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It’s searchable, sortable, and provides the previous day’s volume and open interest data.
Latest Market Regulation Advisory Notices (MRANs) | View All
Subscription-Based Data
Distributors
Capture. Report. Store
Our Swap Data Repository captures, stores and reports data for cleared, non-cleared and bilateral swaps.
Reports
- Reports
- Settlements
- Volume
- Bulletin
- Registrar
- Weather
Intraday Data
- Intraday Data
- Delayed Quotes
- Block Trades
Featured Video | View All
Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
Latin America
End-of-Day Data
Contains all of the official closing information for CME Group contracts including Open, High, Low, Close, Open Interest, Total Volume, Volume breakdown by venue, Settlement, Delta, and Implied Volatilities.
Dates Available
CME (Electronic): 1/4/82 – present
CME (Pit): 1/4/82 – present
CBOT (Electronic): 8/28/00 – present
CBOT (Pit): 1/3/72 – present
NYMEX (Electronic): 6/25/93 – present
NYMEX (Pit): 7/1/86 – present
COMEX (Electronic): 7/2/93 – present
COMEX (Pit): 1/2/75 – present
Layout Guide
Sample Report
Agriculture
Corn Futures for 10/01/12
Corn Options for 10/01/12
Energy
Light Sweet Crude Oil (WTI) Futures for 10/01/12
Light Sweet Crude Oil (WTI) Options for 10/01/12
Equity
E-mini S&P 500 (Dollar) Futures for 10/01/12
E-mini S&P 500 (Dollar) Options for 10/01/12
FX
EUR/USD Futures for 10/01/12
EUR/USD Options for 10/01/12
IR
Eurodollar Futures for 10/01/12
Eurodollar Options for 10/01/12
Metals
Gold Futures for 10/01/12
Gold Options for 10/01/12
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