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, January 15, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 292,747 2,100 0 365,982 7,404
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 271,058 2,100 0 354,947 7,986
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 21,005 0 0 9,561 -708
S&P 500 Variance (VA) Futures 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 381 0 0 723 36
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 303 0 0 274 90
Cboe 7-Day AMERIBOR Futures 0 0 0 25 0
Cboe One-Month AMERIBOR Futures 0 0 0 292 0
Cboe Three-Month AMERIBOR Futures 0 0 0 160 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
23.10 25.20 23.00 24.60
Settle Settle - Var Change
23.775 N/A 0.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
97,472 0 0 40,776
VX+VXT04/F1 - 2021-01-27
CONTRACT PRICES (US$) Open High Low Close
25.55 b25.70 24.00a 25.05
Settle Settle - Var Change
25.15 N/A 1.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7 0 0 23
VX+VXT05/G1 - 2021-02-03
CONTRACT PRICES (US$) Open High Low Close
24.75 b25.85 24.25a 24.75
Settle Settle - Var Change
25.20 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 62
VX+VXT06/G1 - 2021-02-10
CONTRACT PRICES (US$) Open High Low Close
25.40 b25.55 24.50a 25.40
Settle Settle - Var Change
25.05 N/A 0.55
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5 0 0 16
VX+VXT/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
25.25 26.55 25.15 26.35
Settle Settle - Var Change
25.975 N/A 0.650
CONTRACT VOLUME Total BLOCK ECRP Open Interest
116,811 0 0 207,088
VX+VXT08/G1 - 2021-02-24
CONTRACT PRICES (US$) Open High Low Close
26.30 b26.95 25.85a 26.30
Settle Settle - Var Change
26.35 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 331
VX+VXT09/H1 - 2021-03-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
26.35 N/A 1.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
25.95 26.95 25.87 26.95
Settle Settle - Var Change
26.625 N/A 0.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
29,740 0 0 57,350
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
26.42 27.25 26.37 27.15
Settle Settle - Var Change
26.925 N/A 0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,770 0 0 17,344
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
26.45 27.27 26.45 27.05
Settle Settle - Var Change
26.875 N/A 0.350
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,887 0 0 12,819
VX+VXT/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
26.45 27.15 26.35 27.06
Settle Settle - Var Change
26.875 N/A 0.400
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5,887 2,100 0 14,501
VX+VXT/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
26.55 27.26 26.50 27.15
Settle Settle - Var Change
27.05 N/A 0.45
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,177 0 0 4,026
VX+VXT/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
26.45 26.90 26.30a 26.87
Settle Settle - Var Change
26.80 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
298 0 0 608
VX+VXT/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
26.70 26.70 26.70 26.70
Settle Settle - Var Change
26.75 N/A 0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 3
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/F1 - 2021-01-20
CONTRACT PRICES (US$) Open High Low Close
23.05 25.15 23.05 24.55
Settle Settle - Var Change
23.775 N/A 0.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18,471 0 0 6,605
VXM/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
25.25 26.55 25.15 26.25
Settle Settle - Var Change
25.975 N/A 0.650
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,107 0 0 2,144
VXM/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
26.10 b26.90 25.90a 26.86
Settle Settle - Var Change
26.625 N/A 0.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
193 0 0 630
VXM/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
26.45 b27.20 26.40a 27.05
Settle Settle - Var Change
26.925 N/A 0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
234 0 0 182
S&P 500 Variance (VA) Futures
VA/F1 - 2021-01-15
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
0.00 1788.7103
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G1 - 2021-02-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.30 24.90a 0.00
Settle Settle - Var Change
24.675 458.4868 1.425
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H1 - 2021-03-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b25.55 26.60a 0.00
Settle Settle - Var Change
26.25 573.0916 1.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/J1 - 2021-04-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b26.50 27.85a 0.00
Settle Settle - Var Change
27.40 618.2054 1.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/K1 - 2021-05-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.20 28.85a 0.00
Settle Settle - Var Change
28.20 840.8919 0.85
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.70 29.45a 0.00
Settle Settle - Var Change
28.75 1473.6951 0.80
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.20 30.35a 0.00
Settle Settle - Var Change
29.45 517.1145 0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.20 30.40a 0.00
Settle Settle - Var Change
29.55 1205.299 0.725
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.25 30.55a 0.00
Settle Settle - Var Change
29.65 1056.2259 0.70
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.45 30.80a 0.00
Settle Settle - Var Change
29.85 747.9727 0.65
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.40 30.70a 0.00
Settle Settle - Var Change
29.75 1581.9153 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.05 30.95a 0.00
Settle Settle - Var Change
30.075 1186.4696 -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/G1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
145.65 b145.86 145.53a 145.61
Settle Settle - Var Change
145.585 N/A -0.230
CONTRACT VOLUME Total BLOCK ECRP Open Interest
204 0 0 579
IBHY/H1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
145.71 145.92 145.59a 145.85
Settle Settle - Var Change
145.645 N/A -0.230
CONTRACT VOLUME Total BLOCK ECRP Open Interest
177 0 0 144
IBHY/J1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
145.645 N/A -0.230
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
145.645 N/A -0.230
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/G1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
149.38 149.52 149.22a 149.33
Settle Settle - Var Change
149.31 N/A 0.195
CONTRACT VOLUME Total BLOCK ECRP Open Interest
153 0 0 133
IBIG/H1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
149.36 b149.53 149.25a 149.36
Settle Settle - Var Change
149.34 N/A 0.19
CONTRACT VOLUME Total BLOCK ECRP Open Interest
150 0 0 141
IBIG/J1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
149.34 N/A 0.19
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
149.34 N/A 0.19
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW3/F1 - 2021-01-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9992.25a 0.00
Settle Settle - Var Change
9991.875 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/F1 - 2021-01-28
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.25 9992.25a 0.00
Settle Settle - Var Change
9991.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/G1 - 2021-02-04
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9992.25a 0.00
Settle Settle - Var Change
9991.875 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMW2/G1 - 2021-02-11
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9992.25a 0.00
Settle Settle - Var Change
9991.875 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/G1 - 2021-02-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9992.75a 0.00
Settle Settle - Var Change
9991.875 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/G1 - 2021-02-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9992.75a 0.00
Settle Settle - Var Change
9991.875 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/H1 - 2021-03-04
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9992.75a 0.00
Settle Settle - Var Change
9991.875 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/H1 - 2021-03-11
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9992.75a 0.00
Settle Settle - Var Change
9991.875 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/H1 - 2021-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9992.75a 0.00
Settle Settle - Var Change
9991.875 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/F1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 87
AMB1/G1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9992.25a 0.00
Settle Settle - Var Change
9991.875 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 55
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.75 9992.50a 0.00
Settle Settle - Var Change
9992.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 12
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.00 9992.75a 0.00
Settle Settle - Var Change
9992.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 12
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9993.00a 0.00
Settle Settle - Var Change
9992.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 14
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.75 9993.25a 0.00
Settle Settle - Var Change
9992.375 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 14
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.00 9993.25a 0.00
Settle Settle - Var Change
9992.375 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.00 9993.25a 0.00
Settle Settle - Var Change
9992.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.00 9993.00a 0.00
Settle Settle - Var Change
9992.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9993.25a 0.00
Settle Settle - Var Change
9992.375 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9993.25a 0.00
Settle Settle - Var Change
9992.375 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.00 9993.00a 0.00
Settle Settle - Var Change
9992.75 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.00 9993.00a 0.00
Settle Settle - Var Change
9992.75 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.00 9993.25a 0.00
Settle Settle - Var Change
9992.75 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9992.75a 0.00
Settle Settle - Var Change
9992.25 N/A 0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9992.75a 0.00
Settle Settle - Var Change
9992.25 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.25 9992.25a 0.00
Settle Settle - Var Change
9991.75 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9992.00a 0.00
Settle Settle - Var Change
9991.75 N/A 0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.50a 0.00
Settle Settle - Var Change
9991.00 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9991.75a 0.00
Settle Settle - Var Change
9991.00 N/A 1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9991.25a 0.00
Settle Settle - Var Change
9990.75 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9991.00a 0.00
Settle Settle - Var Change
9990.50 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.75 9990.75a 0.00
Settle Settle - Var Change
9990.25 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9991.75a 0.00
Settle Settle - Var Change
9991.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.00 9992.75a 0.00
Settle Settle - Var Change
9992.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 85
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.50 9993.25a 0.00
Settle Settle - Var Change
9992.875 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9993.00a 0.00
Settle Settle - Var Change
9992.625 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/Z1 - 2022-03-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.00 9993.25a 0.00
Settle Settle - Var Change
9993.00 N/A 1.00
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.