Thursday, 2 July 2009

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


Click here to go to Dow Jones NewsPlus, a web front page of today's most important business and market news, analysis and commentary: http://www.djnewsplus.com/access/al?rnd=8nLUSqR%2B15oQ%2FMg2D03oHg%3D%3D. You can use this link on the day this article is published and the following day.

(END) Dow Jones Newswires

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


Copyright 2009 Dow Jones & Company, Inc.

No comments:

Post a comment