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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 Monday, May 17, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 661,925 60,000 0 362,964 300
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 32,675 0 0 352,569 -83
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 67,794 60,000 0 8,195 371
S&P 500 Variance (VA) Futures 186 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 12,909 0 0 1,272 102
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 12,745 0 0 225 -90
Cboe 7-Day AMERIBOR Futures 111,344 0 0 25 0
Cboe One-Month AMERIBOR Futures 342,585 0 0 458 0
Cboe Three-Month AMERIBOR Futures 66,615 0 0 220 0
Cboe AMERIBOR Term-30 Futures 15,072 0 0 0 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
28.25 28.80 27.45 28.35
Settle Settle - Var Change
28.55 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,189 0 0 32,516
VX+VXT21/K1 - 2021-05-26
CONTRACT PRICES (US$) Open High Low Close
20.15 20.60 19.85 20.15
Settle Settle - Var Change
20.10 N/A -0.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,045 0 0 71
VX+VXT22/M1 - 2021-06-02
CONTRACT PRICES (US$) Open High Low Close
15.60 15.80 15.20 15.60
Settle Settle - Var Change
15.55 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,957 0 0 59
VX+VXT23/M1 - 2021-06-09
CONTRACT PRICES (US$) Open High Low Close
15.65 15.85 15.20 15.80
Settle Settle - Var Change
15.375 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,762 0 0 53
VX+VXT/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
19.05 19.45 17.25 19.30
Settle Settle - Var Change
19.275 N/A 0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,693 0 0 177,199
VX+VXT25/M1 - 2021-06-23
CONTRACT PRICES (US$) Open High Low Close
16.35 16.50 15.90 16.35
Settle Settle - Var Change
16.175 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,594 0 0 1
VX+VXT26/M1 - 2021-06-30
CONTRACT PRICES (US$) Open High Low Close
15.80 16.00 15.35 15.95
Settle Settle - Var Change
15.725 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,565 0 0 0
VX+VXT/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
32.05 32.50 31.75 31.80
Settle Settle - Var Change
32.05 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,854 0 0 62,576
VX+VXT/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
35.60 35.90 35.15 35.50
Settle Settle - Var Change
35.50 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,995 0 0 34,045
VX+VXT/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
31.55 32.10 31.15 31.65
Settle Settle - Var Change
31.775 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,627 0 0 18,623
VX+VXT/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
32.10 32.55 31.85 32.10
Settle Settle - Var Change
32.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,808 0 0 13,554
VX+VXT/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
31.70 31.85 31.10 31.35
Settle Settle - Var Change
31.575 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,061 0 0 8,491
VX+VXT/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
27.45 27.65 26.95 27.05
Settle Settle - Var Change
27.35 N/A 0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,676 0 0 5,214
VX+VXT/F2 - 2022-01-19
CONTRACT PRICES (US$) Open High Low Close
15.80 16.20 15.60 16.05
Settle Settle - Var Change
15.725 N/A -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,849 0 0 167
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
28.45 28.75 28.15 28.35
Settle Settle - Var Change
28.55 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11,396 10,000 0 5,244
VXM/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
19.30 19.45 18.80 19.00
Settle Settle - Var Change
19.275 N/A 0.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11,180 10,000 0 1,698
VXM/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
32.15 32.45 31.80 32.15
Settle Settle - Var Change
32.05 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,505 20,000 0 1,084
VXM/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
35.50 35.90 35.15 35.60
Settle Settle - Var Change
35.50 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
956 0 0 169
VXM/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
31.95 32.10 31.50 32.10
Settle Settle - Var Change
31.775 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21,415 20,000 0 0
VXM/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
32.20 32.55 32.00 32.45
Settle Settle - Var Change
32.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,342 0 0 0
S&P 500 Variance (VA) Futures
VA/K1 - 2021-05-21
CONTRACT PRICES (US$) Open High Low Close
23.80 23.85 23.80 23.80
Settle Settle - Var Change
23.25 457.1607 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
52 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
23.85 23.90 23.85 23.90
Settle Settle - Var Change
23.35 1374.3337 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25 0 0 0
VA/N1 - 2021-07-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.80 23.85a 0.00
Settle Settle - Var Change
23.30 504.4358 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q1 - 2021-08-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.00 24.05a 0.00
Settle Settle - Var Change
23.525 476.3455 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.80 24.85a 0.00
Settle Settle - Var Change
24.225 283.1425 -0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V1 - 2021-10-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.65 24.70a 0.00
Settle Settle - Var Change
24.175 1018.1817 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X1 - 2021-11-19
CONTRACT PRICES (US$) Open High Low Close
23.85 23.85 23.85 23.85
Settle Settle - Var Change
24.35 998.8486 -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.60 24.65a 0.00
Settle Settle - Var Change
24.15 1087.5428 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
23.80 23.80 23.80 23.80
Settle Settle - Var Change
24.30 628.5945 -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 0
VA/G2 - 2022-02-18
CONTRACT PRICES (US$) Open High Low Close
23.85 b23.90 23.85 23.85
Settle Settle - Var Change
24.425 983.9616 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 0
VA/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
24.25 24.25 24.20 24.20
Settle Settle - Var Change
24.775 711.8731 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
83 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.35 24.40a 0.00
Settle Settle - Var Change
23.875 467.0002 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.30 24.35a 0.00
Settle Settle - Var Change
23.825 1349.0546 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
23.65 23.70 23.65 23.70
Settle Settle - Var Change
23.125 794.4316 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
21 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/M1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
140.78 140.83 140.56 140.77
Settle Settle - Var Change
140.82 N/A 0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,020 0 0 1,144
IBHY/N1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
140.44 140.53 140.21 140.47
Settle Settle - Var Change
140.495 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,422 0 0 128
IBHY/Q1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
139.21 139.38 139.09 139.29
Settle Settle - Var Change
139.275 N/A 0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,373 0 0 0
IBHY/U1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
139.09 139.24 138.92 139.09
Settle Settle - Var Change
139.085 N/A 0.040
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,094 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/M1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
139.96 b140.10 139.77 140.00
Settle Settle - Var Change
139.995 N/A 0.035
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,267 0 0 142
IBIG/N1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
133.59 133.82 133.51 133.58
Settle Settle - Var Change
133.565 N/A -0.065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,034 0 0 83
IBIG/Q1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
134.02 134.09 133.82 134.05
Settle Settle - Var Change
134.085 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,445 0 0 0
IBIG/U1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
134.22 134.31 133.96 134.05
Settle Settle - Var Change
134.04 N/A -0.105
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,999 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW3/K1 - 2021-05-20
CONTRACT PRICES (US$) Open High Low Close
9959.50 b9965.25 9943.25 9951.75
Settle Settle - Var Change
9956.625 N/A 2.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11,590 0 0 25
AMW4/K1 - 2021-05-27
CONTRACT PRICES (US$) Open High Low Close
9966.25 9987.75 9962.75 9967.75
Settle Settle - Var Change
9972.375 N/A -3.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11,831 0 0 0
AMW1/M1 - 2021-06-03
CONTRACT PRICES (US$) Open High Low Close
10028.25 10032.50 10009.25 10020.50
Settle Settle - Var Change
10024.75 N/A 3.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,518 0 0 0
AMW2/M1 - 2021-06-10
CONTRACT PRICES (US$) Open High Low Close
10030.50 b10031.25 10006.75 10013.75
Settle Settle - Var Change
10008.00 N/A -11.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,276 0 0 0
AMW3/M1 - 2021-06-17
CONTRACT PRICES (US$) Open High Low Close
10056.00 10064.75 10040.50 10052.00
Settle Settle - Var Change
10061.88 N/A 8.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,139 0 0 0
AMW4/M1 - 2021-06-24
CONTRACT PRICES (US$) Open High Low Close
9999.75 10006.25 9980.75 9988.00
Settle Settle - Var Change
9999.25 N/A 5.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,313 0 0 0
AMW5/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
9981.00 9993.00 9968.75 9970.50
Settle Settle - Var Change
9985.875 N/A 5.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,325 0 0 0
AMW1/N1 - 2021-07-08
CONTRACT PRICES (US$) Open High Low Close
9960.75 9974.00 9950.75 9970.50
Settle Settle - Var Change
9956.375 N/A -5.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,841 0 0 0
AMW2/N1 - 2021-07-15
CONTRACT PRICES (US$) Open High Low Close
9954.50 9974.00 9950.75 9955.00
Settle Settle - Var Change
9963.625 N/A 2.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,511 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
9993.75 10010.00 9983.75 9991.75
Settle Settle - Var Change
10007.88 N/A 10.505
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,925 0 0 14
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
10162.00 10171.00 10147.00 10162.50
Settle Settle - Var Change
10168.88 N/A 9.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14,964 0 0 63
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
10044.00 10047.50 10022.00 10044.25
Settle Settle - Var Change
10029.25 N/A -5.63
CONTRACT VOLUME Total BLOCK ECRP Open Interest
15,003 0 0 56
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
9996.50 10009.50 9984.00 10001.75
Settle Settle - Var Change
9994.00 N/A -2.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
15,165 0 0 64
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
10132.50 10141.75 10116.00 10131.75
Settle Settle - Var Change
10140.00 N/A 11.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14,933 0 0 9
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
10017.50 10019.00 9994.00 9999.75
Settle Settle - Var Change
9999.875 N/A -6.755
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14,411 0 0 9
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
9924.75 9926.00 9900.75 9902.75
Settle Settle - Var Change
9904.375 N/A -8.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,570 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
9868.50 9877.25 9854.25 9870.00
Settle Settle - Var Change
9870.75 N/A 5.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,935 0 0 5
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
9926.75 9934.00 9908.25 9932.00
Settle Settle - Var Change
9923.375 N/A 2.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,902 0 0 5
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
9979.00 9980.50 9955.50 9963.00
Settle Settle - Var Change
9974.00 N/A 6.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,221 0 0 5
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
10073.75 10081.25 10055.75 10060.00
Settle Settle - Var Change
10062.00 N/A -6.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,532 0 0 20
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
10083.75 10098.00 10072.50 10083.00
Settle Settle - Var Change
10094.25 N/A 9.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,054 0 0 5
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
10097.00 10102.25 10077.50 10089.50
Settle Settle - Var Change
10081.75 N/A -8.38
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,902 0 0 15
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
9981.50 9989.25 9964.25 9981.00
Settle Settle - Var Change
9972.75 N/A -4.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
15,206 0 0 8
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
9905.75 9909.25 9885.75 9898.50
Settle Settle - Var Change
9886.875 N/A -9.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
16,467 0 0 5
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
9973.50 9991.25 9966.00 9971.00
Settle Settle - Var Change
9967.625 N/A -11.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
15,149 0 0 5
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
10079.50 10103.25 10077.75 10080.75
Settle Settle - Var Change
10087.88 N/A -2.62
CONTRACT VOLUME Total BLOCK ECRP Open Interest
15,304 0 0 40
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
9964.00 9980.25 9954.50 9967.25
Settle Settle - Var Change
9977.125 N/A 9.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
17,042 0 0 20
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
10030.75 10042.25 10016.75 10029.25
Settle Settle - Var Change
10025.63 N/A -3.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14,846 0 0 10
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
10078.25 10090.50 10065.00 10079.50
Settle Settle - Var Change
10089.25 N/A 11.37
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,897 0 0 10
AMB1/F3 - 2023-02-01
CONTRACT PRICES (US$) Open High Low Close
9883.50 9903.25 9879.25 9883.75
Settle Settle - Var Change
9882.875 N/A -8.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
14,982 0 0 20
AMB1/G3 - 2023-03-01
CONTRACT PRICES (US$) Open High Low Close
9959.75 9983.00 9958.00 9976.00
Settle Settle - Var Change
9968.375 N/A -2.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,858 0 0 40
AMB1/H3 - 2023-04-03
CONTRACT PRICES (US$) Open High Low Close
10001.25 10010.00 9986.75 9991.00
Settle Settle - Var Change
9992.875 N/A -4.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11,857 0 0 30
AMB1/J3 - 2023-05-01
CONTRACT PRICES (US$) Open High Low Close
9986.00 10003.75 9980.25 10000.75
Settle Settle - Var Change
9981.125 N/A -9.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,460 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
9982.00 9990.00 9968.25 9987.25
Settle Settle - Var Change
9967.375 N/A -11.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,906 0 0 95
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
9993.00 9995.25 9970.25 9991.25
Settle Settle - Var Change
9981.125 N/A -1.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12,882 0 0 125
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
10033.00 10056.00 10031.75 10053.25
Settle Settle - Var Change
10045.63 N/A 1.13
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,310 0 0 0
AMB3/Z1 - 2022-03-16
CONTRACT PRICES (US$) Open High Low Close
9945.50 9969.00 9945.50 9956.50
Settle Settle - Var Change
9950.50 N/A -5.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,744 0 0 0
AMB3/H2 - 2022-06-15
CONTRACT PRICES (US$) Open High Low Close
9977.75 b9981.50 9959.50 9972.50
Settle Settle - Var Change
9976.625 N/A 6.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
13,773 0 0 0
Cboe AMERIBOR Term-30 Futures
AMT1/M1 - 2021-06-14
CONTRACT PRICES (US$) Open High Low Close
9996.75 10010.00 9988.25 9996.75
Settle Settle - Var Change
9996.625 N/A -2.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,014 0 0 0
AMT1/N1 - 2021-07-19
CONTRACT PRICES (US$) Open High Low Close
9998.50 10009.50 9988.25 9988.75
Settle Settle - Var Change
9992.75 N/A -6.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,850 0 0 0
AMT1/Q1 - 2021-08-16
CONTRACT PRICES (US$) Open High Low Close
10003.00 b10010.25 9988.75 10007.75
Settle Settle - Var Change
10010.50 N/A 11.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,559 0 0 0
AMT1/U1 - 2021-09-13
CONTRACT PRICES (US$) Open High Low Close
9997.75 10009.75 9988.25 9993.00
Settle Settle - Var Change
9997.50 N/A -1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,649 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.