Cboe Global Markets

Cboe Futures Exchange Daily Market Statistics

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CFE Futures Price & Volume Detail for Tuesday, April 13, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 199,752 0 917 392,791 2,427
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 188,005 0 917 377,637 1,942
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 9,358 0 0 12,805 637
S&P 500 Variance (VA) Futures 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 1,178 0 0 1,623 -56
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 1,211 0 0 215 -96
Cboe 7-Day AMERIBOR Futures 0 0 0 0 0
Cboe One-Month AMERIBOR Futures 0 0 0 366 0
Cboe Three-Month AMERIBOR Futures 0 0 0 145 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT15/J1 - 2021-04-14
CONTRACT PRICES (US$) Open High Low Close
17.50 b17.95 16.80a 17.35
Settle Settle - Var Change
16.825 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9 0 0 34
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
18.05 18.48 17.55 17.80
Settle Settle - Var Change
17.6781 N/A -0.3258
CONTRACT VOLUME Total BLOCK ECRP Open Interest
85,452 0 229 90,214
VX+VXT17/J1 - 2021-04-28
CONTRACT PRICES (US$) Open High Low Close
19.10 b19.55 18.80 18.80
Settle Settle - Var Change
18.80 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6 0 0 26
VX+VXT18/K1 - 2021-05-05
CONTRACT PRICES (US$) Open High Low Close
19.20 b19.65 19.05a 19.10
Settle Settle - Var Change
19.075 N/A -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 28
VX+VXT19/K1 - 2021-05-12
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.30 19.75a 0.00
Settle Settle - Var Change
19.825 N/A -0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
20.60 20.97 20.27 20.55
Settle Settle - Var Change
20.4734 N/A -0.0919
CONTRACT VOLUME Total BLOCK ECRP Open Interest
69,441 0 688 170,173
VX+VXT21/K1 - 2021-05-26
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
20.4734 N/A -0.0919
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
22.06 22.37 21.85 22.14
Settle Settle - Var Change
22.1149 N/A 0.0649
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14,697 0 0 45,517
VX+VXT/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
23.05 23.30 22.95 23.20
Settle Settle - Var Change
23.1873 N/A 0.1799
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,325 0 0 36,617
VX+VXT/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
23.37 23.60 23.32 23.55
Settle Settle - Var Change
23.5435 N/A 0.2429
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,031 0 0 18,299
VX+VXT/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
23.85 24.10 23.78 24.04
Settle Settle - Var Change
24.024 N/A 0.2422
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,514 0 0 9,822
VX+VXT/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
24.05 24.25 23.91 24.20
Settle Settle - Var Change
24.1982 N/A 0.2482
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,281 0 0 4,927
VX+VXT/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
23.88 24.00 23.77 23.97
Settle Settle - Var Change
24.00 N/A 0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
203 0 0 1,205
VX+VXT/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
23.50 23.55 23.38 23.55
Settle Settle - Var Change
23.525 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
44 0 0 775
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
18.05 18.45 17.55 17.80
Settle Settle - Var Change
17.6781 N/A -0.3258
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,467 0 0 7,340
VXM/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
20.65 b20.90 20.30 20.60
Settle Settle - Var Change
20.4734 N/A -0.0919
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,702 0 0 4,428
VXM/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
22.10 b22.35 21.90 22.10
Settle Settle - Var Change
22.1149 N/A 0.0649
CONTRACT VOLUME Total BLOCK ECRP Open Interest
145 0 0 544
VXM/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
23.00 b23.25 23.00 23.20
Settle Settle - Var Change
23.1873 N/A 0.1799
CONTRACT VOLUME Total BLOCK ECRP Open Interest
44 0 0 493
S&P 500 Variance (VA) Futures
VA/J1 - 2021-04-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9.75 11.45a 0.00
Settle Settle - Var Change
10.025 361.6254 -0.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/K1 - 2021-05-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.45 17.95a 0.00
Settle Settle - Var Change
16.45 459.4399 -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.75 20.35a 0.00
Settle Settle - Var Change
18.90 1361.6624 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N1 - 2021-07-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.30 21.95a 0.00
Settle Settle - Var Change
20.45 501.7018 -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q1 - 2021-08-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.50 23.25a 0.00
Settle Settle - Var Change
21.75 482.7747 -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.25 24.05a 0.00
Settle Settle - Var Change
22.55 278.3651 -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.25 25.05a 0.00
Settle Settle - Var Change
23.60 1083.0454 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.40 25.15a 0.00
Settle Settle - Var Change
23.70 641.3879 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.05 25.70a 0.00
Settle Settle - Var Change
24.30 724.3109 -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.35 26.15a 0.00
Settle Settle - Var Change
24.75 506.9455 -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.90 26.50a 0.00
Settle Settle - Var Change
25.40 1396.3883 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b25.15 27.30a 0.00
Settle Settle - Var Change
26.50 954.327 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
147.13 147.57 147.12a 147.51
Settle Settle - Var Change
147.435 N/A 0.090
CONTRACT VOLUME Total BLOCK ECRP Open Interest
616 0 0 1,290
IBHY/M1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
147.16 147.60 147.15a 147.59
Settle Settle - Var Change
147.47 N/A 0.095
CONTRACT VOLUME Total BLOCK ECRP Open Interest
562 0 0 333
IBHY/N1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
147.47 N/A 0.095
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/Q1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
147.47 N/A 0.095
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
144.08 b144.98 144.08 144.91
Settle Settle - Var Change
145.00 N/A 0.70
CONTRACT VOLUME Total BLOCK ECRP Open Interest
608 0 0 116
IBIG/M1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
144.13 b145.03 144.13 144.86
Settle Settle - Var Change
145.03 N/A 0.71
CONTRACT VOLUME Total BLOCK ECRP Open Interest
603 0 0 99
IBIG/N1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
145.03 N/A 0.71
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/Q1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
145.03 N/A 0.71
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW2/J1 - 2021-04-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.00a 0.00
Settle Settle - Var Change
9990.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/J1 - 2021-04-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/J1 - 2021-04-29
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/K1 - 2021-05-06
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/K1 - 2021-05-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/K1 - 2021-05-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/K1 - 2021-05-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/M1 - 2021-06-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/M1 - 2021-06-10
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.25a 0.00
Settle Settle - Var Change
9990.875 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 14
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 39
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 33
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9991.75a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.25 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9991.75a 0.00
Settle Settle - Var Change
9990.75 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.25 9991.00a 0.00
Settle Settle - Var Change
9990.25 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.00 9990.25a 0.00
Settle Settle - Var Change
9989.75 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9989.50a 0.00
Settle Settle - Var Change
9988.75 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 15
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9986.75 9987.75a 0.00
Settle Settle - Var Change
9987.375 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9985.25 9986.25a 0.00
Settle Settle - Var Change
9986.125 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9983.75 9984.75a 0.00
Settle Settle - Var Change
9984.625 N/A 1.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9982.50 9982.75a 0.00
Settle Settle - Var Change
9983.50 N/A 1.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9981.00 9981.00a 0.00
Settle Settle - Var Change
9981.50 N/A 2.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9978.75 9978.75a 0.00
Settle Settle - Var Change
9979.25 N/A 2.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9976.50 9975.50a 0.00
Settle Settle - Var Change
9977.125 N/A 3.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/F3 - 2023-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9974.50 9972.75a 0.00
Settle Settle - Var Change
9975.125 N/A 3.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/G3 - 2023-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9971.25 9969.00a 0.00
Settle Settle - Var Change
9971.75 N/A 4.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMB1/H3 - 2023-04-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9967.50 9965.00a 0.00
Settle Settle - Var Change
9968.00 N/A 4.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
Cboe Three-Month AMERIBOR Futures
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.75a 0.00
Settle Settle - Var Change
9991.25 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 95
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/Z1 - 2022-03-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.00a 0.00
Settle Settle - Var Change
9990.75 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/H2 - 2022-06-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.25 9989.25a 0.00
Settle Settle - Var Change
9989.00 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 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.