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 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 data is available for the past 90 days. CBOT and CME contracts only.

Volume by Tick

The 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.

Download Volume by Tick Files

 
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
 
 
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Futures & Options Trading

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through the CME Globex electronic trading platform and trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort.

Idea Exchange

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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, and COMEX.