Products | View All
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
Volume and Open Interest
Daily Reports
Volume and open interest reports for CME Group futures and options contain monthly and weekly data available free of charge.
Please note: The Daily Volume and Open Interest Report is released at the end of each trading day and is a preliminary report. CME Group releases official data in the Daily Bulletin the following morning. Preliminary reports may be different from the final report.
Monthly Reports
Monthly and year-to-date product group volume totals, exchange volume and month-end open interest reports.
Volume Totals
Combined volume totals for all CME Group products, CBOT products only, CME products only, and NYMEX/COMEX products only.
Open Interest Totals
Combined open interest totals for all CME Group products, CBOT products only, CME products only, and NYMEX/COMEX products only.
Average Daily Volume
Combined average daily volume for all CME Group products, CBOT products only, CME products only, and NYMEX/COMEX products only.
Exchange Volume Comparison
Exchange Volume Comparison Reports for all CME Group products, CBOT products only, CME products only, and NYMEX/COMEX products only.
All monthly, open interest and ADV reports year-to-date. | Report Archive
Volume by PriceA 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 data is available for the past 90 days. CBOT and CME contracts only. |
Volume by TickThe Volume by Tick report is a daily report that captures trading volume at each traded price level. One week of daily reports is available free of charge. |
Daily Agricultural EFRP Breakdown Report
A daily report containing EFRP breakdowns, Deliveries, Option Exercises, and Blocks for Agricultural futures and options.
Daily Agricultural EFRP Breakdown
Historical Agricultural EFRP Breakdown
A daily report containing EFRP breakdowns, Deliveries, Option Exercises, and Blocks for Agricultural futures and options.
Daily Agricultural EFRP Breakdown
Historical Agricultural EFRP Breakdown
-
- Idea Exchange is your direct link to the product managers, marketers, and the development teams who create cmegroup.com and will allow you to review functionality, participate in focus groups and provide feedback on upcoming Web initiatives
