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Financials Volume And Open Interest

Tuesday, January 22, 2008

CME Financials Volume And Open Interest - Jan 22

Data for previous business day.
Volume Open Int Change
Libor One Month
QEM G8 774 16,685 207
QEM H8 65 6,991 65
QEM J8 90 6,086 70
QEM K8 0 3,114 0
QEM M8 0 1,930 0
QEM N8 0 1,360 0
QEM Q8 0 1,002 0
QEM U8 0 710 0
QEM V8 0 210 0
QEM X8 0 200 0
QEM Z8 0 120 0
QEM F9 0 0 0
Total 929 38,408 342
Eurodollar 3 Month Pit Only
QED G8 10,876 90,535 1,732
QED H8 323,112 1,852,689 6,872
QED J8 145 2,260 29
QED K8 50 35 -10
QED M8 393,141 1,813,328 48,315
QED N8 0 0 0
QED U8 390,723 1,568,605 -17,781
QED Z8 364,516 1,577,324 10,372
QED H9 336,808 1,175,005 -5,219
QED M9 206,649 764,013 2,043
QED U9 202,491 686,429 -3,324
QED Z9 109,519 507,130 7,993
QED H0 45,137 297,188 3,944
QED M0 41,502 265,069 -540
QED U0 38,160 198,240 6,025
QED Z0 16,201 148,836 2,730
QED H1 4,678 116,142 631
QED M1 5,281 100,550 -146
QED U1 3,203 71,777 232
QED Z1 6,364 64,769 1,678
QED H2 1,470 59,294 -61
QED M2 2,873 48,092 204
QED U2 3,693 32,556 694
QED Z2 1,140 21,222 276
QED H3 158 13,357 6
QED M3 119 8,790 101
QED U3 117 9,202 0
QED Z3 317 8,429 -263
QED H4 421 13,032 -420
QED M4 223 6,977 1
QED U4 21 3,857 1
QED Z4 20 4,056 7
QED H5 1 1,293 0
QED M5 1 806 0
QED U5 1 2,739 0
QED Z5 1 1,033 -1
QED H6 1 1,978 -1
QED M6 1 1,808 -1
QED U6 1 962 -1
QED Z6 1 975 -1
QED H7 6 972 0
QED M7 6 419 0
QED U7 6 278 -3
QED Z7 1 119 0
Total 2,509,155 11,542,170 66,114
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 70 12,687 230
EY M8 107 6,441 37
EY U8 145 7,234 143
EY Z8 2 2,203 1
EY H9 0 661 0
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 324 29,732 411
Nikkei 225 Stock Average Index
NK H8 17,379 69,953 308
NK M8 0 11 0
NK U8 0 13 0
NK Z8 0 1 0
Total 17,379 69,978 308

Posted by MOHAMED SAID at 5:54 AM  

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