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 Friday, November 26, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 471,083 0 0 350,029 27,486
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 448,412 0 0 339,926 24,638
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 22,388 0 0 7,900 2,825
S&P 500 Variance (VA) Futures, Includes Stub 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 202 0 0 930 -23
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 31 0 0 206 -4
Cboe 7-Day AMERIBOR Futures 0 0 0 150 0
Cboe One-Month AMERIBOR Futures 50 0 0 457 50
Cboe Three-Month AMERIBOR Futures 0 0 0 100 0
Cboe AMERIBOR Term-30 Futures 0 0 0 360 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT48/Z1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
25.00 26.15 19.05a 26.15
Settle Settle - Var Change
26.30* N/A 6.975
CONTRACT VOLUME Total BLOCK ECRP Open Interest
30 0 0 276
VX+VXT49/Z1 - 2021-12-08
CONTRACT PRICES (US$) Open High Low Close
22.90 b25.10 20.10a 22.95
Settle Settle - Var Change
25.425* N/A 5.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
15 0 0 2
VX+VXT50/Z1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
24.80 b24.95 20.25a 24.80
Settle Settle - Var Change
25.25* N/A 4.975
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1 0 0 1
VX+VXT/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
20.25 27.00 20.05 25.90
Settle Settle - Var Change
26.5412 N/A 6.1932
CONTRACT VOLUME Total BLOCK ECRP Open Interest
239,590 0 0 172,922
VX+VXT52/Z1 - 2021-12-29
CONTRACT PRICES (US$) Open High Low Close
0.00 b25.75 24.50a 0.00
Settle Settle - Var Change
26.475 N/A 6.127
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT01/F2 - 2022-01-05
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
26.475 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/F2 - 2022-01-19
CONTRACT PRICES (US$) Open High Low Close
22.35 27.52 22.20 26.45
Settle Settle - Var Change
27.0096 N/A 4.5558
CONTRACT VOLUME Total BLOCK ECRP Open Interest
121,463 0 0 82,853
VX+VXT/G2 - 2022-02-16
CONTRACT PRICES (US$) Open High Low Close
23.50 27.70 23.40 26.74
Settle Settle - Var Change
27.1071 N/A 3.5324
CONTRACT VOLUME Total BLOCK ECRP Open Interest
43,415 0 0 36,208
VX+VXT/H2 - 2022-03-15
CONTRACT PRICES (US$) Open High Low Close
24.35 27.75 24.30 26.98
Settle Settle - Var Change
27.1271 N/A 2.7024
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18,793 0 0 25,078
VX+VXT/J2 - 2022-04-20
CONTRACT PRICES (US$) Open High Low Close
25.05 27.65 25.00 26.99
Settle Settle - Var Change
27.0784 N/A 1.9856
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11,724 0 0 11,736
VX+VXT/K2 - 2022-05-18
CONTRACT PRICES (US$) Open High Low Close
25.30 27.25 25.30 26.75
Settle Settle - Var Change
27.1125 N/A 1.7455
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,574 0 0 6,991
VX+VXT/M2 - 2022-06-15
CONTRACT PRICES (US$) Open High Low Close
25.50 27.20 25.50 26.47
Settle Settle - Var Change
26.8071 N/A 1.2012
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,177 0 0 2,789
VX+VXT/N2 - 2022-07-20
CONTRACT PRICES (US$) Open High Low Close
25.85 26.80 25.60a 26.55
Settle Settle - Var Change
26.70 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
581 0 0 862
VX+VXT/Q2 - 2022-08-17
CONTRACT PRICES (US$) Open High Low Close
26.20 26.60 25.65a 26.40
Settle Settle - Var Change
26.40 N/A 0.65
CONTRACT VOLUME Total BLOCK ECRP Open Interest
49 0 0 208
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM+VXMT/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
20.15 26.85 20.05 26.05
Settle Settle - Var Change
26.5412 N/A 6.1932
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18,659 0 0 4,908
VXM+VXMT/F2 - 2022-01-19
CONTRACT PRICES (US$) Open High Low Close
22.35 27.35 22.25 26.80
Settle Settle - Var Change
27.0096 N/A 4.5558
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,060 0 0 2,088
VXM+VXMT/G2 - 2022-02-16
CONTRACT PRICES (US$) Open High Low Close
23.45 27.40 23.45 27.05
Settle Settle - Var Change
27.1071 N/A 3.5324
CONTRACT VOLUME Total BLOCK ECRP Open Interest
124 0 0 291
VXM+VXMT/H2 - 2022-03-15
CONTRACT PRICES (US$) Open High Low Close
24.30 b27.60 24.30 27.20
Settle Settle - Var Change
27.1271 N/A 2.7024
CONTRACT VOLUME Total BLOCK ECRP Open Interest
397 0 0 416
VXM+VXMT/J2 - 2022-04-20
CONTRACT PRICES (US$) Open High Low Close
25.35 27.00 25.05a 27.00
Settle Settle - Var Change
27.0784 N/A 1.9856
CONTRACT VOLUME Total BLOCK ECRP Open Interest
133 0 0 185
VXM+VXMT/K2 - 2022-05-18
CONTRACT PRICES (US$) Open High Low Close
25.95 b26.75 25.35a 26.10
Settle Settle - Var Change
27.1125 N/A 1.7455
CONTRACT VOLUME Total BLOCK ECRP Open Interest
15 0 0 12
S&P 500 Variance (VA) Futures, Includes Stub
VA+VAO/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
27.20* 994.9939 9.30
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
27.70* 399.0169 7.50
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/G2 - 2022-02-18
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
28.20* 730.8756 6.40
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
28.75* 547.6207 5.60
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
29.25* 420.115 3.80
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/U2 - 2022-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
29.25* 932.8978 2.75
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/V2 - 2022-10-21
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
29.05* 1021.3975 2.55
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/X2 - 2022-11-18
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
29.30* 1127.66 2.75
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
29.90* 1373.8423 3.45
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/F3 - 2023-01-20
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
29.00* 1024.2216 2.55
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/M3 - 2023-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
28.45* 998.4351 1.90
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
28.60* 913.0058 1.55
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY+IBHYT/Z1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
147.92 b148.11 147.77 147.81
Settle Settle - Var Change
147.96 N/A -1.055
CONTRACT VOLUME Total BLOCK ECRP Open Interest
54 0 0 300
IBHY+IBHYT/F2 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
147.70 b147.84 147.16 147.38
Settle Settle - Var Change
147.275 N/A -1.485
CONTRACT VOLUME Total BLOCK ECRP Open Interest
136 0 0 616
IBHY+IBHYT/G2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
147.35 b147.57 147.35 147.44
Settle Settle - Var Change
147.71 N/A -1.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12 0 0 14
IBHY+IBHYT/H2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
147.71 N/A -1.175
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG+IBIGT/Z1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
147.93 b148.74 147.93 148.42
Settle Settle - Var Change
148.84 N/A 1.405
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19 0 0 85
IBIG+IBIGT/F2 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
148.03 b148.83 148.03 148.72
Settle Settle - Var Change
148.935 N/A 1.365
CONTRACT VOLUME Total BLOCK ECRP Open Interest
12 0 0 121
IBIG+IBIGT/G2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b148.79 148.40a 0.00
Settle Settle - Var Change
149.00 N/A 1.315
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG+IBIGT/H2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
149.00 N/A 1.315
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW4/X1 - 2021-11-26
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9988.77 N/A 0.27
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMW1/Z1 - 2021-12-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.50 9988.50a 0.00
Settle Settle - Var Change
9987.50 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMW2/Z1 - 2021-12-09
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.25 9989.50a 0.00
Settle Settle - Var Change
9988.50 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
AMW3/Z1 - 2021-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.00 9988.50a 0.00
Settle Settle - Var Change
9987.875 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
AMW4/Z1 - 2021-12-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9990.00a 0.00
Settle Settle - Var Change
9989.50 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW5/Z1 - 2021-12-30
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.50 9989.50a 0.00
Settle Settle - Var Change
9988.50 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/F2 - 2022-01-06
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.50 9989.50a 0.00
Settle Settle - Var Change
9988.50 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/F2 - 2022-01-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.50 9989.50a 0.00
Settle Settle - Var Change
9988.50 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/F2 - 2022-01-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.75 9991.50a 0.00
Settle Settle - Var Change
9989.50 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/F2 - 2022-01-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.50 9991.50a 0.00
Settle Settle - Var Change
9989.50 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
9990.00 b9990.25 9990.00 9990.00
Settle Settle - Var Change
9989.75 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
50 0 0 105
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9990.50a 0.00
Settle Settle - Var Change
9990.00 N/A 0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9990.50a 0.00
Settle Settle - Var Change
9990.00 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.25 9990.00a 0.00
Settle Settle - Var Change
9989.625 N/A 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9986.00 9989.25a 0.00
Settle Settle - Var Change
9987.50 N/A 1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9984.25 9987.25a 0.00
Settle Settle - Var Change
9985.50 N/A 3.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9979.50 9982.00a 0.00
Settle Settle - Var Change
9980.50 N/A 6.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9975.50 9977.00a 0.00
Settle Settle - Var Change
9976.00 N/A 8.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9971.00 9972.00a 0.00
Settle Settle - Var Change
9971.00 N/A 10.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 13
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9965.50 9966.00a 0.00
Settle Settle - Var Change
9966.00 N/A 12.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9962.00 9962.75a 0.00
Settle Settle - Var Change
9962.25 N/A 13.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9955.75 9955.50a 0.00
Settle Settle - Var Change
9955.25 N/A 13.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9949.75 9949.25a 0.00
Settle Settle - Var Change
9949.25 N/A 16.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9943.50 9942.75a 0.00
Settle Settle - Var Change
9943.25 N/A 17.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/F3 - 2023-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9937.50 9937.00a 0.00
Settle Settle - Var Change
9937.25 N/A 18.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMB1/G3 - 2023-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9931.75 9931.50a 0.00
Settle Settle - Var Change
9931.50 N/A 18.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/H3 - 2023-04-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9924.50 9924.25a 0.00
Settle Settle - Var Change
9925.00 N/A 18.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/J3 - 2023-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9918.00 9918.25a 0.00
Settle Settle - Var Change
9917.25 N/A 20.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/K3 - 2023-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9911.75 9910.50a 0.00
Settle Settle - Var Change
9911.00 N/A 20.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/M3 - 2023-07-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9904.75 9904.25a 0.00
Settle Settle - Var Change
9904.50 N/A 21.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/N3 - 2023-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9898.25 9897.75a 0.00
Settle Settle - Var Change
9898.25 N/A 23.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 11
AMB1/Q3 - 2023-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9891.00 9890.50a 0.00
Settle Settle - Var Change
9890.875 N/A 21.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/U3 - 2023-10-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9884.75 9883.75a 0.00
Settle Settle - Var Change
9884.75 N/A 22.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/V3 - 2023-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9878.50 9878.00a 0.00
Settle Settle - Var Change
9878.625 N/A 21.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9991.25a 0.00
Settle Settle - Var Change
9990.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
AMB3/Z1 - 2022-03-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.25 9990.75a 0.00
Settle Settle - Var Change
9989.75 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/H2 - 2022-06-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9982.50 9983.00a 0.00
Settle Settle - Var Change
9982.50 N/A 4.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
Cboe AMERIBOR Term-30 Futures
AMT1/Z1 - 2021-12-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.50a 0.00
Settle Settle - Var Change
9991.00 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 145
AMT1/F2 - 2022-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9990.00a 0.00
Settle Settle - Var Change
9989.625 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMT1/G2 - 2022-02-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.00 9990.00a 0.00
Settle Settle - Var Change
9989.50 N/A 0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 42
AMT1/H2 - 2022-03-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.00 9987.50a 0.00
Settle Settle - Var Change
9987.50 N/A 1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMT1/J2 - 2022-04-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9984.25 9987.25a 0.00
Settle Settle - Var Change
9985.50 N/A 3.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
AMT1/K2 - 2022-05-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9979.50 9982.25a 0.00
Settle Settle - Var Change
9980.75 N/A 6.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/M2 - 2022-06-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9975.50 9977.25a 0.00
Settle Settle - Var Change
9976.25 N/A 8.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
AMT1/N2 - 2022-07-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9971.00 9972.00a 0.00
Settle Settle - Var Change
9971.25 N/A 10.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMT1/Q2 - 2022-08-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9965.75 9966.25a 0.00
Settle Settle - Var Change
9966.00 N/A 12.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/U2 - 2022-09-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9962.50 9963.00a 0.00
Settle Settle - Var Change
9962.875 N/A 13.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/V2 - 2022-10-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9956.00 9955.75a 0.00
Settle Settle - Var Change
9955.50 N/A 16.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMT1/X2 - 2022-11-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b9950.75 9948.25a 0.00
Settle Settle - Var Change
9949.25 N/A 16.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMT1/Z2 - 2022-12-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9941.75 9945.00a 0.00
Settle Settle - Var Change
9943.50 N/A 17.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMT1/F3 - 2023-01-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9936.00 9939.50a 0.00
Settle Settle - Var Change
9937.75 N/A 18.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMT1/G3 - 2023-02-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9930.50 9934.25a 0.00
Settle Settle - Var Change
9932.25 N/A 18.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/H3 - 2023-03-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9923.25 9927.00a 0.00
Settle Settle - Var Change
9925.25 N/A 19.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/J3 - 2023-04-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9918.00 9921.00a 0.00
Settle Settle - Var Change
9919.50 N/A 20.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/K3 - 2023-05-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9909.75 9912.50a 0.00
Settle Settle - Var Change
9911.00 N/A 20.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/M3 - 2023-06-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b9902.00 9905.50a 0.00
Settle Settle - Var Change
9903.75 N/A 21.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/N3 - 2023-07-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9895.25 9898.75a 0.00
Settle Settle - Var Change
9897.25 N/A 21.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/Q3 - 2023-08-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b9888.75 9892.25a 0.00
Settle Settle - Var Change
9890.625 N/A 21.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/U3 - 2023-09-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9882.50 9886.00a 0.00
Settle Settle - Var Change
9884.625 N/A 22.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/V3 - 2023-10-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9876.50 9880.00a 0.00
Settle Settle - Var Change
9878.625 N/A 21.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/X3 - 2023-11-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9876.00 9875.25a 0.00
Settle Settle - Var Change
9873.75 N/A 20.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/Z3 - 2023-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9867.00 9873.00a 0.00
Settle Settle - Var Change
9870.125 N/A 21.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/F4 - 2024-01-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9863.25 9869.50a 0.00
Settle Settle - Var Change
9866.625 N/A 21.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/G4 - 2024-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b9860.25 9866.75a 0.00
Settle Settle - Var Change
9863.75 N/A 21.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/H4 - 2024-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9858.00 9864.50a 0.00
Settle Settle - Var Change
9861.875 N/A 21.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/J4 - 2024-04-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9855.50 9862.50a 0.00
Settle Settle - Var Change
9859.50 N/A 20.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/K4 - 2024-05-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9853.75 9860.75a 0.00
Settle Settle - Var Change
9857.75 N/A 20.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/M4 - 2024-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9852.25 9859.25a 0.00
Settle Settle - Var Change
9856.50 N/A 20.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/N4 - 2024-07-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9851.00 9858.00a 0.00
Settle Settle - Var Change
9855.25 N/A 20.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/Q4 - 2024-08-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9849.50 9856.75a 0.00
Settle Settle - Var Change
9854.00 N/A 19.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/U4 - 2024-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9848.25 9855.50a 0.00
Settle Settle - Var Change
9852.75 N/A 19.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/V4 - 2024-10-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9847.00 9854.50a 0.00
Settle Settle - Var Change
9851.50 N/A 19.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/X4 - 2024-11-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9845.75 9853.50a 0.00
Settle Settle - Var Change
9850.50 N/A 18.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 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.