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 Tuesday, February 23, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 193,712 0 0 399,710 -2,795
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 64,865 0 0 393,499 -2,240
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 12,608 0 0 4,419 -290
S&P 500 Variance (VA) Futures 2,262 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 7,789 0 0 1,084 -157
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 5,679 0 0 109 -108
Cboe 7-Day AMERIBOR Futures 14,808 0 0 75 0
Cboe One-Month AMERIBOR Futures 83,529 0 0 334 0
Cboe Three-Month AMERIBOR Futures 2,172 0 0 190 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT08/G1 - 2021-02-24
CONTRACT PRICES (US$) Open High Low Close
26.75 26.90 26.60 26.90
Settle Settle - Var Change
26.725 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,302 0 0 361
VX+VXT09/H1 - 2021-03-02
CONTRACT PRICES (US$) Open High Low Close
26.60 26.75 26.40 26.75
Settle Settle - Var Change
26.625 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,116 0 0 116
VX+VXT10/H1 - 2021-03-10
CONTRACT PRICES (US$) Open High Low Close
26.75 27.00 26.70 26.75
Settle Settle - Var Change
26.85 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,806 0 0 12
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
26.55 26.70 26.10 26.50
Settle Settle - Var Change
26.4278 N/A 0.0028
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,092 0 0 217,889
VX+VXT12/H1 - 2021-03-24
CONTRACT PRICES (US$) Open High Low Close
27.15 27.20 26.85 26.95
Settle Settle - Var Change
26.975 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,353 0 0 5
VX+VXT13/H1 - 2021-03-31
CONTRACT PRICES (US$) Open High Low Close
26.85 27.05 26.65 26.80
Settle Settle - Var Change
26.825 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,025 0 0 0
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
28.25 28.60 28.00 28.35
Settle Settle - Var Change
28.475 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,276 0 0 91,802
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
28.00 28.35 27.95 28.05
Settle Settle - Var Change
28.125 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,352 0 0 33,120
VX+VXT/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
28.80 31.60 28.60 28.90
Settle Settle - Var Change
28.95 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,196 0 0 23,574
VX+VXT/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
32.10 32.55 31.95 32.25
Settle Settle - Var Change
32.175 N/A -0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,322 0 0 14,088
VX+VXT/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
31.40 31.65 31.40 31.40
Settle Settle - Var Change
31.45 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,937 0 0 9,422
VX+VXT/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
31.40 31.70 31.35 31.50
Settle Settle - Var Change
31.55 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,014 0 0 2,996
VX+VXT/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
31.70 32.10 31.45 32.00
Settle Settle - Var Change
31.85 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,228 0 0 114
VX+VXT/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
29.30 29.65 29.05 29.50
Settle Settle - Var Change
29.30 N/A -0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,846 0 0 0
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
26.50 26.70 26.40 26.60
Settle Settle - Var Change
26.4278 N/A 0.0028
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,569 0 0 2,511
VXM/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
28.35 28.60 28.20 28.25
Settle Settle - Var Change
28.475 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,115 0 0 1,560
VXM/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
28.00 28.35 28.00 28.25
Settle Settle - Var Change
28.125 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,825 0 0 299
VXM/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
28.80 29.15 28.55 29.05
Settle Settle - Var Change
28.95 N/A 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,099 0 0 49
S&P 500 Variance (VA) Futures
VA/H1 - 2021-03-19
CONTRACT PRICES (US$) Open High Low Close
22.95 24.05 22.75 22.90
Settle Settle - Var Change
23.475 436.2974 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
205 0 0 0
VA/J1 - 2021-04-16
CONTRACT PRICES (US$) Open High Low Close
23.75 24.90 23.75 23.75
Settle Settle - Var Change
24.325 462.3622 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
163 0 0 0
VA/K1 - 2021-05-21
CONTRACT PRICES (US$) Open High Low Close
24.80 24.80 24.75 24.80
Settle Settle - Var Change
25.325 646.3143 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
143 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
24.30 25.45 24.30 24.35
Settle Settle - Var Change
24.875 1422.1635 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
135 0 0 0
VA/N1 - 2021-07-16
CONTRACT PRICES (US$) Open High Low Close
24.60 25.75 24.60 24.65
Settle Settle - Var Change
25.175 715.9971 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
163 0 0 0
VA/Q1 - 2021-08-20
CONTRACT PRICES (US$) Open High Low Close
16.00 16.05 16.00 16.00
Settle Settle - Var Change
15.475 305.7746 -0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
957 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
25.80 25.85 25.80 25.85
Settle Settle - Var Change
26.375 395.0925 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
28 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
25.85 25.90 25.85 25.90
Settle Settle - Var Change
26.45 1147.5877 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
24 0 0 0
VA/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
25.90 25.95 25.90 25.90
Settle Settle - Var Change
26.55 809.8496 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
114 0 0 0
VA/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
26.00 26.00 25.95 26.00
Settle Settle - Var Change
26.55 855.9992 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
144 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
25.45 25.45 25.40 25.45
Settle Settle - Var Change
25.975 573.9707 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
46 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
25.30 25.35 25.30 25.35
Settle Settle - Var Change
25.875 1437.1166 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
31 0 0 0
VA/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
24.30 25.45 24.30 24.30
Settle Settle - Var Change
24.90 896.4012 -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
109 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/H1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
140.37 140.40 140.06 140.26
Settle Settle - Var Change
140.255 N/A 0.005
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,213 0 0 723
IBHY/J1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
138.87 139.16 138.86 138.97
Settle Settle - Var Change
138.93 N/A -0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,349 0 0 361
IBHY/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
140.77 140.90 140.59 140.66
Settle Settle - Var Change
140.625 N/A -0.155
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,291 0 0 0
IBHY/M1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
139.77 139.97 139.58 139.78
Settle Settle - Var Change
139.785 N/A 0.010
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,936 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/H1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
133.61 133.74 133.40 133.53
Settle Settle - Var Change
133.485 N/A -0.135
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,445 0 0 79
IBIG/J1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
133.55 133.66 133.36 133.62
Settle Settle - Var Change
133.645 N/A 0.095
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,249 0 0 30
IBIG/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
132.92 133.10 132.80 132.91
Settle Settle - Var Change
132.86 N/A -0.055
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,465 0 0 0
IBIG/M1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
132.92 133.10 132.81 132.85
Settle Settle - Var Change
132.885 N/A -0.035
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,520 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW4/G1 - 2021-02-25
CONTRACT PRICES (US$) Open High Low Close
10023.75 b10029.00 10005.50 10018.00
Settle Settle - Var Change
10009.63 N/A -8.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,786 0 0 0
AMW1/H1 - 2021-03-04
CONTRACT PRICES (US$) Open High Low Close
10007.00 10020.25 9994.00 9998.00
Settle Settle - Var Change
9998.625 N/A -8.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,641 0 0 0
AMW2/H1 - 2021-03-11
CONTRACT PRICES (US$) Open High Low Close
10013.00 b10032.25 10008.75 10026.50
Settle Settle - Var Change
10032.88 N/A 11.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,756 0 0 75
AMW3/H1 - 2021-03-18
CONTRACT PRICES (US$) Open High Low Close
9987.00 9987.00 9963.75 9987.00
Settle Settle - Var Change
9964.375 N/A -10.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,177 0 0 0
AMW4/H1 - 2021-03-25
CONTRACT PRICES (US$) Open High Low Close
10005.75 10019.75 9994.50 10004.75
Settle Settle - Var Change
10001.38 N/A -5.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,433 0 0 0
AMW5/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
9992.00 10006.75 9981.50 9985.00
Settle Settle - Var Change
10004.25 N/A 10.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,476 0 0 0
AMW1/J1 - 2021-04-08
CONTRACT PRICES (US$) Open High Low Close
9978.00 9999.50 9974.75 9996.25
Settle Settle - Var Change
9988.25 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,990 0 0 0
AMW2/J1 - 2021-04-15
CONTRACT PRICES (US$) Open High Low Close
9986.00 9990.50 9968.25 9972.00
Settle Settle - Var Change
9986.625 N/A 7.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,883 0 0 0
AMW3/J1 - 2021-04-22
CONTRACT PRICES (US$) Open High Low Close
9976.75 9989.25 9965.75a 9970.00
Settle Settle - Var Change
9983.00 N/A 6.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,666 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/G1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
9938.00 9954.75 9931.50 9937.25
Settle Settle - Var Change
9939.25 N/A -3.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,537 0 0 55
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
10001.25 10026.75 10001.25 10010.00
Settle Settle - Var Change
10005.38 N/A -8.62
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,679 0 0 52
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
10030.75 10039.50 10015.75 10027.00
Settle Settle - Var Change
10016.63 N/A -11.87
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,692 0 0 30
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
9973.75 9976.50 9951.25 9972.00
Settle Settle - Var Change
9975.50 N/A 11.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,793 0 0 14
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
10024.50 10039.75 10016.00 10032.75
Settle Settle - Var Change
10031.50 N/A 2.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,860 0 0 14
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
9997.25 10018.25 9992.50 10009.00
Settle Settle - Var Change
10004.13 N/A -1.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,810 0 0 9
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
10039.75 10047.25 10023.75 10033.00
Settle Settle - Var Change
10024.88 N/A -11.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,998 0 0 9
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
10046.00 10048.50 10025.25 10033.25
Settle Settle - Var Change
10031.00 N/A -6.88
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,835 0 0 9
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
9967.25 9975.75 9950.75 9966.25
Settle Settle - Var Change
9959.25 N/A -4.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,745 0 0 9
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
9949.25 9969.25 9945.00 9956.50
Settle Settle - Var Change
9952.125 N/A -5.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,689 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
9951.50 9964.75 9940.25 9951.25
Settle Settle - Var Change
9943.75 N/A -9.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,214 0 0 5
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
9950.75 9959.25 9934.00 9947.25
Settle Settle - Var Change
9954.125 N/A 7.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,534 0 0 5
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
9945.50 9950.50 9927.00 9933.50
Settle Settle - Var Change
9928.625 N/A -9.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,864 0 0 5
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
10034.00 10049.50 10024.00 10030.00
Settle Settle - Var Change
10025.63 N/A -11.12
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,881 0 0 20
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
9974.00 9990.50 9965.50 9967.75
Settle Settle - Var Change
9989.50 N/A 11.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,077 0 0 5
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
10063.00 10072.00 10048.25 10059.00
Settle Settle - Var Change
10054.63 N/A -6.37
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,881 0 0 15
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
10015.25 10017.00 9993.25 10006.25
Settle Settle - Var Change
10013.25 N/A 9.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,713 0 0 8
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
9956.25 9960.75 9935.75 9938.50
Settle Settle - Var Change
9944.125 N/A -4.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,442 0 0 5
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
10024.50 10024.50 9999.00 10004.50
Settle Settle - Var Change
10020.13 N/A 8.38
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,850 0 0 5
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
10049.00 10049.25 10023.75 10027.50
Settle Settle - Var Change
10040.50 N/A 4.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,987 0 0 40
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
9943.25 9948.75 9925.25 9938.00
Settle Settle - Var Change
9941.50 N/A 5.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,101 0 0 20
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
9959.75 9973.50 9948.25 9951.75
Settle Settle - Var Change
9967.875 N/A 7.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,409 0 0 0
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
9981.50 9999.75 9974.75 9988.00
Settle Settle - Var Change
9998.75 N/A 11.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,359 0 0 0
AMB1/F3 - 2023-02-01
CONTRACT PRICES (US$) Open High Low Close
9976.00 9991.50 9967.25 9988.75
Settle Settle - Var Change
9971.375 N/A -7.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,579 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
10031.50 10043.00 10019.50 10021.75
Settle Settle - Var Change
10022.38 N/A -9.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
689 0 0 45
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
9956.25 9956.25 9933.00 9940.00
Settle Settle - Var Change
9945.75 N/A 2.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
264 0 0 95
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
9968.50 9989.50 9966.25 9969.25
Settle Settle - Var Change
9972.50 N/A -4.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
259 0 0 50
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
10031.75 10033.50 10009.00 10017.25
Settle Settle - Var Change
10027.00 N/A 6.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
414 0 0 0
AMB3/Z1 - 2022-03-16
CONTRACT PRICES (US$) Open High Low Close
10001.50 10015.25 9990.75 9994.25
Settle Settle - Var Change
9995.375 N/A -7.255
CONTRACT VOLUME Total BLOCK ECRP Open Interest
546 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.