Daily Interest Rate Volume and Open Interest
CME Group’s Exchange Daily Interest Rates Volume and Open Interest Report summarizes Interest Rates futures and options volume for Globex, Clearport/PNT and Open Outcry. Volume figures include Fed funds, Eurodollars, SOFR and US Treasuries.
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Compression Cycle Net OI Change Report
View the aggregate net change in open interest by option strike, reflecting the latest multilateral compression cycle on May 25, 2021.
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