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 Wednesday, January 20, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 57,699 0 0 369,626 8,633
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 23,150 0 0 357,422 7,793
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 2,955 0 0 10,796 949
S&P 500 Variance (VA) Futures 966 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 4,047 0 0 839 46
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 2,685 0 0 92 -155
Cboe 7-Day AMERIBOR Futures 2,416 0 0 25 0
Cboe One-Month AMERIBOR Futures 21,160 0 0 292 0
Cboe Three-Month AMERIBOR Futures 320 0 0 160 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
23.70 23.70 23.70 23.70
Settle Settle - Var Change
22.59 N/A -1.185
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 16,066
VX+VXT04/F1 - 2021-01-27
CONTRACT PRICES (US$) Open High Low Close
28.60 28.70 28.10 28.40
Settle Settle - Var Change
28.40 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,126 0 0 45
VX+VXT05/G1 - 2021-02-03
CONTRACT PRICES (US$) Open High Low Close
26.15 26.45 26.10 26.25
Settle Settle - Var Change
26.1286 N/A -0.0464
CONTRACT VOLUME Total BLOCK ECRP Open Interest
963 0 0 45
VX+VXT06/G1 - 2021-02-10
CONTRACT PRICES (US$) Open High Low Close
25.45 25.60 25.35 25.60
Settle Settle - Var Change
25.45 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,130 0 0 25
VX+VXT/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
26.95 27.25 24.90 26.90
Settle Settle - Var Change
27.10 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,622 0 0 219,146
VX+VXT08/G1 - 2021-02-24
CONTRACT PRICES (US$) Open High Low Close
25.75 25.75 25.45 25.55
Settle Settle - Var Change
25.55 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
901 0 0 331
VX+VXT09/H1 - 2021-03-02
CONTRACT PRICES (US$) Open High Low Close
25.45 25.60 25.30 25.55
Settle Settle - Var Change
25.40 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,025 0 0 0
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
25.55 25.65 25.30 25.60
Settle Settle - Var Change
25.3768 N/A 0.0018
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,002 0 0 64,057
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
26.95 27.10 26.75 26.85
Settle Settle - Var Change
26.875 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,053 0 0 24,384
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
26.45 26.75 26.35 26.60
Settle Settle - Var Change
26.55 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
846 0 0 13,312
VX+VXT/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
27.45 27.80 27.45 27.55
Settle Settle - Var Change
27.65 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,113 0 0 13,748
VX+VXT/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
31.40 31.55 31.15 31.25
Settle Settle - Var Change
31.35 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,093 0 0 4,651
VX+VXT/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
31.00 31.25 30.95 31.00
Settle Settle - Var Change
31.05 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,146 0 0 1,609
VX+VXT/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
31.00 31.20 30.85 30.90
Settle Settle - Var Change
30.90 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,129 0 0 3
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.70 0.00 0.00
Settle Settle - Var Change
22.59 N/A -1.185
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 6,738
VXM/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
27.00 27.25 26.95 27.00
Settle Settle - Var Change
27.10 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
987 0 0 3,044
VXM/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
25.65 25.65 25.35 25.35
Settle Settle - Var Change
25.3768 N/A 0.0018
CONTRACT VOLUME Total BLOCK ECRP Open Interest
989 0 0 736
VXM/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
27.10 27.10 26.75 26.80
Settle Settle - Var Change
26.875 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
979 0 0 278
S&P 500 Variance (VA) Futures
VA/G1 - 2021-02-19
CONTRACT PRICES (US$) Open High Low Close
23.40 23.45 23.40 23.45
Settle Settle - Var Change
22.875 443.5003 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
135 0 0 0
VA/H1 - 2021-03-19
CONTRACT PRICES (US$) Open High Low Close
24.85 24.85 24.85 24.85
Settle Settle - Var Change
24.30 527.2232 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
22 0 0 0
VA/J1 - 2021-04-16
CONTRACT PRICES (US$) Open High Low Close
24.70 24.75 24.70 24.75
Settle Settle - Var Change
25.275 556.6836 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5 0 0 0
VA/K1 - 2021-05-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b25.65 26.70a 0.00
Settle Settle - Var Change
26.15 756.2657 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
26.35 26.40 25.25 25.25
Settle Settle - Var Change
25.725 1450.7007 -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
230 0 0 0
VA/N1 - 2021-07-16
CONTRACT PRICES (US$) Open High Low Close
26.35 26.35 26.35 26.35
Settle Settle - Var Change
25.80 826.1291 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
26.65 26.70 26.65 26.70
Settle Settle - Var Change
27.20 453.7737 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
64 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
35.00 35.00 26.70 26.75
Settle Settle - Var Change
27.275 1176.9739 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
137 0 0 0
VA/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b26.75 27.80a 0.00
Settle Settle - Var Change
27.25 891.9035 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
26.80 26.80 26.75 26.80
Settle Settle - Var Change
27.30 929.1443 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
45 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
26.35 26.35 26.35 26.35
Settle Settle - Var Change
26.85 628.0867 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
26.70 26.70 25.65 25.65
Settle Settle - Var Change
26.20 1462.365 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
232 0 0 0
VA/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
26.40 26.40 25.25 25.25
Settle Settle - Var Change
25.80 952.9901 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
81 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/G1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
139.64 139.84 139.59 139.76
Settle Settle - Var Change
139.795 N/A 0.080
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,217 0 0 677
IBHY/H1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
139.85 139.98 139.75 139.88
Settle Settle - Var Change
139.92 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
823 0 0 162
IBHY/J1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
139.67 139.83 139.57 139.78
Settle Settle - Var Change
139.805 N/A 0.110
CONTRACT VOLUME Total BLOCK ECRP Open Interest
972 0 0 0
IBHY/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
139.97 140.10 139.87 140.08
Settle Settle - Var Change
140.115 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,035 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/G1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
133.30 133.33 133.12 133.19
Settle Settle - Var Change
133.155 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
629 0 0 28
IBIG/H1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
133.28 133.40 133.18 133.19
Settle Settle - Var Change
133.175 N/A -0.120
CONTRACT VOLUME Total BLOCK ECRP Open Interest
721 0 0 64
IBIG/J1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
133.32 133.41 133.18 133.39
Settle Settle - Var Change
133.43 N/A 0.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
694 0 0 0
IBIG/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
133.16 133.22 133.00 133.00
Settle Settle - Var Change
132.965 N/A -0.145
CONTRACT VOLUME Total BLOCK ECRP Open Interest
641 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW3/F1 - 2021-01-21
CONTRACT PRICES (US$) Open High Low Close
10022.25 10023.25 10001.50 10012.75
Settle Settle - Var Change
10007.88 N/A -4.62
CONTRACT VOLUME Total BLOCK ECRP Open Interest
366 0 0 0
AMW4/F1 - 2021-01-28
CONTRACT PRICES (US$) Open High Low Close
10032.00 b10032.25 10010.25 10010.50
Settle Settle - Var Change
10010.63 N/A -10.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
418 0 0 0
AMW1/G1 - 2021-02-04
CONTRACT PRICES (US$) Open High Low Close
10014.75 10014.75 9991.25a 10004.50
Settle Settle - Var Change
9995.25 N/A -7.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
355 0 0 25
AMW2/G1 - 2021-02-11
CONTRACT PRICES (US$) Open High Low Close
10003.50 10003.50 9982.50a 10003.50
Settle Settle - Var Change
9992.125 N/A -1.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
189 0 0 0
AMW3/G1 - 2021-02-18
CONTRACT PRICES (US$) Open High Low Close
10004.50 10015.00 9997.25 10000.25
Settle Settle - Var Change
9996.25 N/A -11.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
247 0 0 0
AMW4/G1 - 2021-02-25
CONTRACT PRICES (US$) Open High Low Close
10009.50 10009.75 9988.25a 9991.75
Settle Settle - Var Change
10010.63 N/A 11.755
CONTRACT VOLUME Total BLOCK ECRP Open Interest
174 0 0 0
AMW1/H1 - 2021-03-04
CONTRACT PRICES (US$) Open High Low Close
10001.75 10008.50 9986.75 9998.25
Settle Settle - Var Change
9991.875 N/A -5.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
212 0 0 0
AMW2/H1 - 2021-03-11
CONTRACT PRICES (US$) Open High Low Close
10014.75 10014.75 9993.00 9994.00
Settle Settle - Var Change
9992.00 N/A -12.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
312 0 0 0
AMW3/H1 - 2021-03-18
CONTRACT PRICES (US$) Open High Low Close
10013.25 b10026.25 10004.50 10009.50
Settle Settle - Var Change
10009.00 N/A -6.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
143 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/F1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
10008.25 10009.75 9987.25 10004.25
Settle Settle - Var Change
10007.88 N/A 8.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
876 0 0 87
AMB1/G1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
9992.25 10006.50 9989.25 10006.50
Settle Settle - Var Change
9996.625 N/A -3.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
772 0 0 55
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
10007.50 10027.00 10003.75 10015.25
Settle Settle - Var Change
10012.25 N/A -4.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
973 0 0 12
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
9994.50 10009.00 9987.75 9996.25
Settle Settle - Var Change
10008.63 N/A 10.38
CONTRACT VOLUME Total BLOCK ECRP Open Interest
959 0 0 12
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
10014.25 10018.75 9997.25 10011.50
Settle Settle - Var Change
10008.38 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
999 0 0 14
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
10002.75 10008.50 9985.75 10001.75
Settle Settle - Var Change
10002.13 N/A 5.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
838 0 0 14
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
10000.25 10011.75 9989.00 10001.75
Settle Settle - Var Change
9989.375 N/A -10.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
878 0 0 9
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
9991.25 10002.50 9979.25 9992.00
Settle Settle - Var Change
9995.25 N/A 3.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,015 0 0 9
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
10007.50 10007.50 9983.00 9989.25
Settle Settle - Var Change
10005.25 N/A 10.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
947 0 0 4
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
10007.00 10007.00 9984.75a 10003.50
Settle Settle - Var Change
9985.875 N/A -9.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,046 0 0 4
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
10005.25 10024.25 10002.25 10021.00
Settle Settle - Var Change
10008.88 N/A -6.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
900 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
9992.25 9997.50 9976.25 9976.25
Settle Settle - Var Change
9993.875 N/A 8.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
929 0 0 0
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
10011.50 10017.75 9998.75 10002.25
Settle Settle - Var Change
10012.38 N/A 0.88
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,013 0 0 0
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
9993.75 9995.75 9975.00 9988.25
Settle Settle - Var Change
9979.625 N/A -5.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,125 0 0 0
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
9999.00 10012.50 9991.25 10000.00
Settle Settle - Var Change
9998.875 N/A -1.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,160 0 0 10
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
10009.50 10023.00 10000.50 10020.00
Settle Settle - Var Change
10014.63 N/A 2.38
CONTRACT VOLUME Total BLOCK ECRP Open Interest
877 0 0 0
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
9996.75 10014.50 9991.50 10011.75
Settle Settle - Var Change
10001.88 N/A -2.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
954 0 0 10
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
9995.25 10001.75 9983.00 9999.75
Settle Settle - Var Change
9993.375 N/A -0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
815 0 0 0
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
9997.75 10002.00 9981.25 9982.00
Settle Settle - Var Change
9985.00 N/A -6.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
900 0 0 2
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
9997.25 10009.25 9987.75 10000.50
Settle Settle - Var Change
10008.88 N/A 10.255
CONTRACT VOLUME Total BLOCK ECRP Open Interest
678 0 0 0
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
9982.25 10003.25 9982.00a 9982.25
Settle Settle - Var Change
10004.13 N/A 11.38
CONTRACT VOLUME Total BLOCK ECRP Open Interest
720 0 0 30
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
9978.00 9998.00 9974.25 9987.75
Settle Settle - Var Change
9992.875 N/A 7.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
881 0 0 20
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
10008.25 10011.50 9990.75a 10004.00
Settle Settle - Var Change
9999.375 N/A -1.255
CONTRACT VOLUME Total BLOCK ECRP Open Interest
439 0 0 0
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
9994.00 10012.50 9989.00 10004.50
Settle Settle - Var Change
10004.25 N/A 3.87
CONTRACT VOLUME Total BLOCK ECRP Open Interest
466 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
10029.75 10033.25 10010.75 10010.75
Settle Settle - Var Change
10030.13 N/A 7.88
CONTRACT VOLUME Total BLOCK ECRP Open Interest
92 0 0 25
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
9933.00 9943.25 9922.00 9923.75
Settle Settle - Var Change
9939.25 N/A 6.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
84 0 0 85
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
10020.25 10037.75 10015.75 10021.25
Settle Settle - Var Change
10029.75 N/A 1.62
CONTRACT VOLUME Total BLOCK ECRP Open Interest
53 0 0 50
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
10015.75 b10025.75 10004.25a 10014.75
Settle Settle - Var Change
10021.25 N/A 6.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
78 0 0 0
AMB3/Z1 - 2022-03-16
CONTRACT PRICES (US$) Open High Low Close
10076.00 10076.00 10054.75a 10057.25
Settle Settle - Var Change
10054.88 N/A -10.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13 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.