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, October 12, 2020
| |
TRADE VOLUME** |
BLOCK VOLUME |
ECRP VOLUME |
OPEN INTEREST*** |
CHANGE IN OPEN INTEREST |
| CFE Futures Totals |
122,456 |
0 |
3,677 |
295,474 |
2,920 |
| FUTURES |
TRADE VOLUME** |
BLOCK VOLUME |
ECRP VOLUME |
OPEN INTEREST*** |
CHANGE IN OPEN INTEREST |
| Cboe Volatility Index (VX) Futures, Includes TAS |
112,119 |
0 |
3,677 |
282,530 |
2,557 |
| Cboe Volatility Index Mini (VXM) Futures, Includes TAS |
10,107 |
0 |
0 |
11,671 |
258 |
| S&P 500 Variance (VA) Futures, Includes Stub |
0 |
0 |
0 |
0 |
0 |
| Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS |
179 |
0 |
0 |
803 |
73 |
| Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS |
51 |
0 |
0 |
124 |
32 |
| Cboe 7-Day AMERIBOR Futures |
0 |
0 |
0 |
25 |
0 |
| Cboe One-Month AMERIBOR Futures |
0 |
0 |
0 |
215 |
0 |
| Cboe Three-Month AMERIBOR Futures |
0 |
0 |
0 |
106 |
0 |
| Cboe Volatility Index (VX) Futures, Includes TAS |
| VX+VXT41/V0 - 2020-10-14 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 25.45 |
b25.95 |
25.25 |
25.25 |
| Settle |
Settle - Var |
Change |
| 25.30 |
N/A |
-1.10 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 24 |
0 |
0 |
60 |
| VX+VXT/V0 - 2020-10-21 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 26.85 |
27.25 |
26.15 |
26.20 |
| Settle |
Settle - Var |
Change |
| 26.325 |
N/A |
-0.550 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 46,414 |
0 |
1,027 |
74,727 |
| VX+VXT43/V0 - 2020-10-28 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b28.05 |
27.45a |
0.00 |
| Settle |
Settle - Var |
Change |
| 27.625 |
N/A |
-0.725 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
4 |
| VX+VXT44/X0 - 2020-11-04 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b27.65 |
27.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 27.15 |
N/A |
-0.50 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
46 |
| VX+VXT45/X0 - 2020-11-11 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b27.90 |
28.55a |
0.00 |
| Settle |
Settle - Var |
Change |
| 27.825 |
N/A |
-0.825 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| VX+VXT/X0 - 2020-11-18 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 29.05 |
29.35 |
28.38 |
28.45 |
| Settle |
Settle - Var |
Change |
| 28.575 |
N/A |
-0.450 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 48,624 |
0 |
2,650 |
126,095 |
| VX+VXT47/X0 - 2020-11-24 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
0.00 |
0.00 |
0.00 |
| Settle |
Settle - Var |
Change |
| 28.575 |
N/A |
-0.450 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| VX+VXT/Z0 - 2020-12-16 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 28.06 |
28.25 |
27.60 |
27.65 |
| Settle |
Settle - Var |
Change |
| 27.675 |
N/A |
-0.350 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 10,051 |
0 |
0 |
34,973 |
| VX+VXT/F1 - 2021-01-20 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 27.95 |
28.10 |
27.47 |
27.60 |
| Settle |
Settle - Var |
Change |
| 27.625 |
N/A |
-0.325 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 3,082 |
0 |
0 |
18,878 |
| VX+VXT/G1 - 2021-02-17 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 27.90 |
28.05 |
27.49 |
27.55 |
| Settle |
Settle - Var |
Change |
| 27.575 |
N/A |
-0.350 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 2,150 |
0 |
0 |
14,221 |
| VX+VXT/H1 - 2021-03-17 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 27.61 |
27.70 |
27.20 |
27.30 |
| Settle |
Settle - Var |
Change |
| 27.325 |
N/A |
-0.300 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 1,118 |
0 |
0 |
10,101 |
| VX+VXT/J1 - 2021-04-21 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 27.32 |
27.32 |
26.80 |
26.95 |
| Settle |
Settle - Var |
Change |
| 27.00 |
N/A |
-0.275 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 591 |
0 |
0 |
2,803 |
| VX+VXT/K1 - 2021-05-19 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 26.50 |
b26.85 |
26.45 |
26.65 |
| Settle |
Settle - Var |
Change |
| 26.65 |
N/A |
-0.175 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 65 |
0 |
0 |
615 |
| VX+VXT/M1 - 2021-06-16 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b25.05 |
28.45a |
0.00 |
| Settle |
Settle - Var |
Change |
| 26.75 |
N/A |
-0.075 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
7 |
| Cboe Volatility Index Mini (VXM) Futures, Includes TAS |
| VXM+VXMT/V0 - 2020-10-21 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 26.95 |
b27.20 |
26.15 |
26.25 |
| Settle |
Settle - Var |
Change |
| 26.325 |
N/A |
-0.550 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 8,145 |
0 |
0 |
7,314 |
| VXM+VXMT/X0 - 2020-11-18 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 28.95 |
29.30 |
28.40 |
28.50 |
| Settle |
Settle - Var |
Change |
| 28.575 |
N/A |
-0.450 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 1,918 |
0 |
0 |
3,995 |
| VXM+VXMT/Z0 - 2020-12-16 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 30.90 |
30.90 |
27.60a |
27.75 |
| Settle |
Settle - Var |
Change |
| 27.675 |
N/A |
-0.350 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 36 |
0 |
0 |
260 |
| VXM+VXMT/F1 - 2021-01-20 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 27.50 |
b28.10 |
27.50 |
27.60 |
| Settle |
Settle - Var |
Change |
| 27.625 |
N/A |
-0.325 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 8 |
0 |
0 |
102 |
| S&P 500 Variance (VA) Futures, Includes Stub |
| VA+VAO/V0 - 2020-10-16 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b15.85 |
16.80a |
0.00 |
| Settle |
Settle - Var |
Change |
| 16.275 |
1711.1353 |
-1.125 |
| VARIANCE VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| VA+VAO/X0 - 2020-11-20 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b23.05 |
25.60a |
0.00 |
| Settle |
Settle - Var |
Change |
| 24.25 |
1666.5578 |
-0.60 |
| VARIANCE VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| VA+VAO/Z0 - 2020-12-18 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b25.70 |
28.25a |
0.00 |
| Settle |
Settle - Var |
Change |
| 26.85 |
1215.3048 |
-0.50 |
| VARIANCE VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| VA+VAO/F1 - 2021-01-15 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b26.80 |
29.35a |
0.00 |
| Settle |
Settle - Var |
Change |
| 27.95 |
1923.5074 |
-0.50 |
| VARIANCE VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| VA+VAO/G1 - 2021-02-19 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b27.45 |
30.10a |
0.00 |
| Settle |
Settle - Var |
Change |
| 28.65 |
812.2092 |
-0.50 |
| VARIANCE VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| VA+VAO/M1 - 2021-06-18 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b28.15 |
30.90a |
0.00 |
| Settle |
Settle - Var |
Change |
| 29.50 |
1566.5671 |
-0.50 |
| VARIANCE VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| VA+VAO/U1 - 2021-09-17 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b27.95 |
30.70a |
0.00 |
| Settle |
Settle - Var |
Change |
| 29.30 |
641.6498 |
-0.40 |
| VARIANCE VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| VA+VAO/Z1 - 2021-12-17 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b28.15 |
30.35a |
0.00 |
| Settle |
Settle - Var |
Change |
| 28.90 |
1246.2253 |
-0.15 |
| VARIANCE VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| VA+VAO/M2 - 2022-06-17 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b27.05 |
29.60a |
0.00 |
| Settle |
Settle - Var |
Change |
| 28.20 |
753.1959 |
-0.60 |
| VARIANCE VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| VA+VAO/Z2 - 2022-12-16 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b26.80 |
29.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 28.175 |
1572.3827 |
-0.275 |
| VARIANCE VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS |
| IBHY+IBHYT/X0 - 2020-11-02 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 140.18 |
b140.67 |
140.18 |
140.49 |
| Settle |
Settle - Var |
Change |
| 140.52 |
N/A |
0.65 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 108 |
0 |
0 |
695 |
| IBHY+IBHYT/Z0 - 2020-12-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 140.35 |
b140.78 |
140.31a |
140.69 |
| Settle |
Settle - Var |
Change |
| 140.64 |
N/A |
0.67 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 71 |
0 |
0 |
108 |
| IBHY+IBHYT/F1 - 2021-01-04 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
0.00 |
0.00 |
0.00 |
| Settle |
Settle - Var |
Change |
| 140.64 |
N/A |
0.67 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| IBHY+IBHYT/G1 - 2021-02-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
0.00 |
0.00 |
0.00 |
| Settle |
Settle - Var |
Change |
| 140.64 |
N/A |
0.67 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS |
| IBIG+IBIGT/X0 - 2020-11-02 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 147.50 |
b148.04 |
147.40a |
147.90 |
| Settle |
Settle - Var |
Change |
| 147.995 |
N/A |
0.840 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 33 |
0 |
0 |
66 |
| IBIG+IBIGT/Z0 - 2020-12-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 148.11 |
b148.15 |
147.51a |
148.05 |
| Settle |
Settle - Var |
Change |
| 148.105 |
N/A |
0.845 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 18 |
0 |
0 |
58 |
| IBIG+IBIGT/F1 - 2021-01-04 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
0.00 |
0.00 |
0.00 |
| Settle |
Settle - Var |
Change |
| 148.105 |
N/A |
0.845 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| IBIG+IBIGT/G1 - 2021-02-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
0.00 |
0.00 |
0.00 |
| Settle |
Settle - Var |
Change |
| 148.105 |
N/A |
0.845 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| Cboe 7-Day AMERIBOR Futures |
| AMW2/V0 - 2020-10-15 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9990.00 |
9992.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9991.00 |
N/A |
0.00 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
25 |
| AMW3/V0 - 2020-10-22 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9990.00 |
9991.75a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9990.75 |
N/A |
0.50 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMW4/V0 - 2020-10-29 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9989.75 |
9991.75a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9990.75 |
N/A |
0.50 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMW1/X0 - 2020-11-05 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9989.75 |
9991.75a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9990.75 |
N/A |
0.50 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMW2/X0 - 2020-11-12 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9988.00 |
9991.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9989.75 |
N/A |
-0.50 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMW3/X0 - 2020-11-19 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9988.00 |
9991.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9989.75 |
N/A |
-0.375 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMW4/X0 - 2020-11-27 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9988.00 |
9991.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9989.75 |
N/A |
-0.375 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMW1/Z0 - 2020-12-03 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9988.00 |
9991.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9989.75 |
N/A |
-0.375 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMW2/Z0 - 2020-12-10 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9988.00 |
9991.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9989.75 |
N/A |
-0.375 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| Cboe One-Month AMERIBOR Futures |
| AMB1/V0 - 2020-11-02 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9988.50 |
9991.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9989.75 |
N/A |
-0.25 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
56 |
| AMB1/X0 - 2020-12-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9988.50 |
9991.25a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9989.875 |
N/A |
0.000 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
72 |
| AMB1/Z0 - 2021-01-04 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9989.50 |
9992.25a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9990.875 |
N/A |
0.750 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
8 |
| AMB1/F1 - 2021-02-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9990.00 |
9992.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9991.25 |
N/A |
0.00 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
8 |
| AMB1/G1 - 2021-03-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9989.50 |
9993.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9991.50 |
N/A |
0.00 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
8 |
| AMB1/H1 - 2021-04-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9990.00 |
9994.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9992.00 |
N/A |
0.125 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
8 |
| AMB1/J1 - 2021-05-03 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9990.00 |
9994.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9992.00 |
N/A |
0.125 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
8 |
| AMB1/K1 - 2021-06-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9990.00 |
9994.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9992.00 |
N/A |
0.125 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
10 |
| AMB1/M1 - 2021-07-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9990.25 |
9994.25a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9992.25 |
N/A |
0.25 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
10 |
| AMB1/N1 - 2021-08-02 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9990.50 |
9994.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9992.50 |
N/A |
0.125 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
5 |
| AMB1/Q1 - 2021-09-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9990.50 |
9994.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9992.50 |
N/A |
0.125 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMB1/U1 - 2021-10-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9990.75 |
9994.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9992.75 |
N/A |
0.00 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMB1/V1 - 2021-11-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9991.00 |
9994.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9993.00 |
N/A |
0.25 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMB1/X1 - 2021-12-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9991.00 |
9995.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9993.00 |
N/A |
0.125 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMB1/Z1 - 2022-01-03 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9991.00 |
9995.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9993.00 |
N/A |
0.25 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMB1/F2 - 2022-02-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9991.00 |
9995.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9993.00 |
N/A |
-0.25 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMB1/G2 - 2022-03-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9991.50 |
9995.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9993.50 |
N/A |
0.00 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMB1/H2 - 2022-04-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9992.25 |
9996.25a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9994.25 |
N/A |
0.25 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
10 |
| AMB1/J2 - 2022-05-02 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9991.00 |
9998.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9994.50 |
N/A |
0.125 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMB1/K2 - 2022-06-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9992.00 |
10000.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9995.50 |
N/A |
1.00 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
10 |
| AMB1/M2 - 2022-07-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9991.00 |
10000.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9995.50 |
N/A |
1.25 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMB1/N2 - 2022-08-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9991.00 |
10000.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9995.50 |
N/A |
1.50 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
2 |
| AMB1/Q2 - 2022-09-01 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9991.00 |
10000.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9995.50 |
N/A |
1.50 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMB1/U2 - 2022-10-03 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9991.00 |
10000.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9995.50 |
N/A |
2.125 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| Cboe Three-Month AMERIBOR Futures |
| AMB3/U0 - 2020-12-16 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9988.00 |
9991.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9989.50 |
N/A |
-0.375 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
21 |
| AMB3/Z0 - 2021-03-17 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9989.75 |
9992.75a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9991.25 |
N/A |
-0.25 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
50 |
| AMB3/H1 - 2021-06-16 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9990.50 |
9993.50a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9992.00 |
N/A |
-0.25 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
35 |
| AMB3/M1 - 2021-09-15 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9991.00 |
9994.00a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9992.50 |
N/A |
-0.25 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |
| AMB3/U1 - 2021-12-15 |
| CONTRACT PRICES (US$) |
Open |
High |
Low |
Close |
| 0.00 |
b9991.50 |
9994.25a |
0.00 |
| Settle |
Settle - Var |
Change |
| 9993.00 |
N/A |
0.25 |
| CONTRACT VOLUME |
Total |
BLOCK |
ECRP |
Open Interest |
| 0 |
0 |
0 |
0 |