Thursday, 2 July 2009

CME Financials Volume And Open Interest - Jul 2

CME Financials Volume And Open Interest - Jul 2
For previous business day.
Globex --RTH Volume--
Volume Open Other Total Open
Outcry Volume Interest Change
-EURODOLLAR
JUL09 16,150 549 0 16,699 126,865 +3,552
AUG09 2,420 0 0 2,420 13,484 +1,136
SEP09 153,919 2,968 0 156,887 1,044,583 -14,166
OCT09 0 0 0 0 2,546 UNCHG
NOV09 168 0 0 168 284 +55
DEC09 212,567 3,183 0 215,750 916,362 +9,568
MAR10 274,926 7,917 0 282,843 823,671 +33,894
JUN10 259,654 2,023 0 261,677 577,394 +26,640
SEP10 301,174 23,960 5,050 330,184 489,055 +14,097
DEC10 212,111 2,103 2,000 216,214 623,680 +17,472
MAR11 145,480 2,852 2,000 150,332 347,383 +6,634
JUN11 112,255 939 2,000 115,194 325,255 +2,160
SEP11 58,094 247 0 58,341 219,010 +92
DEC11 52,986 322 0 53,308 144,981 +1,125
MAR12 43,358 313 0 43,671 104,768 +1,301
JUN12 46,982 338 0 47,320 109,418 -2,002
SEP12 14,849 455 0 15,304 66,652 +77
DEC12 10,328 450 0 10,778 57,688 +857
MAR13 8,096 349 0 8,445 65,413 -427
JUN13 8,469 356 0 8,825 33,812 -559
SEP13 4,391 244 0 4,635 40,457 +133
DEC13 4,587 261 0 4,848 30,240 +351
MAR14 3,331 189 0 3,520 25,711 +370
JUN14 2,734 188 0 2,922 18,843 -308
SEP14 225 26 0 251 9,364 -56
DEC14 177 26 0 203 6,548 +23
MAR15 159 26 0 185 5,983 +3
JUN15 47 26 0 73 5,208 +16
SEP15 305 26 0 331 4,503 +2
DEC15 46 27 0 73 5,675 +24
MAR16 203 25 0 228 6,559 +3
JUN16 72 27 0 99 1,972 +1
SEP16 0 26 0 26 2,331 +26
DEC16 35 26 0 61 3,748 -19
MAR17 0 25 0 25 2,316 -10
JUN17 0 26 0 26 1,330 -10
SEP17 0 25 0 25 1,120 -10
DEC17 0 26 0 26 1,382 UNCHG
MAR18 0 25 0 25 1,785 +15
JUN18 0 26 0 26 294 +5
SEP18 0 25 0 25 451 +10
DEC18 0 26 0 26 614 +25
MAR19 0 28 0 28 316 +25
JUN19 0 40 0 40 209 +31
TOTAL 1,950,298 50,739 11,050 2,012,087 6,269,263 +102,156
-EMINI ED
SEP09 0 0 0 0 1 UNCHG
DEC09 0 0 0 0 1 UNCHG
MAR10 0 0 0 0 1 UNCHG
JUN10 0 0 0 0 1 UNCHG
SEP10 0 0 0 0 1 UNCHG
DEC10 0 0 0 0 1 UNCHG
MAR11 0 0 0 0 1 UNCHG
JUN11 0 0 0 0 1 UNCHG
SEP11 0 0 0 0 1 UNCHG
DEC11 0 0 0 0 1 UNCHG
MAR12 0 0 0 0 1 UNCHG
JUN12 0 0 0 0 1 UNCHG
SEP12 0 0 0 0 1 UNCHG
DEC12 0 0 0 0 1 UNCHG
MAR13 0 0 0 0 1 UNCHG
JUN13 0 0 0 0 1 UNCHG
SEP13 0 0 0 0 1 UNCHG
DEC13 0 0 0 0 1 UNCHG
TOTAL 0 0 0 0 18 UNCHG
-1 MOS LIBOR
JUL09 2,448 0 0 2,448 14,517 +5,262
AUG09 273 4 0 277 4,937 -204
SEP09 224 0 0 224 8,261 +10
OCT09 0 0 0 0 1,532 UNCHG
NOV09 0 0 0 0 1,168 UNCHG
DEC09 2 0 0 2 240 +2
JAN10 0 0 0 0 303 UNCHG
FEB10 0 0 0 0 188 UNCHG
MAR10 33 0 0 33 488 UNCHG
APR10 34 0 0 34 3,488 +34
MAY10 0 0 0 0 50 UNCHG


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July 02, 2009 11:45 ET (15:45 GMT)


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