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, January 25, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 281,212 0 456 350,498 2,760
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 252,966 0 456 341,088 87
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 26,721 0 0 7,628 2,363
S&P 500 Variance (VA) Futures 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 1,323 0 0 1,007 145
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 202 0 0 298 165
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+VXT04/F1 - 2021-01-27
CONTRACT PRICES (US$) Open High Low Close
23.45 b26.40 23.00a 23.80
Settle Settle - Var Change
23.875 N/A 0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
38 0 0 89
VX+VXT05/G1 - 2021-02-03
CONTRACT PRICES (US$) Open High Low Close
24.55 b27.00 23.90a 25.45
Settle Settle - Var Change
25.00 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
47 0 0 35
VX+VXT06/G1 - 2021-02-10
CONTRACT PRICES (US$) Open High Low Close
24.65 b26.65 24.15a 25.80
Settle Settle - Var Change
25.50 N/A 0.90
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20 0 0 16
VX+VXT/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
25.00 27.10 24.35 25.85
Settle Settle - Var Change
25.9535 N/A 1.0785
CONTRACT VOLUME Total BLOCK ECRP Open Interest
127,359 0 384 195,131
VX+VXT08/G1 - 2021-02-24
CONTRACT PRICES (US$) Open High Low Close
26.00 b27.00 25.00a 26.25
Settle Settle - Var Change
26.40 N/A 1.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
23 0 0 331
VX+VXT09/H1 - 2021-03-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
26.40 N/A 1.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
26.40 28.05 26.05 27.30
Settle Settle - Var Change
27.4004 N/A 0.8754
CONTRACT VOLUME Total BLOCK ECRP Open Interest
88,051 0 72 78,219
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
26.85 28.15 26.55 27.64
Settle Settle - Var Change
27.7088 N/A 0.7338
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,287 0 0 29,411
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
27.00 28.10 26.75 27.61
Settle Settle - Var Change
27.6674 N/A 0.5924
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,005 0 0 13,515
VX+VXT/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
27.00 28.05 26.80 27.57
Settle Settle - Var Change
27.6188 N/A 0.5438
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,288 0 0 15,831
VX+VXT/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
27.20 28.25 27.05a 27.67
Settle Settle - Var Change
27.7455 N/A 0.4705
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,424 0 0 5,901
VX+VXT/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
26.95 28.02 26.95 27.50
Settle Settle - Var Change
27.5313 N/A 0.3813
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,231 0 0 2,474
VX+VXT/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
27.20 27.90 27.20 27.60
Settle Settle - Var Change
27.575 N/A 1.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
193 0 0 135
VX+VXT/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.85 28.80a 0.00
Settle Settle - Var Change
27.575* N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/G1 - 2021-02-17
CONTRACT PRICES (US$) Open High Low Close
24.85 27.10 24.40 25.85
Settle Settle - Var Change
25.9535 N/A 1.0785
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25,571 0 0 6,080
VXM/H1 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
26.28 28.05 26.10 27.35
Settle Settle - Var Change
27.4004 N/A 0.8754
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,076 0 0 1,140
VXM/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
26.72 28.10 26.65 27.88
Settle Settle - Var Change
27.7088 N/A 0.7338
CONTRACT VOLUME Total BLOCK ECRP Open Interest
74 0 0 408
VXM/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.80 27.55a 0.00
Settle Settle - Var Change
27.6674 N/A
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures
VA/G1 - 2021-02-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.55 22.55a 0.00
Settle Settle - Var Change
21.60 418.6425 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H1 - 2021-03-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b25.60 25.40a 0.00
Settle Settle - Var Change
24.45 513.3981 0.55
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/J1 - 2021-04-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b26.90 27.20a 0.00
Settle Settle - Var Change
26.25 564.8305 0.65
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/K1 - 2021-05-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.65 28.40a 0.00
Settle Settle - Var Change
27.425 785.5643 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.20 29.20a 0.00
Settle Settle - Var Change
28.20 1460.5431 0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N1 - 2021-07-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.55 29.70a 0.00
Settle Settle - Var Change
28.725 964.7658 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.90 30.30a 0.00
Settle Settle - Var Change
29.40 504.1716 0.70
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.95 30.50a 0.00
Settle Settle - Var Change
29.75 1204.0318 0.80
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.85 30.45a 0.00
Settle Settle - Var Change
29.70 1020.6317 0.80
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b28.90 30.55a 0.00
Settle Settle - Var Change
29.75 1050.0237 0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.15 30.75a 0.00
Settle Settle - Var Change
30.10 751.0184 0.80
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.05 31.10a 0.00
Settle Settle - Var Change
30.00 1586.5678 0.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b29.55 31.35a 0.00
Settle Settle - Var Change
29.85 1168.4807 -1.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/G1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
145.84 b145.95 145.51a 145.91
Settle Settle - Var Change
145.875 N/A -0.045
CONTRACT VOLUME Total BLOCK ECRP Open Interest
675 0 0 740
IBHY/H1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
145.88 b146.00 145.56 145.97
Settle Settle - Var Change
145.945 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
648 0 0 267
IBHY/J1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
145.945 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
145.945 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/G1 - 2021-02-01
CONTRACT PRICES (US$) Open High Low Close
149.42 b149.51 149.07a 149.36
Settle Settle - Var Change
149.425 N/A 0.675
CONTRACT VOLUME Total BLOCK ECRP Open Interest
101 0 0 137
IBIG/H1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
149.52 b149.55 149.11a 149.47
Settle Settle - Var Change
149.465 N/A 0.675
CONTRACT VOLUME Total BLOCK ECRP Open Interest
101 0 0 161
IBIG/J1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
149.465 N/A 0.675
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
149.465 N/A 0.675
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW4/F1 - 2021-01-28
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.25 9991.75a 0.00
Settle Settle - Var Change
9991.375 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/G1 - 2021-02-04
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.75 9992.25a 0.00
Settle Settle - Var Change
9992.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMW2/G1 - 2021-02-11
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.75 9992.50a 0.00
Settle Settle - Var Change
9992.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/G1 - 2021-02-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.75 9992.50a 0.00
Settle Settle - Var Change
9992.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/G1 - 2021-02-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.25 9992.75a 0.00
Settle Settle - Var Change
9992.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/H1 - 2021-03-04
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.25 9992.75a 0.00
Settle Settle - Var Change
9992.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/H1 - 2021-03-11
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.75 9992.75a 0.00
Settle Settle - Var Change
9992.25 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/H1 - 2021-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9992.75a 0.00
Settle Settle - Var Change
9992.25 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/H1 - 2021-03-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.75 9993.25a 0.00
Settle Settle - Var Change
9992.50 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$) Open High Low Close
0.00 b9991.25 9991.75a 0.00
Settle Settle - Var Change
9991.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 87
AMB1/G1 - 2021-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.75 9992.75a 0.00
Settle Settle - Var Change
9992.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 55
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9993.00a 0.00
Settle Settle - Var Change
9992.625 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 12
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9993.00a 0.00
Settle Settle - Var Change
9992.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 12
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9993.50a 0.00
Settle Settle - Var Change
9992.875 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 14
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.50 9993.75a 0.00
Settle Settle - Var Change
9993.125 N/A 0.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 14
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.75 9993.75a 0.00
Settle Settle - Var Change
9993.50 N/A 0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.25 9994.00a 0.00
Settle Settle - Var Change
9993.625 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.75 9994.25a 0.00
Settle Settle - Var Change
9993.50 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.75 9993.75a 0.00
Settle Settle - Var Change
9993.50 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.75 9993.75a 0.00
Settle Settle - Var Change
9993.50 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.50 9993.50a 0.00
Settle Settle - Var Change
9993.25 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9993.50a 0.00
Settle Settle - Var Change
9992.875 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9994.00a 0.00
Settle Settle - Var Change
9993.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9993.50a 0.00
Settle Settle - Var Change
9993.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9993.75a 0.00
Settle Settle - Var Change
9993.00 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9993.50a 0.00
Settle Settle - Var Change
9992.625 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.25 9993.25a 0.00
Settle Settle - Var Change
9992.75 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.75 9993.25a 0.00
Settle Settle - Var Change
9992.50 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.25 9992.75a 0.00
Settle Settle - Var Change
9992.125 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.25 9992.75a 0.00
Settle Settle - Var Change
9992.00 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9992.25a 0.00
Settle Settle - Var Change
9991.625 N/A 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9991.75a 0.00
Settle Settle - Var Change
9991.375 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.50a 0.00
Settle Settle - Var Change
9991.00 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.50 9992.00a 0.00
Settle Settle - Var Change
9991.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9992.75 9993.25a 0.00
Settle Settle - Var Change
9993.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 85
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.50 9993.75a 0.00
Settle Settle - Var Change
9993.75 N/A 0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9993.25 9993.50a 0.00
Settle Settle - Var Change
9993.75 N/A 0.50
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 b9992.25 9994.00a 0.00
Settle Settle - Var Change
9993.25 N/A 0.125
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.