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.

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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 146,564 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 134,462 0 0 299,335 -1,631
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 9,376 0 0 5,785 -715
S&P 500 Variance (VA) Futures 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 2,341 0 0 733 -83
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 385 0 0 292 78
Cboe 7-Day AMERIBOR Futures 0 0 0 0 0
Cboe One-Month AMERIBOR Futures 0 0 0 616 0
Cboe Three-Month AMERIBOR Futures 0 0 0 125 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT30/N1 - 2021-07-28
CONTRACT PRICES (US$) Open High Low Close
18.75 b19.05 18.70a 19.00
Settle Settle - Var Change
18.80 N/A -0.85
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7 0 0 102
VX+VXT31/Q1 - 2021-08-04
CONTRACT PRICES (US$) Open High Low Close
19.75 b19.95 19.75 19.75
Settle Settle - Var Change
19.975 N/A -0.400
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 78
VX+VXT32/Q1 - 2021-08-11
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.10 19.95a 0.00
Settle Settle - Var Change
20.10 N/A -0.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 38
VX+VXT/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
20.20 20.50 19.95 20.50
Settle Settle - Var Change
20.3675 N/A -0.1990
CONTRACT VOLUME Total BLOCK ECRP Open Interest
67,116 0 0 159,138
VX+VXT34/Q1 - 2021-08-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.85 20.90a 0.00
Settle Settle - Var Change
21.025 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 1
VX+VXT35/U1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
21.025 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
21.55 21.80 21.35 21.74
Settle Settle - Var Change
21.6506 N/A -0.1994
CONTRACT VOLUME Total BLOCK ECRP Open Interest
43,266 0 0 57,214
VX+VXT/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
22.33 22.53 22.10 22.50
Settle Settle - Var Change
22.4109 N/A -0.1273
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,425 0 0 35,246
VX+VXT/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
22.70 22.82 22.51 22.78
Settle Settle - Var Change
22.7003 N/A -0.1898
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,819 0 0 22,289
VX+VXT/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
22.73 22.87 22.55 22.86
Settle Settle - Var Change
22.8018 N/A -0.1070
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,537 0 0 13,815
VX+VXT/F2 - 2022-01-19
CONTRACT PRICES (US$) Open High Low Close
23.74 23.88 23.60 23.85
Settle Settle - Var Change
23.80 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,971 0 0 8,674
VX+VXT/G2 - 2022-02-16
CONTRACT PRICES (US$) Open High Low Close
24.05 24.25 23.95 24.25
Settle Settle - Var Change
24.20 N/A -0.0733
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,251 0 0 2,337
VX+VXT/H2 - 2022-03-15
CONTRACT PRICES (US$) Open High Low Close
24.30 24.45 24.20 24.45
Settle Settle - Var Change
24.50 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
69 0 0 403
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
20.15 20.50 20.00 20.50
Settle Settle - Var Change
20.3675 N/A -0.1990
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,588 0 0 4,907
VXM/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
21.50 21.80 21.30 21.80
Settle Settle - Var Change
21.6506 N/A -0.1994
CONTRACT VOLUME Total BLOCK ECRP Open Interest
625 0 0 600
VXM/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
22.30 22.50 22.20 22.40
Settle Settle - Var Change
22.4109 N/A -0.1273
CONTRACT VOLUME Total BLOCK ECRP Open Interest
112 0 0 149
VXM/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
22.55 b22.80 22.55 22.60
Settle Settle - Var Change
22.7003 N/A -0.1898
CONTRACT VOLUME Total BLOCK ECRP Open Interest
45 0 0 119
VXM/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
22.65 b22.80 22.60 22.60
Settle Settle - Var Change
22.8018 N/A -0.1070
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6 0 0 10
S&P 500 Variance (VA) Futures
VA/Q1 - 2021-08-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b14.85 17.55a 0.00
Settle Settle - Var Change
16.10 257.7448 -0.70
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.85 20.55a 0.00
Settle Settle - Var Change
19.10 177.1279 -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V1 - 2021-10-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.45 22.20a 0.00
Settle Settle - Var Change
20.80 768.2478 -0.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X1 - 2021-11-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.70 23.50a 0.00
Settle Settle - Var Change
22.10 788.839 -0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.40 24.25a 0.00
Settle Settle - Var Change
22.80 1037.9745 -0.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.00 24.90a 0.00
Settle Settle - Var Change
23.45 516.5216 -0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G2 - 2022-02-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.55 25.40a 0.00
Settle Settle - Var Change
23.95 859.7557 -0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.00 25.90a 0.00
Settle Settle - Var Change
24.45 625.9179 -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.30 26.20a 0.00
Settle Settle - Var Change
24.75 439.3183 -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U2 - 2022-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.45 26.30a 0.00
Settle Settle - Var Change
24.90 921.959 -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.00 25.70a 0.00
Settle Settle - Var Change
24.45 1325.9639 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F3 - 2023-01-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.80 25.70a 0.00
Settle Settle - Var Change
24.30 944.1183 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M3 - 2023-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.25 25.75a 0.00
Settle Settle - Var Change
25.30 958.6356 0.95
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.85 26.10a 0.00
Settle Settle - Var Change
25.10 843.2835 0.05
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$) Open High Low Close
150.24 b150.41 150.09a 150.37
Settle Settle - Var Change
150.40 N/A 0.53
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,155 0 0 551
IBHY/U1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
150.20 b150.49 150.16a 150.48
Settle Settle - Var Change
150.46 N/A 0.52
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,186 0 0 182
IBHY/V1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
150.46 N/A 0.52
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/X1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
150.46 N/A 0.52
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/Q1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
150.80 b151.09 150.61a 150.78
Settle Settle - Var Change
151.09 N/A -0.035
CONTRACT VOLUME Total BLOCK ECRP Open Interest
193 0 0 177
IBIG/U1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
150.86 b151.13 150.66a 150.82
Settle Settle - Var Change
151.13 N/A -0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
192 0 0 115
IBIG/V1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
151.13 N/A -0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/X1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
151.13 N/A -0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW4/N1 - 2021-07-29
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9989.00a 0.00
Settle Settle - Var Change
9988.50 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/Q1 - 2021-08-05
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9989.00a 0.00
Settle Settle - Var Change
9988.50 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/Q1 - 2021-08-12
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.25 9989.00a 0.00
Settle Settle - Var Change
9988.75 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/Q1 - 2021-08-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.25 9989.00a 0.00
Settle Settle - Var Change
9988.75 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/Q1 - 2021-08-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.75 9989.75a 0.00
Settle Settle - Var Change
9988.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/U1 - 2021-09-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.75 9989.75a 0.00
Settle Settle - Var Change
9988.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/U1 - 2021-09-09
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.75 9989.75a 0.00
Settle Settle - Var Change
9988.75 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/U1 - 2021-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.75 9989.75a 0.00
Settle Settle - Var Change
9988.75 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/U1 - 2021-09-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.75 9989.75a 0.00
Settle Settle - Var Change
9988.75 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.50 9989.50a 0.00
Settle Settle - Var Change
9989.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 231
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.50 9989.50a 0.00
Settle Settle - Var Change
9989.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 114
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.00 9990.00a 0.00
Settle Settle - Var Change
9989.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.00 9990.00a 0.00
Settle Settle - Var Change
9989.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.25 9990.75a 0.00
Settle Settle - Var Change
9990.00 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.25 9990.50a 0.00
Settle Settle - Var Change
9989.875 N/A 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.75 9990.50a 0.00
Settle Settle - Var Change
9989.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.50 9990.50a 0.00
Settle Settle - Var Change
9989.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9990.00a 0.00
Settle Settle - Var Change
9989.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9989.00a 0.00
Settle Settle - Var Change
9988.50 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.00 9988.25a 0.00
Settle Settle - Var Change
9987.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 15
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9985.25 9986.75a 0.00
Settle Settle - Var Change
9986.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9984.00 9985.50a 0.00
Settle Settle - Var Change
9984.50 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9983.00 9984.25a 0.00
Settle Settle - Var Change
9983.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9981.00 9982.25a 0.00
Settle Settle - Var Change
9981.75 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9978.50 9979.50a 0.00
Settle Settle - Var Change
9979.00 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9976.50 9977.25a 0.00
Settle Settle - Var Change
9977.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9973.50 9974.00a 0.00
Settle Settle - Var Change
9973.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/F3 - 2023-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9970.50 9970.75a 0.00
Settle Settle - Var Change
9970.625 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMB1/G3 - 2023-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9968.75 9967.50a 0.00
Settle Settle - Var Change
9968.125 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/H3 - 2023-04-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9964.75 9964.75a 0.00
Settle Settle - Var Change
9964.75 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/J3 - 2023-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9961.75 9961.75a 0.00
Settle Settle - Var Change
9961.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/K3 - 2023-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9958.75 9958.50a 0.00
Settle Settle - Var Change
9958.75 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/M3 - 2023-07-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9955.75 9955.25a 0.00
Settle Settle - Var Change
9955.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
Cboe Three-Month AMERIBOR Futures
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.50 9989.25a 0.00
Settle Settle - Var Change
9988.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 100
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.75 9990.25a 0.00
Settle Settle - Var Change
9990.00 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/Z1 - 2022-03-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9990.25a 0.00
Settle Settle - Var Change
9989.75 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/H2 - 2022-06-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.50 9988.50a 0.00
Settle Settle - Var Change
9988.75 N/A 0.625
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.