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 Wednesday, April 14, 2021

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 218,846 0 0 394,721 1,930
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS 203,866 0 0 378,549 912
Cboe Volatility Index Mini (VXM) Futures, Includes TAS 13,181 0 0 13,895 1,090
S&P 500 Variance (VA) Futures 0 0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS 1,380 0 0 1,613 -10
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS 419 0 0 153 -62
Cboe 7-Day AMERIBOR Futures 0 0 0 0 0
Cboe One-Month AMERIBOR Futures 0 0 0 366 0
Cboe Three-Month AMERIBOR Futures 0 0 0 145 0
Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT15/J1 - 2021-04-14
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.80 16.70a 0.00
Settle Settle - Var Change
16.80 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 34
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
17.75 18.30 17.45 17.88
Settle Settle - Var Change
18.0989 N/A 0.4208
CONTRACT VOLUME Total BLOCK ECRP Open Interest
97,555 0 0 74,708
VX+VXT17/J1 - 2021-04-28
CONTRACT PRICES (US$) Open High Low Close
19.10 b19.25 18.75a 18.80
Settle Settle - Var Change
19.10 N/A 0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11 0 0 37
VX+VXT18/K1 - 2021-05-05
CONTRACT PRICES (US$) Open High Low Close
19.25 b19.50 19.10 19.10
Settle Settle - Var Change
19.35 N/A 0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6 0 0 34
VX+VXT19/K1 - 2021-05-12
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.20 19.85a 0.00
Settle Settle - Var Change
20.05 N/A 0.225
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
20.55 20.96 20.40 20.72
Settle Settle - Var Change
20.9333 N/A 0.4599
CONTRACT VOLUME Total BLOCK ECRP Open Interest
73,865 0 0 182,154
VX+VXT21/K1 - 2021-05-26
CONTRACT PRICES (US$) Open High Low Close
0.00 b2.45 0.00 0.00
Settle Settle - Var Change
20.9333 N/A 0.4599
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX+VXT/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
22.13 22.45 22.00 22.20
Settle Settle - Var Change
22.3656 N/A 0.2507
CONTRACT VOLUME Total BLOCK ECRP Open Interest
18,215 0 0 48,435
VX+VXT/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
23.15 23.49 23.11 23.31
Settle Settle - Var Change
23.4063 N/A 0.2190
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,658 0 0 37,150
VX+VXT/Q1 - 2021-08-18
CONTRACT PRICES (US$) Open High Low Close
23.65 23.81 23.47 23.68
Settle Settle - Var Change
23.75 N/A 0.2065
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,728 0 0 18,567
VX+VXT/U1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
24.08 24.26 23.99 24.20
Settle Settle - Var Change
24.25 N/A 0.226
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2,036 0 0 9,971
VX+VXT/V1 - 2021-10-20
CONTRACT PRICES (US$) Open High Low Close
24.23 24.40 24.13 24.35
Settle Settle - Var Change
24.40 N/A 0.2018
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,383 0 0 5,364
VX+VXT/X1 - 2021-11-17
CONTRACT PRICES (US$) Open High Low Close
24.06 24.20 23.95 24.12
Settle Settle - Var Change
24.20 N/A 0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
339 0 0 1,270
VX+VXT/Z1 - 2021-12-22
CONTRACT PRICES (US$) Open High Low Close
23.65 23.65 23.55 23.62
Settle Settle - Var Change
23.65 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
70 0 0 825
Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM/J1 - 2021-04-21
CONTRACT PRICES (US$) Open High Low Close
17.75 18.25 17.45 17.85
Settle Settle - Var Change
18.0989 N/A 0.4208
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11,702 0 0 8,072
VXM/K1 - 2021-05-19
CONTRACT PRICES (US$) Open High Low Close
20.55 20.97 20.40 20.70
Settle Settle - Var Change
20.9333 N/A 0.4599
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,285 0 0 4,710
VXM/M1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
22.20 22.40 22.05 22.39
Settle Settle - Var Change
22.3656 N/A 0.2507
CONTRACT VOLUME Total BLOCK ECRP Open Interest
153 0 0 580
VXM/N1 - 2021-07-21
CONTRACT PRICES (US$) Open High Low Close
23.25 b23.45 23.15a 23.30
Settle Settle - Var Change
23.4063 N/A 0.2190
CONTRACT VOLUME Total BLOCK ECRP Open Interest
41 0 0 533
S&P 500 Variance (VA) Futures
VA/J1 - 2021-04-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b10.60 10.95a 0.00
Settle Settle - Var Change
10.075 361.1684 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/K1 - 2021-05-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b15.75 18.00a 0.00
Settle Settle - Var Change
16.75 459.77 0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M1 - 2021-06-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.05 20.45a 0.00
Settle Settle - Var Change
19.25 1362.2601 0.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N1 - 2021-07-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.60 22.10a 0.00
Settle Settle - Var Change
20.85 507.3293 0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Q1 - 2021-08-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.85 23.40a 0.00
Settle Settle - Var Change
22.15 491.8965 0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U1 - 2021-09-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b21.60 24.15a 0.00
Settle Settle - Var Change
22.95 283.1322 0.40
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z1 - 2021-12-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.50 25.15a 0.00
Settle Settle - Var Change
23.90 1085.6417 0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F2 - 2022-01-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b22.65 25.20a 0.00
Settle Settle - Var Change
24.00 650.3398 0.30
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H2 - 2022-03-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.15 25.70a 0.00
Settle Settle - Var Change
24.55 731.625 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M2 - 2022-06-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b23.60 26.15a 0.00
Settle Settle - Var Change
25.00 513.1734 0.25
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z2 - 2022-12-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b24.00 26.50a 0.00
Settle Settle - Var Change
25.45 1397.0728 0.05
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z3 - 2023-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b25.50 27.45a 0.00
Settle Settle - Var Change
27.025 978.4947 0.525
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
147.61 147.73 147.44a 147.45
Settle Settle - Var Change
147.46 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
713 0 0 1,275
IBHY/M1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
147.71 b147.77 147.47a 147.49
Settle Settle - Var Change
147.50 N/A 0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
667 0 0 338
IBHY/N1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
147.50 N/A 0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBHY/Q1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
147.50 N/A 0.03
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG/K1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
144.79 b144.92 144.55a 144.73
Settle Settle - Var Change
144.80 N/A -0.20
CONTRACT VOLUME Total BLOCK ECRP Open Interest
208 0 0 84
IBIG/M1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
144.84 b144.97 144.62a 144.79
Settle Settle - Var Change
144.84 N/A -0.19
CONTRACT VOLUME Total BLOCK ECRP Open Interest
211 0 0 69
IBIG/N1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
144.84 N/A -0.19
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
IBIG/Q1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
144.84 N/A -0.19
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe 7-Day AMERIBOR Futures
AMW2/J1 - 2021-04-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.25a 0.00
Settle Settle - Var Change
9990.875 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/J1 - 2021-04-22
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/J1 - 2021-04-29
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/K1 - 2021-05-06
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/K1 - 2021-05-13
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW3/K1 - 2021-05-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW4/K1 - 2021-05-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW1/M1 - 2021-06-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMW2/M1 - 2021-06-10
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe One-Month AMERIBOR Futures
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.25a 0.00
Settle Settle - Var Change
9990.875 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 30
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 14
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 39
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 33
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.25a 0.00
Settle Settle - Var Change
9991.25 N/A 0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 9
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9992.00a 0.00
Settle Settle - Var Change
9991.125 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.50 9991.75a 0.00
Settle Settle - Var Change
9990.75 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.75 9991.50a 0.00
Settle Settle - Var Change
9990.625 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9989.50 9990.75a 0.00
Settle Settle - Var Change
9990.125 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.75 9990.25a 0.00
Settle Settle - Var Change
9989.375 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9989.25a 0.00
Settle Settle - Var Change
9988.375 N/A -0.375
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 15
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9986.25 9987.75a 0.00
Settle Settle - Var Change
9986.875 N/A -0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 8
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9984.75 9986.50a 0.00
Settle Settle - Var Change
9985.625 N/A -0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9983.50 9984.50a 0.00
Settle Settle - Var Change
9984.125 N/A -0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 5
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9981.75 9982.75a 0.00
Settle Settle - Var Change
9982.75 N/A -0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMB1/V2 - 2022-11-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9980.25 9980.75a 0.00
Settle Settle - Var Change
9980.75 N/A -0.75
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/X2 - 2022-12-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9977.75 9978.50a 0.00
Settle Settle - Var Change
9978.375 N/A -0.875
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/Z2 - 2023-01-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9975.50 9976.25a 0.00
Settle Settle - Var Change
9976.00 N/A -1.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
AMB1/F3 - 2023-02-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9973.00 9973.25a 0.00
Settle Settle - Var Change
9973.50 N/A -1.625
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 20
AMB1/G3 - 2023-03-01
CONTRACT PRICES (US$) Open High Low Close
0.00 b9969.75 9970.25a 0.00
Settle Settle - Var Change
9970.25 N/A -1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 40
AMB1/H3 - 2023-04-03
CONTRACT PRICES (US$) Open High Low Close
0.00 b9966.00 9966.50a 0.00
Settle Settle - Var Change
9966.50 N/A -1.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 10
Cboe Three-Month AMERIBOR Futures
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.75a 0.00
Settle Settle - Var Change
9991.25 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 95
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9991.00 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 50
AMB3/U1 - 2021-12-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.75 9991.50a 0.00
Settle Settle - Var Change
9991.125 N/A 0.000
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/Z1 - 2022-03-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b9990.25 9990.75a 0.00
Settle Settle - Var Change
9990.25 N/A -0.50
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
AMB3/H2 - 2022-06-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9988.00 9989.50a 0.00
Settle Settle - Var Change
9988.625 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.