Asset Class Navigation

Eurodollar Volume

    Expansion of Listing Schedule for Eurodollar Mid-Curve Options:

    Read Notice

Month Volume Deliveries Open Interest
Venue Detail Trade Type Detail At Close Change
Globex Open Outcry PNT / ClearPort Total Volume Block Trades EFP EFR EFS TAS
JAN 18 0 0 0 0 0 0 0 0 0 0 0 -232,179
FEB 18 42,026 0 9,181 51,207 0 0 9,181 0 0 0 166,085 -128
MAR 18 325,583 50 10,000 335,633 0 0 10,000 0 0 0 1,382,174 -12,019
APR 18 26,046 0 0 26,046 0 0 0 0 0 0 57,484 14,116
MAY 18 1,403 0 0 1,403 0 0 0 0 0 0 3,644 1,335
JUN 18 346,089 3,286 0 349,375 0 0 0 0 0 0 1,346,129 22,926
JUL 18 306 0 0 306 0 0 0 0 0 0 316 306
SEP 18 257,960 55 440 258,455 0 0 440 0 0 0 1,305,928 24,542
DEC 18 393,804 580 0 394,384 0 0 0 0 0 0 1,735,743 43,231
MAR 19 359,110 2,337 2,076 363,523 1,000 0 1,076 0 0 0 1,169,866 -3,173
JUN 19 224,449 7,350 1,000 232,799 1,000 0 0 0 0 0 1,053,861 42,980
SEP 19 151,084 100 1,000 152,184 1,000 0 0 0 0 0 742,631 4,856
DEC 19 256,236 110 1,500 257,846 1,500 0 0 0 0 0 1,466,566 40,291
MAR 20 114,048 355 0 114,403 0 0 0 0 0 0 666,904 5,163
JUN 20 98,897 1,060 0 99,957 0 0 0 0 0 0 600,087 10,082
SEP 20 84,036 0 0 84,036 0 0 0 0 0 0 464,558 2,256
DEC 20 124,464 0 0 124,464 0 0 0 0 0 0 524,791 10,414
MAR 21 56,376 1,510 500 58,386 0 500 0 0 0 0 302,492 1,454
JUN 21 45,098 0 500 45,598 0 500 0 0 0 0 261,805 499
SEP 21 45,291 0 500 45,791 0 500 0 0 0 0 146,053 1,905
DEC 21 45,398 580 500 46,478 0 500 0 0 0 0 182,885 3,399
MAR 22 36,596 0 1,000 37,596 0 0 1,000 0 0 0 118,158 3,958
JUN 22 29,006 0 1,000 30,006 0 0 1,000 0 0 0 67,441 1,154
SEP 22 30,470 0 1,000 31,470 0 0 1,000 0 0 0 56,790 3,614
DEC 22 24,894 0 1,000 25,894 0 0 1,000 0 0 0 48,085 1,577
MAR 23 2,010 0 0 2,010 0 0 0 0 0 0 19,517 557
JUN 23 739 0 0 739 0 0 0 0 0 0 10,483 21
SEP 23 1,009 0 0 1,009 0 0 0 0 0 0 9,181 309
DEC 23 1,320 0 0 1,320 0 0 0 0 0 0 5,528 46
MAR 24 184 0 0 184 0 0 0 0 0 0 2,301 -12
JUN 24 0 0 0 0 0 0 0 0 0 0 2,136 0
SEP 24 108 0 0 108 0 0 0 0 0 0 1,219 44
DEC 24 109 0 0 109 0 0 0 0 0 0 975 -21
MAR 25 0 0 0 0 0 0 0 0 0 0 231 0
JUN 25 0 0 0 0 0 0 0 0 0 0 318 0
SEP 25 68 0 0 68 0 0 0 0 0 0 447 0
DEC 25 13 0 0 13 0 0 0 0 0 0 497 10
MAR 26 30 0 0 30 0 0 0 0 0 0 254 -17
JUN 26 4 0 0 4 0 0 0 0 0 0 206 -2
SEP 26 40 0 0 40 0 0 0 0 0 0 55 4
DEC 26 0 0 0 0 0 0 0 0 0 0 53 0
MAR 27 1 0 0 1 0 0 0 0 0 0 45 1
JUN 27 0 0 0 0 0 0 0 0 0 0 11 0
SEP 27 0 0 0 0 0 0 0 0 0 0 32 0
Totals 3,124,305 17,373 31,197 3,172,875 4,500 2,000 24,697 0 0 0 13,923,965 -6,501

Option Types