settle - Var Change
9920.25 N/A 2.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/H3 - 2023-04-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9968.00 9946.50a 0.00
Settle Settle - Var Change
9949.50 N/A -7.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/J3 - 2023-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9974.75 9953.50a 0.00
Settle Settle - Var Change
9968.625 N/A 4.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/K3 - 2023-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b10017.75 9996.00a 0.00
Settle Settle - Var Change
10000.88 N/A -6.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/M3 - 2023-07-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b10080.25 10058.50a 0.00
Settle Settle - Var Change
10077.13 N/A 7.88
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
Cboe Three-Month AMERIBOR Futures
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
9973.75 9989.00 9967.75a 9969.50
Settle Settle - Var Change
9976.00 N/A -2.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
54 0 0 100
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
10129.25 b10130.75 10108.75a 10111.50
Settle Settle - Var Change
10128.25 N/A 8.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
34 0 0 0
AMB3/Z1 - 2022-03-16
CONTRACT PRICES (US$) Open High Low Close
9975.00 b9995.25 9973.50a 9983.75
Settle Settle - Var Change
9974.375 N/A -10.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
58 0 0 0
AMB3/H2 - 2022-06-15
CONTRACT PRICES (US$) Open High Low Close
9968.25 b9969.00 9947.25a 9967.75
Settle Settle - Var Change
9949.50 N/A -8.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
32 0 0 25
  1. "b" indicates a bid price.
  2. "a" indicates an offer price.
  3. * Indicates that Exchange exercised discretionary authority to determine daily or final settlement price.
  4. ** Trade Volume includes Variance in Contracts (Notional Vega).
  5. *** Open Interest includes Variance as Variance Units as cleared at the OCC.