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, September 24, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 205,025 0 0 319,316 -3,289
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 192,177 0 0 310,904 -2,747
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 11,269 0 0 6,673 -451
S&P 500 Variance (VA) Futures, Includes Stub 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 805 0 0 1,039 11
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 729 0 0 377 -102
Cboe 7-Day AMERIBOR Futures 0 0 0 0 0
Cboe One-Month AMERIBOR Futures 25 0 0 303 0
Cboe Three-Month AMERIBOR Futures 0 0 0 0 0
Cboe AMERIBOR Term-30 Futures 20 0 0 20 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT39/U1 - 2021-09-29
CONTRACT PRICES (US$) Open High Low Close
19.20 b20.50 18.85a 19.20
Settle Settle - Var Change
18.80 N/A -0.975
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5 0 0 21
VX+VXT40/V1 - 2021-10-06
CONTRACT PRICES (US$) Open High Low Close
19.90 b20.85 19.55 19.55
Settle Settle - Var Change
19.625 N/A -0.575
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 12
VX+VXT41/V1 - 2021-10-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.85 19.80a 0.00
Settle Settle - Var Change
19.65 N/A -0.725
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
VX+VXT/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
20.60 21.36 19.75 19.80
Settle Settle - Var Change
19.8182 N/A -0.7814
CONTRACT VOLUME Total BLOCK ECRP Open Interest
95,507 0 0 137,674
VX+VXT43/V1 - 2021-10-27
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
19.8182 N/A -0.7814
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT44/X1 - 2021-11-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
19.8182 N/A -0.7814
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
22.23 22.68 21.45 21.48
Settle Settle - Var Change
21.6471 N/A -0.5541
CONTRACT VOLUME Total BLOCK ECRP Open Interest
60,408 0 0 80,841
VX+VXT/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
22.78 23.20 22.10 22.15
Settle Settle - Var Change
22.4088 N/A -0.3368
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18,589 0 0 40,317
VX+VXT/F2 - 2022-01-19
CONTRACT PRICES (US$) Open High Low Close
23.70 24.05 23.15 23.25
Settle Settle - Var Change
23.45 N/A -0.2041
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,857 0 0 22,536
VX+VXT/G2 - 2022-02-16
CONTRACT PRICES (US$) Open High Low Close
24.23 24.50 23.70 23.76
Settle Settle - Var Change
23.9976 N/A -0.1447
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,334 0 0 15,582
VX+VXT/H2 - 2022-03-15
CONTRACT PRICES (US$) Open High Low Close
24.77 25.00 24.30 24.31
Settle Settle - Var Change
24.5506 N/A -0.1095
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,309 0 0 9,286
VX+VXT/J2 - 2022-04-20
CONTRACT PRICES (US$) Open High Low Close
24.95 25.15 24.50 24.50
Settle Settle - Var Change
24.7417 N/A -0.1377
CONTRACT VOLUME Total BLOCK ECRP Open Interest
980 0 0 3,302
VX+VXT/K2 - 2022-05-18
CONTRACT PRICES (US$) Open High Low Close
24.93 25.03 24.65 24.65
Settle Settle - Var Change
24.725 N/A -0.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
176 0 0 1,267
VX+VXT/M2 - 2022-06-15
CONTRACT PRICES (US$) Open High Low Close
24.92 24.92 24.70 24.70
Settle Settle - Var Change
24.725 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 62
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM+VXMT/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
20.55 21.40 19.75 19.85
Settle Settle - Var Change
19.8182 N/A -0.7814
CONTRACT VOLUME Total BLOCK ECRP Open Interest
9,529 0 0 4,314
VXM+VXMT/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
22.20 22.65 21.50 21.50
Settle Settle - Var Change
21.6471 N/A -0.5541
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,541 0 0 1,527
VXM+VXMT/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
22.75 b23.15 22.15a 22.20
Settle Settle - Var Change
22.4088 N/A -0.3368
CONTRACT VOLUME Total BLOCK ECRP Open Interest
60 0 0 476
VXM+VXMT/F2 - 2022-01-19
CONTRACT PRICES (US$) Open High Low Close
23.55 b24.00 23.25a 23.30
Settle Settle - Var Change
23.45 N/A -0.2041
CONTRACT VOLUME Total BLOCK ECRP Open Interest
123 0 0 292
VXM+VXMT/G2 - 2022-02-16
CONTRACT PRICES (US$) Open High Low Close
24.20 b24.35 23.95a 24.10
Settle Settle - Var Change
23.9976 N/A -0.1447
CONTRACT VOLUME Total BLOCK ECRP Open Interest
16 0 0 64
VXM+VXMT/H2 - 2022-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 26.45a 0.00
Settle Settle - Var Change
24.5506 N/A -0.1095
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance (VA) Futures, Includes Stub
VA+VAO/V1 - 2021-10-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.35 17.80a 0.00
Settle Settle - Var Change
16.525 628.3121 -0.775
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/X1 - 2021-11-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.10 20.25a 0.00
Settle Settle - Var Change
18.85 636.4306 -0.675
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.40 21.90a 0.00
Settle Settle - Var Change
20.425 1004.516 -0.525
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.60 23.35a 0.00
Settle Settle - Var Change
21.90 413.9376 -0.425
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/G2 - 2022-02-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.35 24.25a 0.00
Settle Settle - Var Change
22.80 733.3832 -0.35
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.95 25.00a 0.00
Settle Settle - Var Change
23.475 537.1044 -0.325
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.05 26.40a 0.00
Settle Settle - Var Change
24.90 395.8907 -0.20
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/U2 - 2022-09-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.45 26.95a 0.00
Settle Settle - Var Change
25.45 868.9826 -0.05
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/V2 - 2022-10-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.35 26.95a 0.00
Settle Settle - Var Change
25.50 942.1306 -0.05
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.25 26.95a 0.00
Settle Settle - Var Change
25.50 1317.8034 0.00
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/F3 - 2023-01-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.20 26.85a 0.00
Settle Settle - Var Change
25.50 938.1215 0.00
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/M3 - 2023-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b27.00 27.00a 0.00
Settle Settle - Var Change
26.90* 982.3984 0.55
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA+VAO/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.60 27.25a 0.00
Settle Settle - Var Change
25.825 839.3622 0.175
VARIANCE VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY+IBHYT/V1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
151.30 151.42 151.18 151.27
Settle Settle - Var Change
151.245 N/A -0.235
CONTRACT VOLUME Total BLOCK ECRP Open Interest
402 0 0 636
IBHY+IBHYT/X1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
151.44 151.56 151.30 151.39
Settle Settle - Var Change
151.36 N/A -0.22
CONTRACT VOLUME Total BLOCK ECRP Open Interest
403 0 0 403
IBHY+IBHYT/Z1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b151.41 151.59a 0.00
Settle Settle - Var Change
151.485 N/A -0.245
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY+IBHYT/F2 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
151.485 N/A -0.245
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG+IBIGT/V1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
150.80 150.91 150.53a 150.60
Settle Settle - Var Change
150.70 N/A -0.29
CONTRACT VOLUME Total BLOCK ECRP Open Interest
359 0 0 253
IBIG+IBIGT/X1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
150.94 151.08 150.73a 150.81
Settle Settle - Var Change
150.89 N/A -0.22
CONTRACT VOLUME Total BLOCK ECRP Open Interest
365 0 0 119
IBIG+IBIGT/Z1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
150.87 150.87 150.81a 150.86
Settle Settle - Var Change
150.815 N/A -0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
5 0 0 5
IBIG+IBIGT/F2 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
150.815 N/A -0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW5/U1 - 2021-09-30
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.75 9990.75a 0.00
Settle Settle - Var Change
9990.25 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/V1 - 2021-10-07
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.75 9990.25a 0.00
Settle Settle - Var Change
9990.25 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/V1 - 2021-10-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9990.00a 0.00
Settle Settle - Var Change
9990.00 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/V1 - 2021-10-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9990.00a 0.00
Settle Settle - Var Change
9990.00 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/V1 - 2021-10-28
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9990.75a 0.00
Settle Settle - Var Change
9990.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/X1 - 2021-11-04
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.75 9990.75a 0.00
Settle Settle - Var Change
9990.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/X1 - 2021-11-11
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.75 9991.00a 0.00
Settle Settle - Var Change
9990.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/X1 - 2021-11-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.75 9991.00a 0.00
Settle Settle - Var Change
9990.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/X1 - 2021-11-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.75 9991.00a 0.00
Settle Settle - Var Change
9990.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9990.50a 0.00
Settle Settle - Var Change
9990.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 75
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9990.25a 0.00
Settle Settle - Var Change
9990.375 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 25
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
9990.25 9990.25 9990.25 9990.25
Settle Settle - Var Change
9990.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25 0 0 5
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9990.25a 0.00
Settle Settle - Var Change
9990.00 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9991.25a 0.00
Settle Settle - Var Change
9990.50 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9991.00a 0.00
Settle Settle - Var Change
9990.00 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.00 9991.00a 0.00
Settle Settle - Var Change
9990.00 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.75 9990.75a 0.00
Settle Settle - Var Change
9989.75 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.75 9990.75a 0.00
Settle Settle - Var Change
9989.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.25 9989.25a 0.00
Settle Settle - Var Change
9988.25 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 18
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9985.75 9987.25a 0.00
Settle Settle - Var Change
9986.75 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 15
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9983.75 9985.25a 0.00
Settle Settle - Var Change
9984.75 N/A -1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9981.50 9982.75a 0.00
Settle Settle - Var Change
9982.00 N/A -1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9976.50 9977.50a 0.00
Settle Settle - Var Change
9977.00 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9973.00 9974.25a 0.00
Settle Settle - Var Change
9973.50 N/A -2.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9967.50 9968.50a 0.00
Settle Settle - Var Change
9967.75 N/A -2.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/F3 - 2023-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9962.75 9963.50a 0.00
Settle Settle - Var Change
9962.75 N/A -2.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMB1/G3 - 2023-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9959.00 9960.00a 0.00
Settle Settle - Var Change
9959.25 N/A -2.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/H3 - 2023-04-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9953.75 9954.25a 0.00
Settle Settle - Var Change
9953.75 N/A -3.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/J3 - 2023-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9949.00 9949.00a 0.00
Settle Settle - Var Change
9948.875 N/A -2.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/K3 - 2023-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9944.00 9944.25a 0.00
Settle Settle - Var Change
9943.75 N/A -3.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/M3 - 2023-07-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9939.50 9939.75a 0.00
Settle Settle - Var Change
9939.375 N/A -2.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/N3 - 2023-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9935.25 9935.25a 0.00
Settle Settle - Var Change
9935.00 N/A -1.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/Q3 - 2023-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9930.75 9931.00a 0.00
Settle Settle - Var Change
9930.625 N/A -1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9990.50a 0.00
Settle Settle - Var Change
9990.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/Z1 - 2022-03-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.00 9990.50a 0.00
Settle Settle - Var Change
9990.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/H2 - 2022-06-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9990.25a 0.00
Settle Settle - Var Change
9989.875 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe AMERIBOR Term-30 Futures
AMT1/V1 - 2021-10-18
CONTRACT PRICES (US$) Open High Low Close
9989.50 9989.50 9989.50 9989.50
Settle Settle - Var Change
9989.75 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20 0 0 5
AMT1/X1 - 2021-11-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9989.75a 0.00
Settle Settle - Var Change
9989.50 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMT1/Z1 - 2021-12-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.25 9989.00a 0.00
Settle Settle - Var Change
9988.875 N/A -0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMT1/F2 - 2022-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.25 9990.00a 0.00
Settle Settle - Var Change
9989.50 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/G2 - 2022-02-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.00 9990.50a 0.00
Settle Settle - Var Change
9989.50 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/H2 - 2022-03-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.75 9990.00a 0.00
Settle Settle - Var Change
9989.50 N/A -0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/J2 - 2022-04-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.50 9990.25a 0.00
Settle Settle - Var Change
9989.375 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/K2 - 2022-05-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.25 9990.25a 0.00
Settle Settle - Var Change
9989.25 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/M2 - 2022-06-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.00 9988.75a 0.00
Settle Settle - Var Change
9987.875 N/A -0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/N2 - 2022-07-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9985.75 9986.75a 0.00
Settle Settle - Var Change
9986.25 N/A -1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/Q2 - 2022-08-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9983.75 9984.75a 0.00
Settle Settle - Var Change
9984.375 N/A -1.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/U2 - 2022-09-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9981.50 9982.75a 0.00
Settle Settle - Var Change
9981.875 N/A -1.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/V2 - 2022-10-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9976.75 9979.00a 0.00
Settle Settle - Var Change
9977.50 N/A -2.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/X2 - 2022-11-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b9973.25 9976.50a 0.00
Settle Settle - Var Change
9974.625 N/A -1.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/Z2 - 2022-12-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9968.00 9970.50a 0.00
Settle Settle - Var Change
9968.625 N/A -2.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/F3 - 2023-01-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9963.50 9965.50a 0.00
Settle Settle - Var Change
9964.00 N/A -2.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/G3 - 2023-02-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9959.50 9961.75a 0.00
Settle Settle - Var Change
9960.25 N/A -2.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/H3 - 2023-03-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9954.00 9956.00a 0.00
Settle Settle - Var Change
9954.75 N/A -2.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/J3 - 2023-04-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9948.25 9950.00a 0.00
Settle Settle - Var Change
9948.75 N/A -2.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/K3 - 2023-05-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9943.50 9945.25a 0.00
Settle Settle - Var Change
9943.75 N/A -2.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/M3 - 2023-06-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b9939.00 9940.50a 0.00
Settle Settle - Var Change
9939.25 N/A -1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/N3 - 2023-07-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9934.00 9935.50a 0.00
Settle Settle - Var Change
9934.125 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/Q3 - 2023-08-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b9929.50 9931.00a 0.00
Settle Settle - Var Change
9929.625 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/U3 - 2023-09-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9924.50 9926.25a 0.00
Settle Settle - Var Change
9925.00 N/A -1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/V3 - 2023-10-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9919.00 9922.00a 0.00
Settle Settle - Var Change
9919.875 N/A -1.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/X3 - 2023-11-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9914.50 9917.50a 0.00
Settle Settle - Var Change
9915.375 N/A -1.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/Z3 - 2023-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9910.00 9913.00a 0.00
Settle Settle - Var Change
9911.00 N/A -0.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/F4 - 2024-01-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9905.75 9908.25a 0.00
Settle Settle - Var Change
9906.375 N/A -0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/G4 - 2024-02-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b9901.25 9903.75a 0.00
Settle Settle - Var Change
9901.875 N/A -0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/H4 - 2024-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b9897.25 9899.50a 0.00
Settle Settle - Var Change
9897.625 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/J4 - 2024-04-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9893.25 9895.50a 0.00
Settle Settle - Var Change
9893.75 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/K4 - 2024-05-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9889.25 9891.75a 0.00
Settle Settle - Var Change
9889.75 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/M4 - 2024-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b9885.75 9888.00a 0.00
Settle Settle - Var Change
9886.00 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/N4 - 2024-07-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9882.50 9884.50a 0.00
Settle Settle - Var Change
9882.875 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMT1/Q4 - 2024-08-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b9879.25 9881.00a 0.00
Settle Settle - Var Change
9879.375 N/A -0.375
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 b9876.00 9878.00a 0.00
Settle Settle - Var Change
9876.125 N/A -0.375
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.