CME Currencies Volume/Open Interest - Jul 2

CME Currencies Volume/Open Interest - Jul 2

For the previous business day.
                    Globex   --RTH Volume--    Total
                    Volume   Open     Other   Volume  Open Int Change
                            Outcry
-Australian Dollar
SEP09                 57,499      15     865   58,379   91,627    +840
DEC09                     41       0       0       41      310     +25
MAR10                      0       0       0        0       15   UNCHG
SEP10                      0       0       0        0        1   UNCHG
TOTAL                 57,540      15     865   58,420   91,953    +865
-BRAZIL REAL
JUL09                      0       0       0        0      134   UNCHG
SEP09                      3       0       0        3    1,751      -3
DEC09                      0       0       0        0      246   UNCHG
TOTAL                      3       0       0        3    2,131      -3
-BRITISH POUND
SEP09                 92,432      10     800   93,242   92,109    +613
DEC09                     22       0       0       22      277     +19
JUN10                      0       0       0        0        2   UNCHG
SEP10                      0       0       0        0       20   UNCHG
TOTAL                 92,454      10     800   93,264   92,408    +632
-CANADIAN DOLLAR
SEP09                 55,394     246     300   55,940   75,352  -2,219
DEC09                     58       7       0       65    2,189     +17
MAR10                      0       0       0        0      495   UNCHG
JUN10                      0       0       0        0      114   UNCHG
SEP10                      3       0       0        3      149      +3
DEC10                      0       0       0        0       10   UNCHG
TOTAL                 55,455     253     300   56,008   78,309  -2,199
-RMB USD
JUL09                      0       0       0        0        1   UNCHG
SEP09                      0       0       0        0       22   UNCHG
OCT09                      0       0       0        0        1   UNCHG
DEC09                      2       0       0        2       96      +2
MAR10                      0       0       0        0        1   UNCHG
APR10                      0       0       0        0        1   UNCHG
DEC10                      0       0       0        0        3   UNCHG
TOTAL                      2       0       0        2      125      +2
-EURO FX
SEP09                218,296     166     866  219,328  118,866  +5,215
DEC09                     51       0       0       51      961     -16
MAR10                      9       0       0        9      331      +8
JUN10                      0       0       0        0        2   UNCHG
SEP10                      0       0       0        0        1   UNCHG
TOTAL                218,356     166     866  219,388  120,161  +5,207
-E-MINI EURO FX
SEP09                                 2,950       0       2    2,952    1,686    +109
DEC09                                     0       0       0        0        2   UNCHG
TOTAL                                 2,950       0       2    2,952    1,688    +109
-JAPANESE YEN
SEP09                                66,771       0   1,491   68,262   73,013    -339
DEC09                      7       0       0        7      184   UNCHG
MAR10                      0       0       0        0       18   UNCHG
JUN10                                     0       0       0        0        1   UNCHG
TOTAL                 66,778       0   1,491   68,269   73,216    -339
-E-MINI JAPANESE Y EN
SEP09                     77       0      43      120      188     -21
DEC09                                     0       0       0        0        1   UNCHG
TOTAL                                    77       0      43      120      189     -21
-KOREAN WON
SEP09                      0       0       0        0        7   UNCHG
TOTAL                      0       0       0        0        7   UNCHG
-MEXICAN PESO
SEP09                 10,854     358     504   11,716   56,397  +3,935
DEC09                      0       0       0        0      120   UNCHG
MAR10                      0       0       0        0      292   UNCHG
JUN10                      0       0       0        0    1,181   UNCHG
TOTAL                 10,854     358     504   11,716   57,990  +3,935
-NEW ZEALND DOLLAR
SEP09                  4,499       5   2,023    6,527   22,505  -1,222
DEC09                      0       5       0        5       15   UNCHG
TOTAL                  4,499      10   2,023    6,532   22,520  -1,222
-RUSSIAN RUBLE
SEP09                     43       0       3       46    5,913     -60
DEC09                    130       0       0      130    2,283   UNCHG
MAR10                      0       0       0        0    5,211   UNCHG
JUN10                    414       0       0      414    2,097    +411
MAR11                      0       0       0        0      838   UNCHG
DEC12                      0       0       0        0       10   UNCHG
TOTAL                    587       0       3      590   16,352    +351
-S.AFRICAN RAND
SEP09                     38       0      17       55    4,041     +33
TOTAL                     38       0      17       55    4,041     +33
-SWISS FRANC
SEP09                 49,626      18   1,614   51,258   35,783  +3,079
DEC09                      0       0       0        0      103   UNCHG
TOTAL                 49,626      18   1,614   51,258   35,886  +3,079

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July 02, 2009 11:55 ET (15:55 GMT)


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