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Volume & Open Interest
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Volume Analysis
 

  



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.

 

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, CBOT products only, CME products only, and NYMEX/COMEX products only.
CME Group Monthly Volume
CBOT Monthly Volume  
CME Monthly Volume  
NYMEX/COMEX Exchange Volume Report

Combined open interest totals for all CME Group products, CBOT products only, CME products only, and NYMEX/COMEX 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, CBOT products only, CME products only, and NYMEX/COMEX 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, CBOT products only, CME products only, and NYMEX/COMEX 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 data is available for the past 90 days. CBOT and CME contracts only.

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

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