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. 

NYMEX Year-to-Date Volume Report

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. View Historical Globex Daily Bulletin.

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  
NYMEX/COMEX Exchange Volume Report

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  
NYMEX/COMEX Exchange 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
NYMEX/COMEX Exchange ADV Report

Exchange Volume Comparison Reports for all CME Group products (legacy CME and CBOT products), CBOT products only and CME products only.
CME Group Exchange Volume Comparison Report
CME Exchange Volume Comparison Report
CBOT Exchange Volume Comparison Report
NYMEX/COMEX  Exchange 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
(Files are published periodically, initialy as preliminary settlement prices, which are subject to change until final settlement prices are posted at approximatley 7:00 p.m., CST.)

Interest Rate Products
Equity Products*
Commodity Products
FX Products
Weather Products
Real Estate Products
COMEX Futures and Options
NYMEX Futures and Options
CME ClearPort Clearing (Nymex and Comex only)


CSV Format
(Files are published as final settlement prices at approximately 7:00 p.m., CST.)

COMEX Futures
COMEX Options
NYMEX Futures
NYMEX Options
NYMEX Minute Markers
Component Prices


Legacy Text Format (decommissioning Nov 13 2009)

NYMEX Division Futures
NYMEX Division Options
COMEX Division Futures
COMEX Division Options