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CME Financials Volume And Open Interest - Jan 3

Thursday, January 3, 2008

CME Financials Volume And Open Interest - Jan 3

Data for previous business day.
Volume Open Int Change
Libor One Month
QEM F8 2,641 22,477 1,217
QEM G8 740 9,580 212
QEM H8 61 4,842 61
QEM J8 11 3,377 11
QEM K8 58 930 50
QEM M8 0 1,900 0
QEM N8 70 787 7
QEM Q8 0 522 0
QEM U8 0 300 0
QEM V8 0 0 0
QEM X8 20 0 0
QEM Z8 0 0 0
Total 3,601 44,715 1,558
Eurodollar 3 Month Pit Only
QED F8 14,595 89,517 3,039
QED G8 1,072 45,557 228
QED H8 236,913 1,475,067 37,059
QED J8 50 1,597 50
QED K8 0 15 0
QED M8 263,381 1,435,961 -17,666
QED U8 293,828 1,336,992 22,953
QED Z8 332,033 1,498,460 1,911
QED H9 315,168 1,059,916 2,611
QED M9 199,930 738,536 8,848
QED U9 136,544 566,084 3,313
QED Z9 89,112 344,099 7,529
QED H0 35,750 231,918 74
QED M0 34,820 250,203 6,835
QED U0 17,750 156,713 555
QED Z0 13,389 119,098 -1,091
QED H1 5,628 94,310 384
QED M1 4,178 83,877 -357
QED U1 4,122 70,217 110
QED Z1 3,606 58,412 470
QED H2 2,208 48,444 674
QED M2 3,125 46,718 1,041
QED U2 2,118 30,057 476
QED Z2 2,157 20,124 700
QED H3 152 9,581 -10
QED M3 155 6,140 20
QED U3 133 8,416 120
QED Z3 282 8,998 272
QED H4 37 14,615 0
QED M4 36 6,568 1
QED U4 37 3,916 37
QED Z4 49 3,281 49
QED H5 55 1,309 35
QED M5 230 815 0
QED U5 195 2,782 -82
QED Z5 55 1,509 55
QED H6 10 1,849 -10
QED M6 10 1,712 -10
QED U6 10 1,107 0
QED Z6 10 740 -10
QED H7 10 897 0
QED M7 10 399 0
QED U7 10 310 7
QED Z7 10 55 10
Total 2,012,973 9,876,891 80,230
Euroyen 3 Month Libor
EL H8 0 0 0
EL M8 0 0 0
EL U8 0 0 0
EL Z8 0 0 0
EL H9 0 0 0
Total 0 0 0
Euroyen
EY H8 11 10,027 -101
EY M8 5 5,849 -3
EY U8 3 4,501 0
EY Z8 0 2,164 0
EY H9 0 660 0
EY M9 0 156 0
EY U9 0 0 0
EY Z9 0 0 0
EY H0 0 0 0
EY M0 0 0 0
EY U0 0 0 0
EY Z0 0 0 0
EY H1 0 0 0
EY M1 0 0 0
EY U1 0 0 0
EY Z1 0 0 0
EY H2 0 0 0
Total 19 23,357 -104
Nikkei 225 Stock Average Index
NK H8 9,228 65,334 1,406
NK M8 0 2 0
NK U8 0 13 0
NK Z8 0 0 0
Total 9,228 65,349 1,406

-By Valena Henderson; Dow Jones Newswires

Posted by MOHAMED SAID at 6:25 AM  

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