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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 Tuesday, August 3, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 117,641 0 0 320,795 4,733
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 3,794 0 0 313,190 4,144
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 113,847 0 0 6,193 485
S&P 500 Variance (VA) Futures 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 0 0 0 703 113
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 0 0 0 202 10
Cboe 7-Day AMERIBOR Futures 0 0 0 0 0
Cboe One-Month AMERIBOR Futures 0 0 0 382 -19
Cboe Three-Month AMERIBOR Futures 0 0 0 125 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT31/Q1 - 2021-08-04
CONTRACT PRICES (US$) Open High Low Close
16.95 17.05 16.80 16.85
Settle Settle - Var Change
16.85 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
198 0 0 83
VX+VXT32/Q1 - 2021-08-11
CONTRACT PRICES (US$) Open High Low Close
16.30 16.50 16.25 16.50
Settle Settle - Var Change
16.325 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
80 0 0 42
VX+VXT/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
35.25 b3710.00 34.95a 35.30
Settle Settle - Var Change
35.45 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
694 0 0 117,040
VX+VXT34/Q1 - 2021-08-25
CONTRACT PRICES (US$) Open High Low Close
34.10 34.15 33.90 34.15
Settle Settle - Var Change
34.10 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
140 0 0 9
VX+VXT35/U1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
15.55 15.65 15.55 15.55
Settle Settle - Var Change
15.60 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
113 0 0 0
VX+VXT36/U1 - 2021-09-08
CONTRACT PRICES (US$) Open High Low Close
15.30 15.30 15.20 15.30
Settle Settle - Var Change
15.275 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
143 0 0 0
VX+VXT/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
27.95 28.10 27.50 27.90
Settle Settle - Var Change
27.90 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
646 0 0 102,200
VX+VXT/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
32.00 32.35 31.75 32.00
Settle Settle - Var Change
32.025 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
341 0 0 39,565
VX+VXT/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
31.40 31.80 31.20 31.50
Settle Settle - Var Change
31.575 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
229 0 0 21,897
VX+VXT/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
28.65 28.70 28.15 28.55
Settle Settle - Var Change
28.55 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
338 0 0 17,832
VX+VXT/F2 - 2022-01-19
CONTRACT PRICES (US$) Open High Low Close
17.35 17.40 17.15 17.20
Settle Settle - Var Change
17.175 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
225 0 0 9,574
VX+VXT/G2 - 2022-02-16
CONTRACT PRICES (US$) Open High Low Close
17.45 17.55 17.30 17.30
Settle Settle - Var Change
17.35 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
180 0 0 4,331
VX+VXT/H2 - 2022-03-15
CONTRACT PRICES (US$) Open High Low Close
17.60 17.60 17.35 17.55
Settle Settle - Var Change
17.40 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
204 0 0 604
VX+VXT/J2 - 2022-04-20
CONTRACT PRICES (US$) Open High Low Close
15.50 15.60 15.20 15.40
Settle Settle - Var Change
15.375 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
263 0 0 13
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
35.35 35.55 35.10 35.55
Settle Settle - Var Change
35.45 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
191 0 0 4,422
VXM/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
28.10 28.10 27.85 27.85
Settle Settle - Var Change
27.90 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
146 0 0 1,474
VXM/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
32.00 32.35 31.80 32.15
Settle Settle - Var Change
32.025 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
138 0 0 162
VXM/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
31.60 31.80 31.50 31.60
Settle Settle - Var Change
31.575 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
113,108 0 0 123
VXM/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
28.35 28.70 28.35 28.40
Settle Settle - Var Change
28.55 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
153 0 0 12
VXM/F2 - 2022-01-19
CONTRACT PRICES (US$) Open High Low Close
17.05 17.10 16.90 17.10
Settle Settle - Var Change
17.175 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
111 0 0 0
S&P 500 Variance (VA) Futures
VA/Q1 - 2021-08-20
CONTRACT PRICES (US$) Open High Low Close
20.90 22.00 20.70 22.00
Settle Settle - Var Change
21.45 272.8749 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
21.80 22.50 21.60 22.50
Settle Settle - Var Change
22.375 191.3705 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V1 - 2021-10-15
CONTRACT PRICES (US$) Open High Low Close
21.75 21.75 21.60 21.75
Settle Settle - Var Change
22.30 776.8929 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X1 - 2021-11-19
CONTRACT PRICES (US$) Open High Low Close
21.75 b21.80 21.60 21.70
Settle Settle - Var Change
22.325 776.3142 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
21.40 b21.45 21.20 21.25
Settle Settle - Var Change
21.975 1038.3395 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
21.75 21.75 21.60 21.65
Settle Settle - Var Change
22.30 481.6902 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G2 - 2022-02-18
CONTRACT PRICES (US$) Open High Low Close
22.05 22.05 21.85 21.85
Settle Settle - Var Change
22.575 802.8002 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
22.50 22.55 22.35 22.55
Settle Settle - Var Change
23.075 584.3787 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
21.45 21.50 21.35 21.40
Settle Settle - Var Change
22.025 379.0027 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U2 - 2022-09-16
CONTRACT PRICES (US$) Open High Low Close
15.20 15.35 15.15 15.25
Settle Settle - Var Change
14.625 542.4115 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
21.55 21.55 21.45 21.50
Settle Settle - Var Change
22.10 1278.1141 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F3 - 2023-01-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.55 15.60a 0.00
Settle Settle - Var Change
15.10 582.8249 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M3 - 2023-06-16
CONTRACT PRICES (US$) Open High Low Close
14.85 15.00 14.80 15.00
Settle Settle - Var Change
14.275 541.425 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
20.85 20.85 20.70 20.75
Settle Settle - Var Change
21.40 702.6744 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/U1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
139.86 b139.93 139.68a 139.83
Settle Settle - Var Change
139.84 N/A 0.035
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 583
IBHY/V1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
139.08 b139.19 138.96a 139.09
Settle Settle - Var Change
139.19 N/A 0.115
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 120
IBHY/X1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
140.24 b140.34 140.10a 140.24
Settle Settle - Var Change
140.375 N/A 0.155
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/Z1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
15.51 b15.52 15.51 15.51
Settle Settle - Var Change
140.375 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/U1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
133.92 b134.04 133.81a 133.91
Settle Settle - Var Change
133.88 N/A -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 145
IBIG/V1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
134.57 b134.71 134.39 134.39
Settle Settle - Var Change
134.52 N/A -0.07
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 57
IBIG/X1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
132.86 b132.95 132.72a 132.86
Settle Settle - Var Change
132.705 N/A -0.130
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/Z1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
15.50 b15.52 15.50 15.50
Settle Settle - Var Change
132.705 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW1/Q1 - 2021-08-05
CONTRACT PRICES (US$) Open High Low Close
9979.50 b10004.25 9977.50 9978.00
Settle Settle - Var Change
9996.75 N/A 8.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/Q1 - 2021-08-12
CONTRACT PRICES (US$) Open High Low Close
10007.50 b10019.25 9997.50a 10010.25
Settle Settle - Var Change
9999.625 N/A -8.755
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/Q1 - 2021-08-19
CONTRACT PRICES (US$) Open High Low Close
9960.25 b9966.75 9945.00a 9961.50
Settle Settle - Var Change
9944.25 N/A -11.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/Q1 - 2021-08-26
CONTRACT PRICES (US$) Open High Low Close
9961.50 b9966.00 9944.25a 9953.75
Settle Settle - Var Change
9964.125 N/A 9.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/U1 - 2021-09-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9963.50 9942.00a 0.00
Settle Settle - Var Change
9947.75 N/A -5.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/U1 - 2021-09-09
CONTRACT PRICES (US$) Open High Low Close
0.00 b9975.50 9954.50a 0.00
Settle Settle - Var Change
9969.875 N/A 4.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/U1 - 2021-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9973.00 9951.75a 0.00
Settle Settle - Var Change
9958.125 N/A -4.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/U1 - 2021-09-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b9914.25 9892.75a 0.00
Settle Settle - Var Change
9912.25 N/A 8.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW5/U1 - 2021-09-30
CONTRACT PRICES (US$) Open High Low Close
0.00 b9907.75 9886.00a 0.00
Settle Settle - Var Change
9902.00 N/A 5.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9998.25 9976.75a 0.00
Settle Settle - Var Change
9996.75 N/A 9.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 89
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b10158.50 10136.50a 0.00
Settle Settle - Var Change
10148.75 N/A 1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9997.25 9975.75a 0.00
Settle Settle - Var Change
9986.00 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9871.25 9850.00a 0.00
Settle Settle - Var Change
9870.375 N/A 9.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
9939.50 9968.25 9933.50 9968.25
Settle Settle - Var Change
9969.50 N/A 25.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9925.50 9904.00a 0.00
Settle Settle - Var Change
9926.375 N/A 11.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
9968.00 b9979.75 9958.25a 9975.75
Settle Settle - Var Change
9969.375 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b10085.50 10063.75a 0.00
Settle Settle - Var Change
10071.88 N/A -2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b10125.00 10103.25a 0.00
Settle Settle - Var Change
10124.63 N/A 10.38
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b10079.25 10057.50a 0.00
Settle Settle - Var Change
10070.38 N/A 2.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 15
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
9932.75 b9946.75 9925.00a 9932.75
Settle Settle - Var Change
9927.375 N/A -8.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9937.75 9916.25a 0.00
Settle Settle - Var Change
9921.50 N/A -5.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b10011.25 9989.25a 0.00
Settle Settle - Var Change
9992.25 N/A -8.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b10094.75 10073.00a 0.00
Settle Settle - Var Change
10088.75 N/A 5.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9996.00 9974.50a 0.00
Settle Settle - Var Change
9988.25 N/A 3.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b10066.75 10044.75a 0.00
Settle Settle - Var Change
10060.88 N/A 5.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
10080.25 b10091.00 10069.00a 10080.25
Settle Settle - Var Change
10068.50 N/A -11.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/F3 - 2023-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9883.25 9861.75a 0.00
Settle Settle - Var Change
9860.875 N/A -11.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMB1/G3 - 2023-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9925.50 9904.00a 0.00
Settle Settle - Var Change
9914.00 N/A -0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/H3 - 2023-04-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9969.75 9948.00a 0.00
Settle Settle - Var Change
9947.125 N/A -11.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/J3 - 2023-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9968.75a 0.00
Settle Settle - Var Change
9967.50 N/A -12.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/K3 - 2023-06-01
CONTRACT PRICES (US$) Open High Low Close
9996.50 b10007.50 9985.75a 9995.50
Settle Settle - Var Change
10001.38 N/A 4.755
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/M3 - 2023-07-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b10070.00 10048.25a 0.00
Settle Settle - Var Change
10058.88 N/A -0.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/N3 - 2023-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.25 16.00a 0.00
Settle Settle - Var Change
10058.88 N/A 10043.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
9998.25 b10014.00 9992.25a 10008.50
Settle Settle - Var Change
9997.50 N/A -5.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 100
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
10133.00 10147.25 10125.00a 10139.25
Settle Settle - Var Change
10134.25 N/A -1.88
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/Z1 - 2022-03-16
CONTRACT PRICES (US$) Open High Low Close
9963.25 b9972.75 9951.25a 9967.50
Settle Settle - Var Change
9972.75 N/A 10.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/H2 - 2022-06-15
CONTRACT PRICES (US$) Open High Low Close
9912.50 b9934.25 9912.50 9921.75
Settle Settle - Var Change
9927.125 N/A 3.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 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.