CME Exchange Volume Report - Monthly
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1 Interest Rate Futures 1-MONTH EURODOLLAR 1,282 8, % 5, % 14,511 15, % EURODOLLARS 54,086,440 51,369, % 87,329, % 301,761, ,992, % Interest Rate Options EURODOLLARS 13,288,651 16,361, % 17,837, % 73,175,884 64,216, % EURO MIDCURVE 12,332,730 17,680, % 18,204, % 73,729,966 69,686, % Equity Index Futures BITCOIN FUTURES 78, , % 191, E-mini FTSE 100 (USD) 1, ,240.0% 2, % 7, ,211.8% E-mini FTSE China 50 1, % % 5,658 5, % E-MINI MIDCAP 332, , % 590, % 1,670,755 1,531, % E-MINI NASDAQ ,030,726 4,376, % 12,243, % 39,374,886 17,105, % E-MINI RUSSELL , % 27, % 56,897 4,237 1,242.9% E-MINI RUSSELL 1000 GROWTH 18,934 1,387 1,265.1% 16, % 49,066 2,716 1,706.6% E-MINI RUSSELL 1000 VALUE 7,902 1, % 26, % 61,435 8, % E-MINI RUSSELL ,225, ,855, % 11,348, E-MINI S&P500 35,694,309 27,397, % 47,449, % 155,243, ,179, % E-MINI S&P REAL ESTATE SELE 8,770 5, % 17, % 32,999 18, % FT-SE 100 1, % 2, % 6, % FTSE Emerging % % % IBOVESPA INDEX 1, % % 5,475 2, % NASDAQ BIOTECH % 2, % 3, % NIFTY , % % 54,444 28, % NIKKEI 225 ($) STOCK 242, , % 530, % 1,661,224 1,144, % NIKKEI 225 (YEN) STOCK 757, , % 1,284, % 4,242,014 3,795, % S&P ,742 77, % 235, % 639, , % S&P 500/GI % % % S&P 500/VALUE 8,802 21, % 13, % 58,401 65, % S&P CONSUMER DSCRTNRY SE 19,061 2, % 28, % 78,757 34, % S&P CONSUMER STAPLES SECT 18,262 3, % 56, % 106,029 39, % S&P ENERGY SECTOR 27,707 10, % 39, % 101,336 64, % S&P FINANCIAL SECTOR 60,221 18, % 93, % 200,130 91, % S&P HEALTH CARE SECTOR 10,890 6, % 28, % 60,029 55, % S&P INDUSTRIAL SECTOR 18,106 2, % 23, % 58,257 24, % S&P MATERIALS SECTOR 7,242 2, % 15, % 44,276 27, % S&P TECHNOLOGY SECTOR 21,777 3, % 49, % 101,722 28, % S&P UTILITIES SECTOR 28,729 15, % 65, % 144,516 88, % YEN DENOMINATED TOPIX % 1,
2 Equity Index Options E-MINI MIDCAP % % E-MINI NASDAQ , , % 232, % 1,126, , % E-MINI RUSSELL , , % 63, E-MINI S&P500 4,864,439 3,021, % 7,064, % 27,553,192 15,848, % EOM E-MINI RUSSELL 2000 END 1, , % 28, EOM EMINI S&P 1,892,120 2,201, % 3,239, % 12,431,531 8,400, % EOM S&P , , % 133, % 995, , % EOW1 E-MINI RUSSELL 2000 WE 2, , % 10, EOW1 E-MINI RUSSELL 2000 WE 3, , % 14, EOW1 EMINI S&P 500 1,274,677 1,310, % 1,004, % 4,961,401 4,804, % EOW1 S&P ,428 97, % 24, % 275, , % EOW2 E-MINI RUSSELL 2000 WE 4, , % 23, EOW2 EMINI S&P 500 1,697,501 1,139, % 1,046, % 6,550,508 4,584, % EOW2 S&P ,389 64, % 127, % 643, , % EOW3 E-MINI RUSSELL 2000 WE 22, , % 110, EOW3 EMINI S&P 500 4,642,092 4,384, % 3,298, % 19,060,691 15,666, % EOW3 S&P , , % 143, % 1,708,464 1,511, % EOW4 E-MINI RUSSELL 2000 WE 3, , % 33, EOW4 EMINI S&P 500 1,228,546 59,717 1,957.3% 1,686, % 5,887,041 3,514, % S&P , , % 427, % 1,389,125 1,153, %
3 FX Futures AD/CD CROSS RATES % 0 0.0% % AD/JY CROSS RATES 2,693 1, % 4, % 15,972 9, % AD/NE CROSS RATES % % % AUSTRALIAN DOLLAR 1,936,288 1,553, % 2,580, % 9,604,068 7,175, % BDI 0 1, % 0 0.0% 0 5, % BP/JY CROSS RATES 2,977 3, % 4, % 15,495 9, % BP/SF CROSS RATES % % 1, % BRAZIL REAL 152,395 85, % 111, % 501, , % BRITISH POUND 2,256,581 2,009, % 3,020, % 10,946,450 9,586, % CANADIAN DOLLAR 1,530,680 1,277, % 2,109, % 6,984,401 5,503, % CD/JY CROSS RATES % % % CHINESE RENMINBI (CNH) 1, % 3, % 9,505 5, % EC/AD CROSS RATES 704 1, % 4, % 6,737 12, % EC/CD CROSS RATES 1,995 2, % 8, % 16,195 12, % EC/NOK CROSS RATES ,645.5% % 1, % EC/SEK CROSS RATES % 1, % 3,048 1, % EFX/BP CROSS RATES 56,970 50, % 143, % 331, , % EFX/JY CROSS RATES 46,908 54, % 124, % 323, , % EFX/SF CROSS RATES 14,811 26, % 44, % 109, , % E-MICRO AUD/USD 84,891 60, % 94, % 399, , % E-MICRO CAD/USD 13,835 17, % 21, % 75,105 60, % E-MICRO CHF/USD 1, % 1, % 5,178 3, % E-MICRO EUR/USD 356, , % 374, % 1,565,214 1,064, % E-MICRO GBP/USD 45,062 58, % 55, % 234, , % E-MICRO INR/USD 3,317 2, % 3, % 12,967 9, % E-MICRO JPY/USD 33,026 41, % 40, % 139, , % E-MICRO USD/CAD % % E-MICRO USD/CHF % % E-MICRO USD/CNH % % E-MICRO USD/JPY % % E-MINI EURO FX 63,246 73, % 99, % 396, , % E-MINI JAPANESE YEN 10,066 26, % 12, % 51, , % EURO FX 4,410,154 3,353, % 6,336, % 21,861,176 17,159, % HUNGARIAN FORINT (EC) % INDIAN RUPEE 69,277 26, % 64, % 350, , % JAPANESE YEN 2,600,744 2,989, % 3,574, % 13,112,423 13,617, % KOREAN WON ,254.5% % 1, % MEXICAN PESO 1,197, , % 1,639, % 5,250,287 3,974, % NEW ZEALND DOLLAR 584, , % 638, % 2,643,682 1,914, % NKR/USD CROSS RATE 3, % 6, % 16,175 8, % POLISH ZLOTY (EC) % % % POLISH ZLOTY (US) % % 486 2, % RMB USD % % % RUSSIAN RUBLE 88,447 34, % 119, % 289, , % S.AFRICAN RAND 34,879 46, % 56, % 170, , % SF/JY CROSS RATES % 0 0.0% % SHEKEL , % 1, SKR/USD CROSS RATES 3,517 1, % 7, % 16,265 9, % SWISS FRANC 504, , % 651, % 2,390,263 1,836, % TURKISH LIRA 463 1, % 15, % 18,672 5, % USDZAR % % %
4 FX Options AUD/USD PQO 2pm Fix 123,428 65, % 123, % 559, , % AUSTRALIAN DLR (EU) % 0 0.0% % AUSTRALIAN DOLLAR 0 21, % 0 0.0% 0 155, % BRITISH POUND 0 53, % 0 0.0% 0 281, % BRITISH POUND (EU) % % % CAD/USD PQO 2pm Fix 167,057 75, % 171, % 698, , % CANADIAN DOLLAR 0 23, % 0 0.0% 0 132, % CANADIAN DOLLAR (EU) % % % CHF/USD PQO 2pm Fix 3,446 1, % 1, % 8,405 8, % EFX/JY CROSS RATES % 2, EURO FX 0 267, % 0 0.0% 0 915, % EURO FX (EU) % % % EUR/USD PQO 2pm Fix 588, , % 705, % 3,258,396 1,561, % GBP/USD PQO 2pm Fix 210, , % 235, % 1,026, , % JAPANESE YEN 0 66, % 0 0.0% 0 443, % JAPANESE YEN (EU) % 0 0.0% % JPY/USD PQO 2pm Fix 258, , % 290, % 1,129, , % MEXICAN PESO 5, % 1, % 8,506 17, % RUSSIAN RUBLE % % SWISS FRANC % 0 0.0% 0 4, % SWISS FRANC (EU) % 0 0.0% % Foreign Exchange Futures CHILEAN PESO 1, % 3, % 11,912 1, % Foreign Exchange Options AUD/USD PQO 2pm Fix % 2,
5 Ag Products Futures BUTTER CS 3,296 2, % 3, % 18,575 11, % CASH-SETTLED CHEESE 8,001 8, % 6, % 37,018 45, % CAT EURO SEASONAL STRIP % % CATTLE 1,294,700 1,260, % 1,621, % 5,488,417 5,071, % CDD SEASONAL STRIP % 0 0.0% 0 1, % CDD WEATHER 1, % 0 0.0% 1,100 25, % CLASS IV MILK % % 2,506 5, % DRY WHEY 910 1, % % 4,753 10, % FEEDER CATTLE 339, , % 339, % 1,222,159 1,092, % GOLDMAN SACHS 30,782 32, % 34, % 124, , % GSCI EXCESS RETURN FUT 1,617 1, % 118, % 127, , % HDD EURO SEASONAL STRIP % 0 0.0% % HDD SEASONAL STRIP % 0 0.0% % HDD WEATHER % 0 0.0% % HDD WEATHER EUROPEAN % 0 0.0% % HOGS 962, , % 1,149, % 4,041,364 3,243, % HOUSING INDEX % 9 0.0% % LUMBER 22,545 21, % 15, % 74,814 68, % MALAYSIAN PALM SWAP 3,740 9, % 3, % 14,440 38, % MILK 19,020 20, % 17, % 78, , % MLK MID OPTIONS % 0 0.0% % NFD MILK 7,085 2, % 5, % 22,706 21, % PALM OIL % % S&P GSCI ENHANCED ER SWAP % 7, % 18,790 34, % USD CRUDE PALM OIL % % 1,480 1, % Ag Products Options BUTTER CS 5,176 1, % 1, % 13,305 4, % CASH-SETTLED CHEESE 8,465 7, % 5, % 38,477 30, % CATTLE 301, , % 330, % 1,115,008 1,057, % CDD SEASONAL STRIP 0 1, % 0 0.0% 0 2, % CDD WEATHER % 0 0.0% 0 47, % CLASS IV MILK 948 1, % % 3,754 6, % DRY WHEY % % 1,718 1, % FEEDER CATTLE 34,157 48, % 45, % 143, , % HDD EURO SEASONAL STRIP % 0 0.0% % HDD SEASONAL STRIP % 0 0.0% % HDD WEATHER % 0 0.0% 0 1, % HDD WEATHER EUROPEAN % 0 0.0% 0 1, % HOGS 210, , % 223, % 765, , % HOUSING INDEX % 0 0.0% % LUMBER 1,909 1, % 1, % 7,532 5, % LV CATL CSO % % 20 1, % MILK 28,231 30, % 22, % 105, , % MLK MID OPTIONS % % % NFD MILK 9,194 2, % 6, % 23,938 19, %
6 TOTAL FUTURES GROUP Interest Rate Futures 54,087,722 51,377, % 87,334, % 301,775, ,008, % Equity Index Futures 49,769,833 33,363, % 66,754, % 215,610, ,890, % FX Futures 16,115,242 13,590, % 21,977, % 77,873,770 64,661, % Foreign Exchange Futures 1, % 3, % 11,912 1, % Ag Products Futures 2,696,006 2,409, % 3,324, % 11,279,281 10,023, % TOTAL FUTURES 122,670, ,740, % 179,396, % 606,551, ,585, % TOTAL OPTIONS GROUP Equity Index Options 16,729,939 13,149, % 18,544, % 82,867,293 57,817, % Interest Rate Options 25,621,381 34,042, % 36,042, % 146,905, ,903, % FX Options 1,356,346 1,382, % 1,528, % 6,692,282 5,510, % Ag Products Options 601, , % 638, % 2,218,005 2,171, % Foreign Exchange Options % 2, TOTAL OPTIONS 44,309,357 49,115, % 56,752, % 238,685, ,403, % TOTAL COMBINED Interest Rate 79,709,103 85,419, % 123,377, % 448,681, ,912, % Equity Index 66,499,772 46,512, % 85,299, % 298,477, ,708, % FX 17,471,588 14,973, % 23,505, % 84,566,052 70,172, % Foreign Exchange 2, % 3, % 13,978 1, % Ag Products 3,297,137 2,951, % 3,962, % 13,497,286 12,194, % GRAND TOTAL 166,979, ,856, % 236,148, % 845,236, ,988, %
CME Exchange Volume Report - Monthly
Interest Rate Futures 1-MONTH EURODOLLAR 0 2,091-100.0% 115-100.0% 31,742 49,955-36.5% EURODOLLARS 72,841,873 52,213,924 39.5% 55,083,996 32.2% 634,288,868 543,415,667 16.7% SOFR 184,935 0-87,706 110.9%
CME Exchange Open Interest Report - Monthly
CME Exchange Report - Monthly Interest Rate Futures 1-MONTH EURODOLLAR 201 2,881-93.0% 353-43.1% EURODOLLARS 14,045,418 12,672,724 10.8% 14,239,640-1.4% SOFR 33,538 0-30,181 11.1% Interest Rate Options
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-50%+ -48% to -50% -44% to -46% -40% to -42% -36% to -38% -32% to -34% -28% to -30% -24% to -26% -20% to -22% -16% to -18% -12% to -14% -8% to -10% -4% to -6% 0% to -2% 0% to 2% 4% to 6% 8% to 10% 12%
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