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.

Open Outcry Futures reflect those transacted as covered option packages, as well as S&P futures where applicable.

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

 
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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