Volume & Open Interest

We report trading volume in a variety of formats to suit your varying needs as our customers. The content descriptions for each report will help you find the information you are seeking.

All reports offer combined data for legacy CME and CBOT products unless otherwise specified.

Please note: The Daily Volume and Open Interest Report along with the Bulletin reports released at the end of each trading day are preliminary reports only. Final reports containing official data are released the following morning. Thus, the preliminary report is likely to be different from the final report.

Daily Volume and Open Interest Report
Detailed daily volume and open interest on all CME Group futures and options (down to a summary level of call-put totals). Also includes a summary of group and exchange level volume and open interest totals.

Daily Bulletin
Primarily representing CME Group floor traded products and products traded on CME Globex, this report provides detailed daily volume and open interest on futures and options (including volume for each option strike). Also includes a summary of product group volume and open interest as well as prior day information.

Globex Daily Bulletin
For electronically traded products only, detailed daily volume and open interest on all CME Group futures and options, including volume for each option strike. Also includes a summary of product group volume and open interest as well as prior day information

Monthly Volume Reports

Monthly and year-to-date product group volume totals, exchange volume and month-end open interest reports.

Combined volume totals for all CME Group products (legacy CME and CBOT products), CBOT products only and CME products only.
CME Group Monthly Volume
CBOT Monthly Volume
CME Monthly Volume

Combined open interest for all CME Group products (legacy CME and CBOT products), CBOT products only and CME products only.
CME Group Open Interest Report
CBOT Open Interest Report
CME Open Interest Report

Combined average daily volume for all CME Group products (legacy CME and CBOT products), CBOT products only and CME products only.
CME Group ADV Report
CBOT ADV Report
CME ADV Report

Volume comparison for all CME Group products (legacy CME and CBOT products), CBOT products only and CME products only.
CME Group Volume Comparison Report
CBOT Volume Comparison Report
CME Volume Comparison Report

All monthly, open interest and ADV reports year-to-date.
Report Archive

Volume by Price

A record of total volume for each contract at each price for the trading day, but only for prices where volume exists. Made available in the early evening following the close of a trading day. The files are named vpyymmdd.zip. Inside each Zip file is a text file named vpyymmdd.

Volume By Price FAQ
Download Volume by Price Files - Pit Traded (RTH File Layout)
Download Volume by Price Files - CME Globex (Globex File Layout)

Volume by Tick

Download Volume by Tick Files

Volume Analysis

Volume by tick, with the percentage traded at each price, for the previous trade date only. Also indicates all time brackets in which a trade price occurred.
Volume Analysis

Daily Settlement Prices

Final prices all futures and options strikes for the prior two trading sessions. Also includes final volume and open interest on all individual futures and options products. Settlement price file data is available after the close of each product group with the final settlement file available late evening.

Interest Rate Products
Equity Products
Commodity Products
FX Products
Weather Products
Real Estate Products
Energy Products