Summary Volume And Open Interest Int Rates Futures …

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2016 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin CME Group, Inc. 20 South Wacker Drive, Chicago, Illinois 60606-7499. Customer Service: …
02A Side 01

02A

EXCHANGE SUMMARY VOLUME AND OPEN INTEREST INTEREST RATES FUTURES

Side 01

2017 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin CME Group, Inc. 20 South Wacker Drive, Chicago, Illinois 60606-7499. Customer Service: (312) 930-1000

PRELIMINARY PG02A BULLETIN # [email protected]

EXCHANGE SUMMARY VOLUME AND OPEN INTEREST INTEREST RATES FUTURES

Fri, Oct 13, 2017 PG02A

EXCHANGE OVERALL VOLUME AND OPEN INTEREST TOTALS GLOBEX® VOLUME * CME GROUP TOTALSEXCHANGE EXCHANGE FUTURES EXCHANGE OPTIONS OTC TOTALSOTC CLEARED ONLY FUTURES & OPTIONSINTEREST RATES FUTURES ONLYINTEREST RATES OPTIONS ONLYINTEREST RATES FORWARD SWAPS ONLYOPTIONS FORWARD SWAPS ONLY-

14976465 12292962 2683503

OPEN OUTCRY VOLUME 1300438 105664 1194774

PNT VOLUME

------ OVERALL COMBINED TOTAL -----VOLUME OPEN INTEREST & CHGE

-52 WEEKS (364 DAYS) AGOOVERALL COMBINED TOTAL VOLUME OPEN INTEREST

817340 338699 478386

17094243 12737325 4356663

119026890 53983444 64999837

+ -

2218109 156641 2374787

15093538 12286123 2806717

103497469 50370610 53085682

255

255

43609

+

37

698

41177

8148267

1163717

565628

9877612

70677392

-

2138897

6714563

55095338

6603308

99609

199159

6902076

24485371

+

110465

5496019

20978116

1544959

1064108

366469

2975536

46192021

-

2249362

1218544

34117222

+ + + + + + + +

99669 21900 3886 26169 110 1684 2879 1050 72 435 2 1

INTEREST RATE FUTURES & OPTIONS ED TYF FV TU US FF TN UL N1U F1U B1U EM T1U

EURODOLLAR FUTURES 3400191 10-YR NOTE FUTURES 1404887 5-YR NOTE FUTURES 779015 2-YR NOTE FUTURES 293373 30-YR BOND FUTURES 289530 FED FUND FUTURES 222612 ULTRA 10-YEAR U S TREASURY NOTE FUT 110681 ULTRA T-BOND FUTURES 99493 10 YEAR USD INTEREST RATE SWAP 1843 5 YEAR USD INTEREST RATE SWAP 1674 30 YEAR USD INTEREST RATE SWAP 8 1 MONTH EURODOLLAR FUTURES 1 2 YEAR USD INT RATE SWAP FUTURES

90882 6952 460 1315

45300 55685 31697 56946 4302 3116 2113

3536373 1467524 811172 350319 295147 222612 113797 101606 1843 1674 8 1

13068529 3114950 2973843 1716905 743411 1554489 421724 836989 28792 20835 167 4737

2749933 1219799 626358 295753 303177 131118 77492 89268 1905 1177 30 9

11593014 2890819 2751421 1264411 571914 1124957 226576 617470 26969 28080 602 1174 1

VOLUME AND OPEN INTEREST "RECORDS" SHOWN FOR CBOT PRODUCTS, ARE COMPRISED OF VOLUME AND OPEN INTEREST DATA AFTER THE CBOT/CME MERGER ON JULY 13, 2007. VOLUME AND OPEN INTEREST "RECORDS" SHOWN FOR NYMEX AND COMEX PRODUCTS, ARE COMPRISED OF VOLUME AND OPEN INTEREST DATA AFTER JUNE 1, 2008. VOLUME OR OPEN INTEREST (BOTH BEFORE AND AFTER THE LAST DAY OF TRADING) MAY BE AFFECTED BY: CASH FOR FUTURES,SPREADS,PRIOR DAYS' CLEARED TRADES (OUT-TRADES), POSITION ADJUSTMENTS,OPTIONS EXERCISES,POSITIONS IN DELIVERY,OR POSITIONS IN A CASH SETT CYCLE;GLOBEX VOLUME INCLUDES SIDE-BY-SIDE ACTIVITY. R=RECORD VOLUME OR OPEN INTEREST.THE INFORMATION CONTAINED IN THE REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT.IT IS ACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM,DEMAND,OR CAUSE FOR ACTION. © Copyright CME Group Inc. All rights reserved.

02A Side 02

02A

EXCHANGE SUMMARY VOLUME AND OPEN INTEREST INTEREST RATES OPTIONS ON FUTURES

Side 02

2017 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin CME Group, Inc. 20 South Wacker Drive, Chicago, Illinois 60606-7499. Customer Service: (312) 930-1000

PRELIMINARY PG02A BULLETIN # [email protected]

EXCHANGE SUMMARY VOLUME AND OPEN INTEREST INTEREST RATES OPTIONS ON FUTURES

TC 10-YR NOTE OPTIONS C 213348 TC 10-YR NOTE OPTIONS P 383295 TOTAL 10-YR NOTE OPTIONS 596643 TY1 10-YR WEEK1 NOTE OPTIONS C 2089 TY1 10-YR WEEK1 NOTE OPTIONS P 3313 TOTAL 10-YR WEEK1 NOTE OPTIONS 5402 TY2 10-YR WEEK2 NOTE OPTIONS C 19939 TY2 10-YR WEEK2 NOTE OPTIONS P 55130 TOTAL 10-YR WEEK2 NOTE OPTIONS 75069 TY3 10-YR WEEK3 NOTE OPTIONS C 9425 TY3 10-YR WEEK3 NOTE OPTIONS P 14511 TOTAL 10-YR WEEK3 NOTE OPTIONS 23936 TY4 10-YR WEEK4 NOTE OPTIONS C TY4 10-YR WEEK4 NOTE OPTIONS P TOTAL 10-YR WEEK4 NOTE OPTIONS TW1 2-YR WEEK1 NOTE OPTIONS P TOTAL 2-YR WEEK1 NOTE OPTIONS EE3 2-YR EURODOLLAR MIDCURVE (WEEKLY) C EE3 2-YR EURODOLLAR MIDCURVE (WEEKLY) P TOTAL 2-YR EURODOLLAR MIDCURVE (WEEKLY) EE4 2-YR EURODOLLAR MIDCURVE (WEEKLY) C EE4 2-YR EURODOLLAR MIDCURVE (WEEKLY) P TOTAL 2-YR EURODOLLAR MIDCURVE (WEEKLY) TUC 2-YR NOTE OPTIONS C 160 TUC 2-YR NOTE OPTIONS P 154 TOTAL 2-YR NOTE OPTIONS 314 TW4 2-YR WEEK4 NOTE OPTIONS C TOTAL 2-YR WEEK4 NOTE OPTIONS CG 30-YR BOND OPTIONS C 44662 CG 30-YR BOND OPTIONS P 52885 TOTAL 30-YR BOND OPTIONS 97547 US1 30-YR WEEK1 BOND OPTIONS C 690 US1 30-YR WEEK1 BOND OPTIONS P 825 TOTAL 30-YR WEEK1 BOND OPTIONS 1515 US2 30-YR WEEK2 BOND OPTIONS C 6250 US2 30-YR WEEK2 BOND OPTIONS P 7506 TOTAL 30-YR WEEK2 BOND OPTIONS 13756 US3 30-YR WEEK3 BOND OPTIONS C 6482 US3 30-YR WEEK3 BOND OPTIONS P 5998 TOTAL 30-YR WEEK3 BOND OPTIONS 12480 US4 30-YR WEEK4 BOND OPTIONS C US4 30-YR WEEK4 BOND OPTIONS P TOTAL 30-YR WEEK4 BOND OPTIONS EF3 3-YR EURODOLLAR MIDCURVE (WEEK3) C EF3 3-YR EURODOLLAR MIDCURVE (WEEK3) P TOTAL 3-YR EURODOLLAR MIDCURVE (WEEK3) E5 5-YR EURODOLLAR MIDCURVE OPTIONS C E5 5-YR EURODOLLAR MIDCURVE OPTIONS P TOTAL 5-YR EURODOLLAR MIDCURVE OPTIONS FP 5-YR NOTE OPTIONS C 38803 FP 5-YR NOTE OPTIONS P 70659 TOTAL 5-YR NOTE OPTIONS 109462 FV1 5-YR WEEK1 NOTE OPTIONS C 1723 FV1 5-YR WEEK1 NOTE OPTIONS P 1043 TOTAL 5-YR WEEK1 NOTE OPTIONS 2766 FV2 5-YR WEEK2 NOTE OPTIONS C 2369 FV2 5-YR WEEK2 NOTE OPTIONS P 6728 TOTAL 5-YR WEEK2 NOTE OPTIONS 9097 FV3 5-YR WEEK3 NOTE OPTIONS C 1632 FV3 5-YR WEEK3 NOTE OPTIONS P 4022 TOTAL 5-YR WEEK3 NOTE OPTIONS 5654 FV4 5-YR WEEK4 NOTE OPTIONS C FV4 5-YR WEEK4 NOTE OPTIONS P TOTAL 5-YR WEEK4 NOTE OPTIONS E0 EURODOLLAR MIDCURVE OPTIONS C 121723 E0 EURODOLLAR MIDCURVE OPTIONS P 137196 TOTAL EURODOLLAR MIDCURVE OPTIONS 258919 E2 EURODOLLAR MIDCURVE OPTIONS C 18938 E2 EURODOLLAR MIDCURVE OPTIONS P 14693 TOTAL EURODOLLAR MIDCURVE OPTIONS 33631 E3 EURODOLLAR MIDCURVE OPTIONS C 10681 E3 EURODOLLAR MIDCURVE OPTIONS P 22281 TOTAL EURODOLLAR MIDCURVE OPTIONS 32962 C E4 EURODOLLAR MIDCURVE OPTIONS E4 EURODOLLAR MIDCURVE OPTIONS P 2 TOTAL EURODOLLAR MIDCURVE OPTIONS 2 3K EURODOLLAR MIDCURVE WK3 OPTIONS C 100 3K EURODOLLAR MIDCURVE WK3 OPTIONS P 100 TOTAL EURODOLLAR MIDCURVE WK3 OPTIONS 200 4K EURODOLLAR MIDCURVE WK4 OPTIONS C 4K EURODOLLAR MIDCURVE WK4 OPTIONS P TOTAL EURODOLLAR MIDCURVE WK4 OPTIONS ZE EURODOLLAR OPTIONS C 170091 ZE EURODOLLAR OPTIONS P 84767 TOTAL EURODOLLAR OPTIONS 254858 FFC FED FUND OPTIONS C FFC FED FUND OPTIONS P TOTAL FED FUND OPTIONS OTN OPTIONS ON ULTRA 10-YEAR U.S. TNOTE C OTN OPTIONS ON ULTRA 10-YEAR U.S. TNOTE P TOTAL OPTIONS ON ULTRA 10-YEAR U.S. TNOTE OUL ULTRA T-BOND OPTIONS C 7 OUL ULTRA T-BOND OPTIONS P 58 TOTAL ULTRA T-BOND OPTIONS 65 UL2 ULTRA WEEK2 T-BOND OPTIONS C UL2 ULTRA WEEK2 T-BOND OPTIONS P TOTAL ULTRA WEEK2 T-BOND OPTIONS C UL3 ULTRA WEEK3 T-BOND OPTIONS UL3 ULTRA WEEK3 T-BOND OPTIONS P 5 TOTAL ULTRA WEEK3 T-BOND OPTIONS 5 WY3 WK WEDS 10 YR TREASURY NOTE OPTIONS C 1689 WY3 WK WEDS 10 YR TREASURY NOTE OPTIONS P 5048 TOTAL WK WEDS 10 YR TREASURY NOTE OPTIONS 6737 WY4 WK WEDS 10 YR TREASURY NOTE OPTIONS C 394 WY4 WK WEDS 10 YR TREASURY NOTE OPTIONS P 439 TOTAL WK WEDS 10 YR TREASURY NOTE OPTIONS 833 WB3 WK WEDS 30 YR TREASURY BOND OPTIONS C 1244 WB3 WK WEDS 30 YR TREASURY BOND OPTIONS P 561 TOTAL WK WEDS 30 YR TREASURY BOND OPTIONS 1805

43591 76289 119880

7620 1120 8740 2000 150 2150

9000 229969 238969

7500 7500

265939 689553 955492 2089 3313 5402 27559 63750 91309 11425 14661 26086

160 154 314

4999 4852 9851

49661 57737 107398 690 825 1515 9000 8306 17306 9242 8758 18000

2750 800 3550 2760 2760 5520

1748677 1931054 3679731 7076 4764 11840

29532 28029 57561

333 4533 4866 317 317 634 99660 272760 372420

398702 384907 783609 2626 1837 4463

17271 19325 36596

+ + + + + + + + +

44127 26406 70533 1208 2297 3505 74777 169867 244644 5397 5174 10571

Fri, Oct 13, 2017 PG02A

132673 88856 221529 1326 256 1582 21397 24239 45636

1284377 991013 2275390 2302 697 2999

7741 4366 12107

39350 9901 49251 200 200 1701 626 2327 250 250 500 66301 51493 117794 1 1 371264 223128 594392 661 238 899

1600 1600

+ + +

140 4 144

300 1345 1645

+ + + + + + + +

11653 4257 7396 578 668 1246 44630 33645 78275 5852 6549 12401

65079 30848 95927 1932 98 2030 6859 8903 15762

866 1892 2758

4994 2427 7421

50 2050 2100

9995 5080 15075

48798 75739 124537 1723 1043 2766 2569 6728 9297 1632 4022 5654

200 200

81094 122891 203985 64370 60250 124620 24400 43000 67400 800

60000 60000

800

165773 336314 502087

20000 40000 60000

453835 986782 1440617 2579 1178 3757

9066 12698 21764

+ + + + + + + + +

19347 11619 30966 1553 893 2446 40379 51321 91700 218 1925 2143

50853 36091 86944 291 591 882 5257 3041 8298

202817 320087 522904 83308 74943 158251 35081 65281 100362 800 2 802 100 100 200

2693719 4995935 7689654 1840210 3597012 5437222 1080476 1832189 2912665 110749 174884 285633 100 1350 1450

+

324848 251165 576013 211661 243307 454968 185032 162912 347944 16528 31741 48269 100

+

100

355864 461081 816945

8838719 14577564 23416283

-

303362 253146 556508

592 806 1398 96623 133045 229668 36911 23929 60840 16319 16595 32914 3730 2030 5760 4000 5200 9200 8812 9612 18424 190462 173004 363466

+ + + -

6 50 56 25 240 265

24 109 133 31 10 41

+ + + + + + + + + + +

5 5 1107 3435 4542 344 439 783 568 518 1086

5600 5600

7 58 65

700 700 444 2282 2726

5 5 1689 5048 6737 394 439 833 1244 561 1805

5 55 60 5074 6974 12048 344 439 783 2576 1310 3886

8000 4000 12000 282722 783963 1066685 1023 1218 2241

3676 5039 8715 1674509 2956363 4630872 860499 1166327 2026826 605689 898655 1504344 154648 131618 286266 4814 8814 13628 8154 8954 17108 9907778 11546787 21454565 4450 11775 16225 15742 755 16497 6903 8915 15818

VOLUME AND OPEN INTEREST "RECORDS" SHOWN FOR CBOT PRODUCTS, ARE COMPRISED OF VOLUME AND OPEN INTEREST DATA AFTER THE CBOT/CME MERGER ON JULY 13, 2007. VOLUME AND OPEN INTEREST "RECORDS" SHOWN FOR NYMEX AND COMEX PRODUCTS, ARE COMPRISED OF VOLUME AND OPEN INTEREST DATA AFTER JUNE 1, 2008. VOLUME OR OPEN INTEREST (BOTH BEFORE AND AFTER THE LAST DAY OF TRADING) MAY BE AFFECTED BY: CASH FOR FUTURES,SPREADS,PRIOR DAYS' CLEARED TRADES (OUT-TRADES), POSITION ADJUSTMENTS,OPTIONS EXERCISES,POSITIONS IN DELIVERY,OR POSITIONS IN A CASH SETT CYCLE;GLOBEX VOLUME INCLUDES SIDE-BY-SIDE ACTIVITY. R=RECORD VOLUME OR OPEN INTEREST.THE INFORMATION CONTAINED IN THE REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT.IT IS ACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM,DEMAND,OR CAUSE FOR ACTION. © Copyright CME Group Inc. All rights reserved.

02A

02A

Side 03

Side 03 2017 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin CME Group, Inc. 20 South Wacker Drive, Chicago, Illinois 60606-7499. Customer Service: (312) 930-1000

PRELIMINARY PG02A BULLETIN # [email protected]

WB4 WK TOTAL WF3 WK WF3 WK TOTAL WF4 WK WF4 WK TOTAL

WEDS 30 YR TREASURY BOND OPTIONS C WK WEDS 30 YR TREASURY BOND OPTIONS WEDS 5 YR TREASURY NOTE OPTIONS C WEDS 5 YR TREASURY NOTE OPTIONS P WK WEDS 5 YR TREASURY NOTE OPTIONS WEDS 5 YR TREASURY NOTE OPTIONS C WEDS 5 YR TREASURY NOTE OPTIONS P WK WEDS 5 YR TREASURY NOTE OPTIONS

Fri, Oct 13, 2017 PG02A

107 107 314 830 1144 50 50

250 250

107 107 314 830 1144 50 250 300

107 107 365 831 1196 1050 1000 2050

+ + + + + +

107 107 314 830 1144 50

+

50

VOLUME AND OPEN INTEREST "RECORDS" SHOWN FOR CBOT PRODUCTS, ARE COMPRISED OF VOLUME AND OPEN INTEREST DATA AFTER THE CBOT/CME MERGER ON JULY 13, 2007. VOLUME AND OPEN INTEREST "RECORDS" SHOWN FOR NYMEX AND COMEX PRODUCTS, ARE COMPRISED OF VOLUME AND OPEN INTEREST DATA AFTER JUNE 1, 2008. VOLUME OR OPEN INTEREST (BOTH BEFORE AND AFTER THE LAST DAY OF TRADING) MAY BE AFFECTED BY: CASH FOR FUTURES,SPREADS,PRIOR DAYS' CLEARED TRADES (OUT-TRADES), POSITION ADJUSTMENTS,OPTIONS EXERCISES,POSITIONS IN DELIVERY,OR POSITIONS IN A CASH SETT CYCLE;GLOBEX VOLUME INCLUDES SIDE-BY-SIDE ACTIVITY. R=RECORD VOLUME OR OPEN INTEREST.THE INFORMATION CONTAINED IN THE REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT.IT IS ACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM,DEMAND,OR CAUSE FOR ACTION. © Copyright CME Group Inc. All rights reserved.

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