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.

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CFE Futures Price & Volume Detail for Friday, June 18, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 294,970 0 0 360,622 28,014
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 274,522 0 0 352,269 25,258
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 19,054 0 0 6,605 2,769
S&P 500 Variance (VA) Futures 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 867 0 0 844 -10
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 527 0 0 160 -3
Cboe 7-Day AMERIBOR Futures 0 0 0 0 0
Cboe One-Month AMERIBOR Futures 0 0 0 644 0
Cboe Three-Month AMERIBOR Futures 0 0 0 100 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT25/M1 - 2021-06-23
CONTRACT PRICES (US$) Open High Low Close
19.25 b21.00 18.00a 20.60
Settle Settle - Var Change
20.425* N/A 2.075
CONTRACT VOLUME Total BLOCK ECRP Open Interest
85 0 0 147
VX+VXT26/M1 - 2021-06-30
CONTRACT PRICES (US$) Open High Low Close
20.30 b21.35 18.85a 20.10
Settle Settle - Var Change
20.925 N/A 1.725
CONTRACT VOLUME Total BLOCK ECRP Open Interest
16 0 0 42
VX+VXT27/N1 - 2021-07-07
CONTRACT PRICES (US$) Open High Low Close
20.45 b21.40 19.20a 20.50
Settle Settle - Var Change
20.975 N/A 1.550
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10 0 0 169
VX+VXT28/N1 - 2021-07-14
CONTRACT PRICES (US$) Open High Low Close
20.30 21.30 19.35a 21.30
Settle Settle - Var Change
20.775 N/A 1.250
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18 0 0 38
VX+VXT/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
19.50 21.65 19.25 21.50
Settle Settle - Var Change
21.339 N/A 1.8244
CONTRACT VOLUME Total BLOCK ECRP Open Interest
159,384 0 0 191,416
VX+VXT30/N1 - 2021-07-28
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
21.339 N/A 1.8244
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 3
VX+VXT/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
21.00 22.48 20.75 22.35
Settle Settle - Var Change
22.2601 N/A 1.3539
CONTRACT VOLUME Total BLOCK ECRP Open Interest
72,224 0 0 82,127
VX+VXT/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
21.75 23.11 21.69 22.97
Settle Settle - Var Change
22.9158 N/A 1.1084
CONTRACT VOLUME Total BLOCK ECRP Open Interest
19,867 0 0 31,684
VX+VXT/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
22.32 23.37 22.20 23.25
Settle Settle - Var Change
23.182 N/A 0.8624
CONTRACT VOLUME Total BLOCK ECRP Open Interest
10,868 0 0 21,641
VX+VXT/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
22.38 23.39 22.31 23.25
Settle Settle - Var Change
23.2239 N/A 0.8385
CONTRACT VOLUME Total BLOCK ECRP Open Interest
7,233 0 0 11,850
VX+VXT/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
22.40 23.32 22.33 23.20
Settle Settle - Var Change
23.1698 N/A 0.7698
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,504 0 0 9,489
VX+VXT/F2 - 2022-01-19
CONTRACT PRICES (US$) Open High Low Close
23.53 24.30 23.50 24.25
Settle Settle - Var Change
24.2667 N/A 0.7167
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,215 0 0 3,302
VX+VXT/G2 - 2022-02-16
CONTRACT PRICES (US$) Open High Low Close
24.20 24.30 23.80a 24.15
Settle Settle - Var Change
24.275 N/A 0.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
98 0 0 361
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
19.45 21.60 19.30 21.50
Settle Settle - Var Change
21.339 N/A 1.8244
CONTRACT VOLUME Total BLOCK ECRP Open Interest
17,658 0 0 4,550
VXM/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
20.88 22.50 20.75a 22.35
Settle Settle - Var Change
22.2601 N/A 1.3539
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,298 0 0 1,845
VXM/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
21.81 b23.10 21.75a 22.88
Settle Settle - Var Change
22.9158 N/A 1.1084
CONTRACT VOLUME Total BLOCK ECRP Open Interest
73 0 0 102
VXM/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
22.70 b23.30 22.30a 23.00
Settle Settle - Var Change
23.182 N/A 0.8624
CONTRACT VOLUME Total BLOCK ECRP Open Interest
25 0 0 69
VXM/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.65 0.00 0.00
Settle Settle - Var Change
23.2239 N/A 0.8385
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 39
S&P 500 Variance (VA) Futures
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
0.00 1339.9568
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N1 - 2021-07-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.45 20.10a 0.00
Settle Settle - Var Change
20.65 394.2936 3.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q1 - 2021-08-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.55 21.70a 0.00
Settle Settle - Var Change
21.85 356.9089 2.55
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.60 22.95a 0.00
Settle Settle - Var Change
22.90 225.8153 2.15
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/V1 - 2021-10-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.20 23.85a 0.00
Settle Settle - Var Change
23.55 904.5626 1.90
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/X1 - 2021-11-19
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.70 24.60a 0.00
Settle Settle - Var Change
24.10 910.4853 1.65
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.05 25.00a 0.00
Settle Settle - Var Change
24.45 1063.3304 1.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.40 25.45a 0.00
Settle Settle - Var Change
24.80 593.524 1.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/G2 - 2022-02-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.75 25.85a 0.00
Settle Settle - Var Change
25.15 955.7433 1.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.00 26.15a 0.00
Settle Settle - Var Change
25.40 688.8955 1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.30 26.65a 0.00
Settle Settle - Var Change
25.75 487.3136 1.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.30 26.35a 0.00
Settle Settle - Var Change
25.70 1372.008 0.85
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.15 26.20a 0.00
Settle Settle - Var Change
25.60 880.0745 0.95
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/N1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
148.67 148.82 148.62a 148.66
Settle Settle - Var Change
148.655 N/A -0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
450 0 0 609
IBHY/Q1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
148.76 148.92 148.70a 148.81
Settle Settle - Var Change
148.745 N/A -0.305
CONTRACT VOLUME Total BLOCK ECRP Open Interest
417 0 0 235
IBHY/U1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
148.745 N/A -0.305
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/V1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
148.745 N/A -0.305
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/N1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
148.41 b149.11 148.25a 148.75
Settle Settle - Var Change
148.87 N/A 0.745
CONTRACT VOLUME Total BLOCK ECRP Open Interest
266 0 0 111
IBIG/Q1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
148.48 b149.19 148.33a 148.84
Settle Settle - Var Change
148.925 N/A 0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
261 0 0 49
IBIG/U1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
148.925 N/A 0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/V1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
148.925 N/A 0.750
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW4/M1 - 2021-06-24
CONTRACT PRICES (US$) Open High Low Close
0.00 b9987.00 9990.00a 0.00
Settle Settle - Var Change
9988.50 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW5/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9986.50 9990.00a 0.00
Settle Settle - Var Change
9988.25 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/N1 - 2021-07-08
CONTRACT PRICES (US$) Open High Low Close
0.00 b9986.00 9990.00a 0.00
Settle Settle - Var Change
9988.125 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/N1 - 2021-07-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9986.00 9990.00a 0.00
Settle Settle - Var Change
9988.00 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/N1 - 2021-07-22
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9988.00 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/N1 - 2021-07-29
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9988.00 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/Q1 - 2021-08-05
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9988.00 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/Q1 - 2021-08-12
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9988.00 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/Q1 - 2021-08-19
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9988.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.50 9990.75a 0.00
Settle Settle - Var Change
9989.625 N/A 1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 38
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9986.00 9989.50a 0.00
Settle Settle - Var Change
9987.25 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 231
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9986.00 9990.00a 0.00
Settle Settle - Var Change
9987.75 N/A 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 114
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9981.50 9991.50a 0.00
Settle Settle - Var Change
9986.25 N/A -1.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 1.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 2.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 15
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 4.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 5.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 8.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 10.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 12.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 16.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 16.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/F3 - 2023-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 16.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/G3 - 2023-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 16.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMB1/H3 - 2023-04-03
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 16.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/J3 - 2023-05-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 16.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/K3 - 2023-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
9986.25 N/A 16.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Three-Month AMERIBOR Futures
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9985.25 9990.50a 0.00
Settle Settle - Var Change
9988.00 N/A -0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 100
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9985.50 9991.00a 0.00
Settle Settle - Var Change
9988.125 N/A 1.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/Z1 - 2022-03-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9984.50 9990.00a 0.00
Settle Settle - Var Change
9987.25 N/A 1.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/H2 - 2022-06-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9982.50 9986.75a 0.00
Settle Settle - Var Change
9985.25 N/A -0.25
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.