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, March 5, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 299,647 0 190 400,728 -5,527
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 273,726 0 190 391,755 -6,464
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 24,806 0 0 7,222 1,129
S&P 500 Variance (VA) Futures 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 705 0 0 976 -97
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 390 0 0 86 -95
Cboe 7-Day AMERIBOR Futures 0 0 0 100 0
Cboe One-Month AMERIBOR Futures 20 0 0 389 10
Cboe Three-Month AMERIBOR Futures 0 0 0 200 -10
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT10/H1 - 2021-03-10
CONTRACT PRICES (US$) Open High Low Close
27.85 b28.75 25.10a 25.25
Settle Settle - Var Change
25.125 N/A -2.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
16 0 0 75
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
27.30 28.55 24.90 25.10
Settle Settle - Var Change
25.0507 N/A -2.4703
CONTRACT VOLUME Total BLOCK ECRP Open Interest
142,788 0 190 121,277
VX+VXT12/H1 - 2021-03-24
CONTRACT PRICES (US$) Open High Low Close
28.25 b28.65 25.60a 28.25
Settle Settle - Var Change
25.60 N/A -2.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3 0 0 81
VX+VXT13/H1 - 2021-03-31
CONTRACT PRICES (US$) Open High Low Close
25.90 b28.95 25.90 25.90
Settle Settle - Var Change
26.60 N/A -1.65
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 24
VX+VXT14/J1 - 2021-04-07
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.00 0.00 0.00
Settle Settle - Var Change
26.60 N/A -1.65
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT15/J1 - 2021-04-14
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
26.60 N/A -1.65
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
28.82 29.55 27.05 27.28
Settle Settle - Var Change
27.2112 N/A -1.7249
CONTRACT VOLUME Total BLOCK ECRP Open Interest
94,993 0 0 160,914
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
29.30 29.93 27.90 28.10
Settle Settle - Var Change
28.0018 N/A -1.4482
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18,837 0 0 49,530
VX+VXT/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
29.49 29.97 28.20 28.35
Settle Settle - Var Change
28.3466 N/A -1.2088
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,776 0 0 21,964
VX+VXT/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
29.66 29.98 28.45 28.60
Settle Settle - Var Change
28.596 N/A -1.1043
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,198 0 0 17,670
VX+VXT/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
29.45 29.65 28.17 28.31
Settle Settle - Var Change
28.3517 N/A -1.0353
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,273 0 0 12,439
VX+VXT/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
29.49 b29.60 28.30 28.45
Settle Settle - Var Change
28.40 N/A -1.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,253 0 0 6,452
VX+VXT/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
28.97 29.37 28.15 28.35
Settle Settle - Var Change
28.225 N/A -1.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
520 0 0 1,238
VX+VXT/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
28.25 28.75 27.77 28.09
Settle Settle - Var Change
27.75 N/A -1.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
68 0 0 91
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
27.60 28.50 24.90 25.01
Settle Settle - Var Change
25.0507 N/A -2.4703
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23,148 0 0 5,266
VXM/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
28.95 29.50 27.07 27.30
Settle Settle - Var Change
27.2112 N/A -1.7249
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,410 0 0 1,446
VXM/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
29.70 29.95 27.95 28.05
Settle Settle - Var Change
28.0018 N/A -1.4482
CONTRACT VOLUME Total BLOCK ECRP Open Interest
199 0 0 395
VXM/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
29.40 b29.90 28.25 28.30
Settle Settle - Var Change
28.3466 N/A -1.2088
CONTRACT VOLUME Total BLOCK ECRP Open Interest
49 0 0 115
S&P 500 Variance (VA) Futures
VA/H1 - 2021-03-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.80 24.35a 0.00
Settle Settle - Var Change
23.475 445.0581 -4.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/J1 - 2021-04-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.20 26.60a 0.00
Settle Settle - Var Change
25.30 478.5296 -3.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/K1 - 2021-05-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.10 28.50a 0.00
Settle Settle - Var Change
27.15 689.8761 -2.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.75 29.55a 0.00
Settle Settle - Var Change
28.15 1435.8466 -2.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N1 - 2021-07-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b30.10 30.25a 0.00
Settle Settle - Var Change
28.85 865.2544 -2.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q1 - 2021-08-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b30.30 30.75a 0.00
Settle Settle - Var Change
29.35 910.0723 -1.85
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b30.35 31.00a 0.00
Settle Settle - Var Change
29.60 464.9091 -1.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.95 31.15a 0.00
Settle Settle - Var Change
29.80 1185.2634 -1.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.90 31.05a 0.00
Settle Settle - Var Change
29.65 960.8212 -1.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.65 31.00a 0.00
Settle Settle - Var Change
29.60 996.3836 -1.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.75 31.25a 0.00
Settle Settle - Var Change
29.85 710.989 -1.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.90 31.45a 0.00
Settle Settle - Var Change
30.45 1582.5067 -1.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b30.90 31.55a 0.00
Settle Settle - Var Change
31.45 1239.2515 -1.70
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/J1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
145.94 b146.20 145.19a 145.95
Settle Settle - Var Change
146.09 N/A 0.37
CONTRACT VOLUME Total BLOCK ECRP Open Interest
362 0 0 951
IBHY/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
145.99 b146.27 145.23a 146.14
Settle Settle - Var Change
146.15 N/A 0.495
CONTRACT VOLUME Total BLOCK ECRP Open Interest
343 0 0 25
IBHY/M1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
146.15 N/A 0.495
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/N1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
146.15 N/A 0.495
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/J1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
142.71 143.08 142.39a 142.91
Settle Settle - Var Change
142.905 N/A -0.140
CONTRACT VOLUME Total BLOCK ECRP Open Interest
193 0 0 62
IBIG/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
142.94 b143.12 142.43a 142.76
Settle Settle - Var Change
142.955 N/A -0.140
CONTRACT VOLUME Total BLOCK ECRP Open Interest
197 0 0 24
IBIG/M1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
142.955 N/A -0.140
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/N1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
142.955 N/A -0.140
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW2/H1 - 2021-03-11
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.25a 0.00
Settle Settle - Var Change
9991.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
AMW3/H1 - 2021-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMW4/H1 - 2021-03-25
CONTRACT PRICES (US$) 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 25
AMW5/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/J1 - 2021-04-08
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9992.50a 0.00
Settle Settle - Var Change
9991.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/J1 - 2021-04-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9992.50a 0.00
Settle Settle - Var Change
9991.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/J1 - 2021-04-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9992.50a 0.00
Settle Settle - Var Change
9991.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/J1 - 2021-04-29
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9992.50a 0.00
Settle Settle - Var Change
9991.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/K1 - 2021-05-06
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9992.50a 0.00
Settle Settle - Var Change
9991.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.25a 0.00
Settle Settle - Var Change
9991.00 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 102
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9991.75a 0.00
Settle Settle - Var Change
9991.25 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9990.75a 0.00
Settle Settle - Var Change
9990.375 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 14
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9990.75a 0.00
Settle Settle - Var Change
9990.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 14
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9992.00a 0.00
Settle Settle - Var Change
9991.50 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9991.75a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9991.50a 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$) Open High Low Close
0.00 b9990.25 9991.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.00a 0.00
Settle Settle - Var Change
9991.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9990.50a 0.00
Settle Settle - Var Change
9990.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9990.25a 0.00
Settle Settle - Var Change
9990.50 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.75 9990.00a 0.00
Settle Settle - Var Change
9990.50 N/A 0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.00 9989.00a 0.00
Settle Settle - Var Change
9989.50 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 15
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.75 9988.00a 0.00
Settle Settle - Var Change
9988.50 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.50 9987.50a 0.00
Settle Settle - Var Change
9988.00 N/A 0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9986.00 9986.00a 0.00
Settle Settle - Var Change
9986.50 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9984.00 9984.00a 0.00
Settle Settle - Var Change
9984.50 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9983.00 9982.50a 0.00
Settle Settle - Var Change
9983.125 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9980.75 9980.25a 0.00
Settle Settle - Var Change
9981.00 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9976.25 9976.25a 0.00
Settle Settle - Var Change
9976.25 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/F3 - 2023-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9972.75 9973.25a 0.00
Settle Settle - Var Change
9972.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/G3 - 2023-03-01
CONTRACT PRICES (US$) Open High Low Close
9971.50 9971.50 9971.25 9971.25
Settle Settle - Var Change
9971.50 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20 0 0 50
Cboe Three-Month AMERIBOR Futures
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9991.50a 0.00
Settle Settle - Var Change
9991.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 45
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9992.00a 0.00
Settle Settle - Var Change
9991.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 95
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.25a 0.00
Settle Settle - Var Change
9991.25 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 60
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9990.50a 0.00
Settle Settle - Var Change
9991.00 N/A 0.25
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 b9990.75 9991.00a 0.00
Settle Settle - Var Change
9991.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
"b" indicates a bid price.
"a" indicates an offer price.
* Indicates that Exchange exercised discretionary authority to determine daily or final settlement price.
** Trade Volume includes Variance in Contracts (Notional Vega).
*** Open Interest includes Variance as Variance Units as cleared at the OCC.