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**	ECRP VOLUME	OPEN INTEREST***	CHANGE IN OPEN INTEREST
Cboe Volatility Index (VX) Futures, Includes TAS	112,119	3,677	282,530	2,557
Cboe Volatility Index Mini (VXM) Futures, Includes TAS	10,107	0	11,671	258
S&P 500 Variance (VA) Futures, Includes Stub	0	0	0	0
Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS	179	0	803	73
Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS	51	0	124	32
Cboe 7-Day AMERIBOR Futures	0	0	25	0
Cboe One-Month AMERIBOR Futures	0	0	215	0
Cboe Three-Month AMERIBOR Futures	0	0	106	0

Cboe Volatility Index (VX) Futures, Includes TAS
VX+VXT41/V0 - 2020-10-14
CONTRACT PRICES (US$)	Open	High	Low	Close
	25.45	b25.95	25.25	25.25
	Settle	Settle - Var	Change
	25.30	N/A	-1.10
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	24	0	0	60
VX+VXT/V0 - 2020-10-21
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	46,414	0	1,027	74,727
VX+VXT43/V0 - 2020-10-28
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b28.05	27.45a	0.00
	Settle	Settle - Var	Change
	27.625	N/A	-0.725
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	4
VX+VXT44/X0 - 2020-11-04
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	46
VX+VXT45/X0 - 2020-11-11
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b27.90	28.55a	0.00
	Settle	Settle - Var	Change
	27.825	N/A	-0.825
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
VX+VXT/X0 - 2020-11-18
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	48,624	0	2,650	126,095
VX+VXT47/X0 - 2020-11-24
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	0.00	0.00	0.00
	Settle	Settle - Var	Change
	28.575	N/A	-0.450
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
VX+VXT/Z0 - 2020-12-16
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	10,051	0	0	34,973
VX+VXT/F1 - 2021-01-20
CONTRACT PRICES (US$)	Open	High	Low	Close
	27.95	28.10	27.47	27.60
	Settle	Settle - Var	Change
	27.625	N/A	-0.325
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	3,082	0	0	18,878
VX+VXT/G1 - 2021-02-17
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	2,150	0	0	14,221
VX+VXT/H1 - 2021-03-17
CONTRACT PRICES (US$)	Open	High	Low	Close
	27.61	27.70	27.20	27.30
	Settle	Settle - Var	Change
	27.325	N/A	-0.300
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	1,118	0	0	10,101
VX+VXT/J1 - 2021-04-21
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	591	0	0	2,803
VX+VXT/K1 - 2021-05-19
CONTRACT PRICES (US$)	Open	High	Low	Close
	26.50	b26.85	26.45	26.65
	Settle	Settle - Var	Change
	26.65	N/A	-0.175
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	65	0	0	615
VX+VXT/M1 - 2021-06-16
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	7

Cboe Volatility Index Mini (VXM) Futures, Includes TAS
VXM+VXMT/V0 - 2020-10-21
CONTRACT PRICES (US$)	Open	High	Low	Close
	26.95	b27.20	26.15	26.25
	Settle	Settle - Var	Change
	26.325	N/A	-0.550
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	8,145	0	0	7,314
VXM+VXMT/X0 - 2020-11-18
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	1,918	0	0	3,995
VXM+VXMT/Z0 - 2020-12-16
CONTRACT PRICES (US$)	Open	High	Low	Close
	30.90	30.90	27.60a	27.75
	Settle	Settle - Var	Change
	27.675	N/A	-0.350
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	36	0	0	260
VXM+VXMT/F1 - 2021-01-20
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	8	0	0	102

S&P 500 Variance (VA) Futures, Includes Stub
VA+VAO/V0 - 2020-10-16
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b15.85	16.80a	0.00
	Settle	Settle - Var	Change
	16.275	1711.1353	-1.125
VARIANCE VOLUME	Total	BLOCK	ECRP	Open Interest
VARIANCE VOLUME	0	0	0	0
VA+VAO/X0 - 2020-11-20
CONTRACT PRICES (US$)	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
VARIANCE VOLUME	0	0	0	0
VA+VAO/Z0 - 2020-12-18
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b25.70	28.25a	0.00
	Settle	Settle - Var	Change
	26.85	1215.3048	-0.50
VARIANCE VOLUME	Total	BLOCK	ECRP	Open Interest
VARIANCE VOLUME	0	0	0	0
VA+VAO/F1 - 2021-01-15
CONTRACT PRICES (US$)	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
VARIANCE VOLUME	0	0	0	0
VA+VAO/G1 - 2021-02-19
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b27.45	30.10a	0.00
	Settle	Settle - Var	Change
	28.65	812.2092	-0.50
VARIANCE VOLUME	Total	BLOCK	ECRP	Open Interest
VARIANCE VOLUME	0	0	0	0
VA+VAO/M1 - 2021-06-18
CONTRACT PRICES (US$)	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
VARIANCE VOLUME	0	0	0	0
VA+VAO/U1 - 2021-09-17
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b27.95	30.70a	0.00
	Settle	Settle - Var	Change
	29.30	641.6498	-0.40
VARIANCE VOLUME	Total	BLOCK	ECRP	Open Interest
VARIANCE VOLUME	0	0	0	0
VA+VAO/Z1 - 2021-12-17
CONTRACT PRICES (US$)	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
VARIANCE VOLUME	0	0	0	0
VA+VAO/M2 - 2022-06-17
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b27.05	29.60a	0.00
	Settle	Settle - Var	Change
	28.20	753.1959	-0.60
VARIANCE VOLUME	Total	BLOCK	ECRP	Open Interest
VARIANCE VOLUME	0	0	0	0
VA+VAO/Z2 - 2022-12-16
CONTRACT PRICES (US$)	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
VARIANCE VOLUME	0	0	0	0

Cboe High Yield Corporate Bond Index (IBHY) Futures, Includes TAS
IBHY+IBHYT/X0 - 2020-11-02
CONTRACT PRICES (US$)	Open	High	Low	Close
	140.18	b140.67	140.18	140.49
	Settle	Settle - Var	Change
	140.52	N/A	0.65
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	108	0	0	695
IBHY+IBHYT/Z0 - 2020-12-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	71	0	0	108
IBHY+IBHYT/F1 - 2021-01-04
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	0.00	0.00	0.00
	Settle	Settle - Var	Change
	140.64	N/A	0.67
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
IBHY+IBHYT/G1 - 2021-02-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	0

Cboe Investment Grade Corporate Bond Index (IBIG) Futures, Includes TAS
IBIG+IBIGT/X0 - 2020-11-02
CONTRACT PRICES (US$)	Open	High	Low	Close
	147.50	b148.04	147.40a	147.90
	Settle	Settle - Var	Change
	147.995	N/A	0.840
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	33	0	0	66
IBIG+IBIGT/Z0 - 2020-12-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	18	0	0	58
IBIG+IBIGT/F1 - 2021-01-04
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	0.00	0.00	0.00
	Settle	Settle - Var	Change
	148.105	N/A	0.845
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
IBIG+IBIGT/G1 - 2021-02-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	0

Cboe 7-Day AMERIBOR Futures
AMW2/V0 - 2020-10-15
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9990.00	9992.00a	0.00
	Settle	Settle - Var	Change
	9991.00	N/A	0.00
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	25
AMW3/V0 - 2020-10-22
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	0
AMW4/V0 - 2020-10-29
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9989.75	9991.75a	0.00
	Settle	Settle - Var	Change
	9990.75	N/A	0.50
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
AMW1/X0 - 2020-11-05
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	0
AMW2/X0 - 2020-11-12
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9988.00	9991.50a	0.00
	Settle	Settle - Var	Change
	9989.75	N/A	-0.50
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
AMW3/X0 - 2020-11-19
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	0
AMW4/X0 - 2020-11-27
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9988.00	9991.50a	0.00
	Settle	Settle - Var	Change
	9989.75	N/A	-0.375
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
AMW1/Z0 - 2020-12-03
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	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
CONTRACT VOLUME	0	0	0	0

Cboe One-Month AMERIBOR Futures
AMB1/V0 - 2020-11-02
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9988.50	9991.00a	0.00
	Settle	Settle - Var	Change
	9989.75	N/A	-0.25
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	56
AMB1/X0 - 2020-12-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	72
AMB1/Z0 - 2021-01-04
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9989.50	9992.25a	0.00
	Settle	Settle - Var	Change
	9990.875	N/A	0.750
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	8
AMB1/F1 - 2021-02-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	8
AMB1/G1 - 2021-03-01
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9989.50	9993.50a	0.00
	Settle	Settle - Var	Change
	9991.50	N/A	0.00
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	8
AMB1/H1 - 2021-04-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	8
AMB1/J1 - 2021-05-03
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9990.00	9994.00a	0.00
	Settle	Settle - Var	Change
	9992.00	N/A	0.125
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	8
AMB1/K1 - 2021-06-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	10
AMB1/M1 - 2021-07-01
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9990.25	9994.25a	0.00
	Settle	Settle - Var	Change
	9992.25	N/A	0.25
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	10
AMB1/N1 - 2021-08-02
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	5
AMB1/Q1 - 2021-09-01
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9990.50	9994.50a	0.00
	Settle	Settle - Var	Change
	9992.50	N/A	0.125
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
AMB1/U1 - 2021-10-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	0
AMB1/V1 - 2021-11-01
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9991.00	9994.50a	0.00
	Settle	Settle - Var	Change
	9993.00	N/A	0.25
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
AMB1/X1 - 2021-12-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	0
AMB1/Z1 - 2022-01-03
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9991.00	9995.00a	0.00
	Settle	Settle - Var	Change
	9993.00	N/A	0.25
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
AMB1/F2 - 2022-02-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	0
AMB1/G2 - 2022-03-01
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9991.50	9995.50a	0.00
	Settle	Settle - Var	Change
	9993.50	N/A	0.00
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
AMB1/H2 - 2022-04-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	10
AMB1/J2 - 2022-05-02
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9991.00	9998.00a	0.00
	Settle	Settle - Var	Change
	9994.50	N/A	0.125
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
AMB1/K2 - 2022-06-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	10
AMB1/M2 - 2022-07-01
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9991.00	10000.00a	0.00
	Settle	Settle - Var	Change
	9995.50	N/A	1.25
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
AMB1/N2 - 2022-08-01
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	2
AMB1/Q2 - 2022-09-01
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9991.00	10000.00a	0.00
	Settle	Settle - Var	Change
	9995.50	N/A	1.50
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	0
AMB1/U2 - 2022-10-03
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	0

Cboe Three-Month AMERIBOR Futures
AMB3/U0 - 2020-12-16
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9988.00	9991.00a	0.00
	Settle	Settle - Var	Change
	9989.50	N/A	-0.375
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	21
AMB3/Z0 - 2021-03-17
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	0	0	0	50
AMB3/H1 - 2021-06-16
CONTRACT PRICES (US$)	Open	High	Low	Close
	0.00	b9990.50	9993.50a	0.00
	Settle	Settle - Var	Change
	9992.00	N/A	-0.25
CONTRACT VOLUME	Total	BLOCK	ECRP	Open Interest
CONTRACT VOLUME	0	0	0	35
AMB3/M1 - 2021-09-15
CONTRACT PRICES (US$)	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
CONTRACT VOLUME	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
CONTRACT VOLUME	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.