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CME Financials Volume And Open Interest

Monday, January 28, 2008

CME Financials Volume And Open Interest - Jan 28

Data for previous business day.
Volume Open Int Change
Libor One Month
QEM G8 842 17,099 185
QEM H8 222 7,356 102
QEM J8 0 6,366 0
QEM K8 0 3,139 0
QEM M8 0 1,940 0
QEM N8 0 1,390 0
QEM Q8 0 1,022 0
QEM U8 0 740 0
QEM V8 0 210 0
QEM X8 0 200 0
QEM Z8 0 120 0
Total 1,064 39,582 287
Eurodollar 3 Month Pit Only
QED G8 19,351 104,175 1,271
QED H8 541,203 1,729,003 -90,173
QED J8 150 2,780 -95
QED K8 0 180 0
QED M8 567,887 1,935,030 -18,343
QED N8 0 0 0
QED U8 653,686 1,533,536 -60,172
QED Z8 648,857 1,447,399 -45,664
QED H9 577,095 1,137,130 -55,895
QED M9 376,548 777,213 -4,057
QED U9 303,385 723,827 10,434
QED Z9 229,337 498,672 -25,733
QED H0 80,189 288,213 -7,398
QED M0 45,087 263,734 551
QED U0 35,946 197,352 2,963
QED Z0 30,322 152,619 -721
QED H1 23,860 111,458 -4,144
QED M1 9,631 99,718 -491
QED U1 8,875 68,686 -1,444
QED Z1 10,749 63,332 -677
QED H2 6,851 60,101 -218
QED M2 7,783 65,762 -3,164
QED U2 5,179 44,853 601
QED Z2 6,948 25,798 498
QED H3 157 12,014 -9
QED M3 32 8,413 -10
QED U3 27 9,457 4
QED Z3 119 8,485 -3
QED H4 15 13,037 0
QED M4 14 7,092 -5
QED U4 333 3,939 170
QED Z4 35 3,866 21
QED H5 9 1,379 4
QED M5 4 834 4
QED U5 4 2,905 0
QED Z5 4 1,155 4
QED H6 4 2,078 0
QED M6 4 1,882 0
QED U6 4 929 0
QED Z6 4 1,109 0
QED H7 4 1,024 0
QED M7 4 465 0
QED U7 4 300 -4
QED Z7 4 239 0
Total 4,189,704 11,411,173 -301,895
Euroyen
EY H8 302 13,553 -697
EY M8 350 7,449 553
EY U8 0 6,385 -301
EY Z8 0 2,284 0
EY H9 0 1,348 -31
EY M9 0 156 0
EY U9 0 350 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 652 31,525 -476
Nikkei 225 Stock Average Index
NK H8 22,089 79,989 3,263
NK M8 0 16 0
NK U8 0 13 0
NK Z8 0 1 0
Total 22,089 80,019 3,263

Posted by MOHAMED SAID at 5:41 AM  

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