We report trading volume in a variety of formats to suit your varying needs as our customers. The content descriptions for each report will help you find the information you are seeking.
All reports offer combined data for legacy CME and CBOT products unless otherwise specified.
Please note: The Daily Volume and Open Interest Report along with the Bulletin reports released at the end of each trading day are preliminary reports only. Final reports containing official data are released the following morning. Thus, the preliminary report is likely to be different from the final report.
Daily Volume and Open Interest Report
Detailed daily volume and open interest on all CME Group futures and options (down to a summary level of call-put totals). Also includes a summary of group and exchange level volume and open interest totals.
Daily Bulletin
Primarily representing CME Group floor traded products and products traded on CME Globex, this report provides detailed daily volume and open interest on futures and options (including volume for each option strike). Also includes a summary of product group volume and open interest as well as prior day information.
Globex Daily Bulletin
For electronically traded products only, detailed daily volume and open interest on all CME Group futures and options, including volume for each option strike. Also includes a summary of product group volume and open interest as well as prior day information
Volume Analysis
Volume by tick, with the percentage traded at each price, for the previous trade date only. Also indicates all time brackets in which a trade price occurred.
Volume Analysis
