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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, November 26, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 75,534 0 0 350,029 27,486
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 2,729 0 0 339,926 24,638
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 1,188 0 0 7,900 2,825
S&P 500 Variance (VA) Futures, Includes Stub 38,685 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 757 0 0 930 -23
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 728 0 0 206 -4
Cboe 7-Day AMERIBOR Futures 4,620 0 0 150 0
Cboe One-Month AMERIBOR Futures 5,916 0 0 457 50
Cboe Three-Month AMERIBOR Futures 3,724 0 0 100 0
Cboe AMERIBOR Term-30 Futures 17,187 0 0 360 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT48/Z1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
16.90 16.90 16.80a 16.90
Settle Settle - Var Change
16.80 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
151 0 0 276
VX+VXT49/Z1 - 2021-12-08
CONTRACT PRICES (US$) Open High Low Close
15.80 15.95 15.80 15.95
Settle Settle - Var Change
15.875 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
169 0 0 2
VX+VXT50/Z1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
15.10 15.10 15.10 15.10
Settle Settle - Var Change
15.175 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
189 0 0 1
VX+VXT/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
20.40 20.45 20.30 20.35
Settle Settle - Var Change
20.375 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
310 0 0 172,922
VX+VXT52/Z1 - 2021-12-29
CONTRACT PRICES (US$) Open High Low Close
15.15 15.25 15.05 15.05
Settle Settle - Var Change
15.15 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
165 0 0 0
VX+VXT01/F2 - 2022-01-05
CONTRACT PRICES (US$) Open High Low Close
15.75 15.80 15.60a 15.80
Settle Settle - Var Change
15.625 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
199 0 0 0
VX+VXT/F2 - 2022-01-19
CONTRACT PRICES (US$) Open High Low Close
20.25 20.40 20.20 20.20
Settle Settle - Var Change
20.25 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
203 0 0 82,853
VX+VXT/G2 - 2022-02-16
CONTRACT PRICES (US$) Open High Low Close
20.20 20.50 20.20 20.30
Settle Settle - Var Change
20.375 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
133 0 0 36,208
VX+VXT/H2 - 2022-03-15
CONTRACT PRICES (US$) Open High Low Close
20.30 20.30 20.30 20.30
Settle Settle - Var Change
20.325 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
263 0 0 25,078
VX+VXT/J2 - 2022-04-20
CONTRACT PRICES (US$) Open High Low Close
16.55 16.65 16.50a 16.55
Settle Settle - Var Change
16.55 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
138 0 0 11,736
VX+VXT/K2 - 2022-05-18
CONTRACT PRICES (US$) Open High Low Close
16.05 16.20 16.05 16.10
Settle Settle - Var Change
16.075 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
146 0 0 6,991
VX+VXT/M2 - 2022-06-15
CONTRACT PRICES (US$) Open High Low Close
16.50 16.55 16.50 16.55
Settle Settle - Var Change
16.575 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
183 0 0 2,789
VX+VXT/N2 - 2022-07-20
CONTRACT PRICES (US$) Open High Low Close
15.80 15.85 15.80 15.85
Settle Settle - Var Change
15.775 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
305 0 0 862
VX+VXT/Q2 - 2022-08-17
CONTRACT PRICES (US$) Open High Low Close
15.65 15.80 15.65 15.80
Settle Settle - Var Change
15.675 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
175 0 0 208
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM+VXMT/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
20.20 20.25 20.10 20.25
Settle Settle - Var Change
20.375 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
223 0 0 4,908
VXM+VXMT/F2 - 2022-01-19
CONTRACT PRICES (US$) Open High Low Close
20.30 20.35 20.20 20.25
Settle Settle - Var Change
20.25 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
169 0 0 2,088
VXM+VXMT/G2 - 2022-02-16
CONTRACT PRICES (US$) Open High Low Close
20.30 20.50 20.30 20.50
Settle Settle - Var Change
20.375 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
184 0 0 291
VXM+VXMT/H2 - 2022-03-15
CONTRACT PRICES (US$) Open High Low Close
20.40 20.45 20.35 20.45
Settle Settle - Var Change
20.325 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
188 0 0 416
VXM+VXMT/J2 - 2022-04-20
CONTRACT PRICES (US$) Open High Low Close
16.60 16.60 16.45 16.45
Settle Settle - Var Change
16.55 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
199 0 0 185
VXM+VXMT/K2 - 2022-05-18
CONTRACT PRICES (US$) Open High Low Close
15.90 16.00 15.90 16.00
Settle Settle - Var Change
16.075 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
225 0 0 12
S&P 500 Variance (VA) Futures, Includes Stub
VA+VAO/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
18.70 18.75 18.50 18.75
Settle Settle - Var Change
19.275 994.708 -0.050
VARIANCE VOLUME Total BLOCK ECRP Open Interest
15,589 0 0 0
VA+VAO/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
18.40 18.45 18.20 18.45
Settle Settle - Var Change
18.975 340.1025 -0.050
VARIANCE VOLUME Total BLOCK ECRP Open Interest
5,753 0 0 0
VA+VAO/G2 - 2022-02-18
CONTRACT PRICES (US$) Open High Low Close
18.65 18.65 18.50 18.55
Settle Settle - Var Change
19.15 615.4532 -0.075
VARIANCE VOLUME Total BLOCK ECRP Open Interest
2,041 0 0 0
VA+VAO/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
19.70 19.70 19.60 19.65
Settle Settle - Var Change
20.20 447.8827 -0.075
VARIANCE VOLUME Total BLOCK ECRP Open Interest
1,717 0 0 0
VA+VAO/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
18.60 18.60 18.35 18.55
Settle Settle - Var Change
19.10 285.7855 -0.05
VARIANCE VOLUME Total BLOCK ECRP Open Interest
1,872 0 0 0
VA+VAO/U2 - 2022-09-16
CONTRACT PRICES (US$) Open High Low Close
12.30 12.45 12.25 12.40
Settle Settle - Var Change
11.825 471.1722 0.075
VARIANCE VOLUME Total BLOCK ECRP Open Interest
5,258 0 0 0
VA+VAO/V2 - 2022-10-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.20 14.25a 0.00
Settle Settle - Var Change
13.70 480.6475 -0.05
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/X2 - 2022-11-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b13.85 14.90a 0.00
Settle Settle - Var Change
14.375 543.6349 -0.025
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
18.60 18.65 18.40 18.60
Settle Settle - Var Change
19.175 1193.3848 -0.050
VARIANCE VOLUME Total BLOCK ECRP Open Interest
1,739 0 0 0
VA+VAO/F3 - 2023-01-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b11.60 12.65a 0.00
Settle Settle - Var Change
12.10 499.6433 -0.075
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/M3 - 2023-06-16
CONTRACT PRICES (US$) Open High Low Close
11.90 11.90 11.85 11.90
Settle Settle - Var Change
11.325 472.3723 -0.050
VARIANCE VOLUME Total BLOCK ECRP Open Interest
3,996 0 0 0
VA+VAO/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
18.15 18.15 18.00 18.15
Settle Settle - Var Change
18.675 595.444 -0.025
VARIANCE VOLUME Total BLOCK ECRP Open Interest
720 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY+IBHYT/Z1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
139.75 139.87 139.63 139.69
Settle Settle - Var Change
139.725 N/A -0.030
CONTRACT VOLUME Total BLOCK ECRP Open Interest
203 0 0 300
IBHY+IBHYT/F2 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
140.96 b141.08 140.80 140.97
Settle Settle - Var Change
140.935 N/A -0.010
CONTRACT VOLUME Total BLOCK ECRP Open Interest
183 0 0 616
IBHY+IBHYT/G2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
139.75 b139.91 139.68a 139.89
Settle Settle - Var Change
139.935 N/A 0.160
CONTRACT VOLUME Total BLOCK ECRP Open Interest
196 0 0 14
IBHY+IBHYT/H2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
138.87 b139.00 138.75 138.91
Settle Settle - Var Change
139.03 N/A 0.145
CONTRACT VOLUME Total BLOCK ECRP Open Interest
175 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG+IBIGT/Z1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
132.22 132.30 132.09a 132.28
Settle Settle - Var Change
132.325 N/A 0.115
CONTRACT VOLUME Total BLOCK ECRP Open Interest
180 0 0 85
IBIG+IBIGT/F2 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
133.22 b133.38 133.17a 133.35
Settle Settle - Var Change
133.39 N/A 0.145
CONTRACT VOLUME Total BLOCK ECRP Open Interest
165 0 0 121
IBIG+IBIGT/G2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
133.37 b133.47 133.23a 133.39
Settle Settle - Var Change
133.285 N/A -0.085
CONTRACT VOLUME Total BLOCK ECRP Open Interest
181 0 0 0
IBIG+IBIGT/H2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
133.63 133.72 133.47 133.63
Settle Settle - Var Change
133.68 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
202 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW4/X1 - 2021-11-26
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9988.77 N/A -32.48
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMW1/Z1 - 2021-12-02
CONTRACT PRICES (US$) Open High Low Close
9853.50 9869.75 9848.75 9860.50
Settle Settle - Var Change
9865.375 N/A 6.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
575 0 0 25
AMW2/Z1 - 2021-12-09
CONTRACT PRICES (US$) Open High Low Close
9944.25 9955.50 9934.00 9946.25
Settle Settle - Var Change
9947.25 N/A 2.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
613 0 0 50
AMW3/Z1 - 2021-12-16
CONTRACT PRICES (US$) Open High Low Close
9870.75 9887.00 9865.75 9872.25
Settle Settle - Var Change
9871.125 N/A -5.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
591 0 0 50
AMW4/Z1 - 2021-12-23
CONTRACT PRICES (US$) Open High Low Close
9858.25 b9875.75 9854.25 9862.50
Settle Settle - Var Change
9861.50 N/A -3.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
572 0 0 0
AMW5/Z1 - 2021-12-30
CONTRACT PRICES (US$) Open High Low Close
9913.00 9914.00 9892.25 9893.00
Settle Settle - Var Change
9891.375 N/A -11.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
580 0 0 0
AMW1/F2 - 2022-01-06
CONTRACT PRICES (US$) Open High Low Close
9866.25 9873.75 9851.75a 9863.50
Settle Settle - Var Change
9864.50 N/A 1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
588 0 0 0
AMW2/F2 - 2022-01-13
CONTRACT PRICES (US$) Open High Low Close
9878.00 b9900.00 9878.00 9882.50
Settle Settle - Var Change
9891.25 N/A 2.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
555 0 0 0
AMW3/F2 - 2022-01-20
CONTRACT PRICES (US$) Open High Low Close
9879.25 b9884.25 9862.75 9880.25
Settle Settle - Var Change
9873.625 N/A 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
546 0 0 0
AMW4/F2 - 2022-01-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.25 15.75a 0.00
Settle Settle - Var Change
9873.625 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
9776.75 b9793.00 9771.50 9779.00
Settle Settle - Var Change
9778.125 N/A -3.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
241 0 0 105
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
9880.25 9901.00 9879.75 9900.75
Settle Settle - Var Change
9901.875 N/A 11.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
234 0 0 50
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
10011.50 10030.25 10008.25 10027.50
Settle Settle - Var Change
10028.38 N/A 9.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
224 0 0 30
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
10004.25 10015.50 9993.25 10008.00
Settle Settle - Var Change
10008.88 N/A 4.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
262 0 0 25
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
10156.00 10156.50 10134.50 10149.50
Settle Settle - Var Change
10152.63 N/A 7.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
257 0 0 20
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
9974.00 9979.25 9957.75 9972.50
Settle Settle - Var Change
9973.50 N/A 5.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
240 0 0 5
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
10018.50 10023.50 10001.50 10023.00
Settle Settle - Var Change
10023.75 N/A 11.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
261 0 0 10
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
9975.50 9979.25 9957.50 9975.75
Settle Settle - Var Change
9977.25 N/A 8.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
246 0 0 8
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
9945.25 9947.50 9925.75 9945.25
Settle Settle - Var Change
9932.625 N/A -4.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
260 0 0 13
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
10014.00 10015.50 9993.75 10000.00
Settle Settle - Var Change
9993.00 N/A -11.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
239 0 0 5
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
10128.00 10146.75 10124.00 10130.00
Settle Settle - Var Change
10127.63 N/A -7.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
230 0 0 0
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
9928.25 9938.00 9916.50 9933.00
Settle Settle - Var Change
9931.375 N/A 4.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
239 0 0 5
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
10005.25 10013.50 9991.75 9999.00
Settle Settle - Var Change
9994.375 N/A -8.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
233 0 0 10
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
10141.50 10153.50 10131.50 10149.75
Settle Settle - Var Change
10148.50 N/A 6.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
243 0 0 10
AMB1/F3 - 2023-02-01
CONTRACT PRICES (US$) Open High Low Close
9891.50 9897.50 9876.00 9894.00
Settle Settle - Var Change
9893.375 N/A 6.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
254 0 0 40
AMB1/G3 - 2023-03-01
CONTRACT PRICES (US$) Open High Low Close
9863.00 9871.25 9849.75 9869.00
Settle Settle - Var Change
9870.25 N/A 9.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
245 0 0 0
AMB1/H3 - 2023-04-03
CONTRACT PRICES (US$) Open High Low Close
9964.25 b9971.50 9949.75 9952.00
Settle Settle - Var Change
9958.875 N/A -1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
256 0 0 30
AMB1/J3 - 2023-05-01
CONTRACT PRICES (US$) Open High Low Close
10035.25 10045.50 10024.00 10028.25
Settle Settle - Var Change
10024.38 N/A -10.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
257 0 0 30
AMB1/K3 - 2023-06-01
CONTRACT PRICES (US$) Open High Low Close
10024.75 10033.50 10011.25 10025.00
Settle Settle - Var Change
10031.75 N/A 9.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
257 0 0 0
AMB1/M3 - 2023-07-03
CONTRACT PRICES (US$) Open High Low Close
10091.25 10091.50 10069.75 10085.25
Settle Settle - Var Change
10086.25 N/A 5.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
238 0 0 30
AMB1/N3 - 2023-08-01
CONTRACT PRICES (US$) Open High Low Close
9976.75 9997.50 9975.50 9985.00
Settle Settle - Var Change
9984.00 N/A -2.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
257 0 0 11
AMB1/Q3 - 2023-09-01
CONTRACT PRICES (US$) Open High Low Close
10049.25 10054.25 10032.50 10042.75
Settle Settle - Var Change
10041.75 N/A -1.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
225 0 0 10
AMB1/U3 - 2023-10-02
CONTRACT PRICES (US$) Open High Low Close
10053.25 10071.00 10049.00 10064.50
Settle Settle - Var Change
10063.38 N/A 3.38
CONTRACT VOLUME Total BLOCK ECRP Open Interest
240 0 0 10
AMB1/V3 - 2023-11-01
CONTRACT PRICES (US$) Open High Low Close
9971.00 9975.50 9953.50 9953.75
Settle Settle - Var Change
9966.25 N/A 2.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
278 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
10060.50 10071.00 10047.50 10052.50
Settle Settle - Var Change
10055.13 N/A -3.62
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,283 0 0 50
AMB3/Z1 - 2022-03-16
CONTRACT PRICES (US$) Open High Low Close
10077.50 10086.00 10062.00 10066.50
Settle Settle - Var Change
10077.38 N/A 2.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,253 0 0 0
AMB3/H2 - 2022-06-15
CONTRACT PRICES (US$) Open High Low Close
9967.00 9981.75 9959.00 9975.50
Settle Settle - Var Change
9961.875 N/A -7.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,188 0 0 50
Cboe AMERIBOR Term-30 Futures
AMT1/Z1 - 2021-12-13
CONTRACT PRICES (US$) Open High Low Close
10013.00 10028.25 10001.50 10017.25
Settle Settle - Var Change
10017.13 N/A 2.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
735 0 0 145
AMT1/F2 - 2022-01-18
CONTRACT PRICES (US$) Open High Low Close
9831.50 9849.25 9825.25 9841.50
Settle Settle - Var Change
9833.375 N/A -2.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
646 0 0 40
AMT1/G2 - 2022-02-14
CONTRACT PRICES (US$) Open High Low Close
9963.00 9983.75 9960.25 9972.25
Settle Settle - Var Change
9974.25 N/A 2.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
670 0 0 42
AMT1/H2 - 2022-03-14
CONTRACT PRICES (US$) Open High Low Close
9931.50 9934.50 9910.00 9929.00
Settle Settle - Var Change
9923.875 N/A 3.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
667 0 0 25
AMT1/J2 - 2022-04-18
CONTRACT PRICES (US$) Open High Low Close
10029.25 10049.00 10024.50 10047.75
Settle Settle - Var Change
10049.25 N/A 11.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
777 0 0 4
AMT1/K2 - 2022-05-16
CONTRACT PRICES (US$) Open High Low Close
9990.00 9998.75 9972.50 9989.50
Settle Settle - Var Change
9990.125 N/A 4.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
721 0 0 0
AMT1/M2 - 2022-06-13
CONTRACT PRICES (US$) Open High Low Close
9891.00 9911.50 9887.75 9905.00
Settle Settle - Var Change
9911.25 N/A 11.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
623 0 0 4
AMT1/N2 - 2022-07-18
CONTRACT PRICES (US$) Open High Low Close
10048.25 10062.25 10037.25 10051.25
Settle Settle - Var Change
10050.38 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
799 0 0 10
AMT1/Q2 - 2022-08-15
CONTRACT PRICES (US$) Open High Low Close
10098.25 10110.75 10086.75 10094.25
Settle Settle - Var Change
10109.38 N/A 9.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
708 0 0 0
AMT1/U2 - 2022-09-19
CONTRACT PRICES (US$) Open High Low Close
9970.50 9987.25 9962.50 9964.50
Settle Settle - Var Change
9963.375 N/A -11.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
702 0 0 0
AMT1/V2 - 2022-10-17
CONTRACT PRICES (US$) Open High Low Close
10239.25 10239.50 10214.25 10226.75
Settle Settle - Var Change
10225.63 N/A -2.62
CONTRACT VOLUME Total BLOCK ECRP Open Interest
702 0 0 40
AMT1/X2 - 2022-11-14
CONTRACT PRICES (US$) Open High Low Close
9958.50 9963.50 9937.50 9951.75
Settle Settle - Var Change
9950.875 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
621 0 0 20
AMT1/Z2 - 2022-12-19
CONTRACT PRICES (US$) Open High Low Close
9989.75 9999.75 9974.00 9980.25
Settle Settle - Var Change
9980.75 N/A -5.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
716 0 0 20
AMT1/F3 - 2023-01-17
CONTRACT PRICES (US$) Open High Low Close
10024.75 10042.25 10016.25 10037.75
Settle Settle - Var Change
10036.75 N/A 7.62
CONTRACT VOLUME Total BLOCK ECRP Open Interest
695 0 0 10
AMT1/G3 - 2023-02-13
CONTRACT PRICES (US$) Open High Low Close
9871.50 9886.00 9862.00 9873.75
Settle Settle - Var Change
9872.75 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
630 0 0 0
AMT1/H3 - 2023-03-13
CONTRACT PRICES (US$) Open High Low Close
10055.25 10060.75 10035.00 10037.25
Settle Settle - Var Change
10050.88 N/A 2.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
700 0 0 0
AMT1/J3 - 2023-04-17
CONTRACT PRICES (US$) Open High Low Close
10034.50 10055.50 10031.50 10053.75
Settle Settle - Var Change
10052.63 N/A 7.88
CONTRACT VOLUME Total BLOCK ECRP Open Interest
617 0 0 0
AMT1/K3 - 2023-05-15
CONTRACT PRICES (US$) Open High Low Close
10161.50 10171.75 10147.25 10158.75
Settle Settle - Var Change
10159.63 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
577 0 0 0
AMT1/N3 - 2023-07-17
CONTRACT PRICES (US$) Open High Low Close
9912.25 9935.75 9912.25 9919.25
Settle Settle - Var Change
9921.25 N/A -1.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
542 0 0 0
AMT1/Q3 - 2023-08-14
CONTRACT PRICES (US$) Open High Low Close
10000.00 10019.75 9996.50 10006.25
Settle Settle - Var Change
10007.25 N/A -1.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
506 0 0 0
AMT1/U3 - 2023-09-18
CONTRACT PRICES (US$) Open High Low Close
10021.75 10030.00 10003.25 10017.75
Settle Settle - Var Change
10018.63 N/A 2.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
447 0 0 0
AMT1/V3 - 2023-10-16
CONTRACT PRICES (US$) Open High Low Close
10011.50 10021.25 9995.75 10019.25
Settle Settle - Var Change
10020.25 N/A 11.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
405 0 0 0
AMT1/X3 - 2023-11-13
CONTRACT PRICES (US$) Open High Low Close
10028.50 10032.75 10008.25 10019.25
Settle Settle - Var Change
10020.38 N/A 1.38
CONTRACT VOLUME Total BLOCK ECRP Open Interest
396 0 0 0
AMT1/Z3 - 2023-12-18
CONTRACT PRICES (US$) Open High Low Close
10013.00 10025.00 10000.00 10009.00
Settle Settle - Var Change
10020.50 N/A 7.37
CONTRACT VOLUME Total BLOCK ECRP Open Interest
427 0 0 0
AMT1/F4 - 2024-01-16
CONTRACT PRICES (US$) Open High Low Close
10057.50 10074.50 10052.50 10060.50
Settle Settle - Var Change
10059.50 N/A -3.88
CONTRACT VOLUME Total BLOCK ECRP Open Interest
228 0 0 0
AMT1/G4 - 2024-02-20
CONTRACT PRICES (US$) Open High Low Close
9990.50 10005.25 9983.50 9991.75
Settle Settle - Var Change
9994.25 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
229 0 0 0
AMT1/H4 - 2024-03-18
CONTRACT PRICES (US$) Open High Low Close
9929.00 9946.50 9924.75 9929.00
Settle Settle - Var Change
9925.625 N/A -10.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
203 0 0 0
AMT1/J4 - 2024-04-15
CONTRACT PRICES (US$) Open High Low Close
9973.75 9981.25 9959.50 9971.50
Settle Settle - Var Change
9971.125 N/A 0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
188 0 0 0
AMT1/K4 - 2024-05-13
CONTRACT PRICES (US$) Open High Low Close
9933.50 9949.25 9928.00 9944.25
Settle Settle - Var Change
9946.50 N/A 7.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
162 0 0 0
AMT1/M4 - 2024-06-17
CONTRACT PRICES (US$) Open High Low Close
10031.25 10048.25 10026.75 10043.75
Settle Settle - Var Change
10040.13 N/A 2.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
171 0 0 0
AMT1/N4 - 2024-07-15
CONTRACT PRICES (US$) Open High Low Close
10041.50 10055.25 10033.50 10052.50
Settle Settle - Var Change
10054.50 N/A 10.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
188 0 0 0
AMT1/Q4 - 2024-08-19
CONTRACT PRICES (US$) Open High Low Close
10038.25 10053.00 10030.75 10046.50
Settle Settle - Var Change
10044.38 N/A 2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
190 0 0 0
AMT1/U4 - 2024-09-16
CONTRACT PRICES (US$) Open High Low Close
9951.50 b9970.50 9949.00 9960.50
Settle Settle - Var Change
9953.875 N/A -5.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
187 0 0 0
AMT1/V4 - 2024-10-15
CONTRACT PRICES (US$) Open High Low Close
9948.00 9968.75 9947.25a 9954.50
Settle Settle - Var Change
9958.50 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
197 0 0 0
AMT1/X4 - 2024-11-18
CONTRACT PRICES (US$) Open High Low Close
9981.50 9993.50 9972.00 9977.25
Settle Settle - Var Change
9978.125 N/A -4.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
215 0 0 0
  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.