DEC16 Section07 Currency Futures
User Manual: DEC16
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07 07 CURRENCY FUTURES Side 01 Side 01 2018 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin CME Group, Inc. 20 South Wacker Drive, Chicago, Illinois 60606-7499. Customer Service: (312) 930-1000 PRELIMINARY PG07 BULLETIN # 42@ Fri, Mar 02, 2018 PG07 CURRENCY FUTURES FOR PRODUCTS THAT ARE TRADED IN BOTH Open Outcry(RTH) AND on CME Globex (ETH) THE INFORMATION REPRESENTED ON THIS PAGE FOR OPENING RANGE, HIGH, LOW, CLOSING RANGE, SETTLEMENT PRICE AND VOLUME REPRESENTS RTH ACTIVITY ONLY. NOTE: LIFE OF CONTRACT HIGH AND LOW REPRESENTS BOTH RTH AND ETH. RTH VOLUME REFLECTS PIT TRADING, BLOCK TRADES AND CASH-FOR-FUTURES ONLY. ETH REPRESENTS GLOBEX VOLUME TRANSACTIONS FROM THE GLOBEX® ELECTRONIC SESSION ONLY. VOLUME OR OPEN INTEREST (BOTH BEFORE AND AFTER THE LAST DAY OF TRADING) MAY BE AFFECTED BY: CASH FOR FUTURES, SPREADS, AND PRIOR DAYS’ CLEARED TRADES (OUT-TRADES), POSITION ADJUSTMENTS, OPTION EXERCISES, POSITIONS IN DELIVERY, OR POSITIONS IN A CASH SETTLEMENT CYCLE. PRODUCT LISTINGS REPRESENT CONTRACTS WITH PRICE/VOLUME ACTIVITY AND/OR HAVE ESTABLISHED OPEN INTEREST. PRODUCTS THAT ARE ELIGIBLE TO TRADE, BUT ARE INACTIVE, DO NOT APPEAR IN THIS REPORT. LEGEND: B=BID, A=ASK, N=NOMINAL, P=POST SETTLEMENT SESSION, #=NEW CONTRACT HIGH PRICE, *=NEW CONTRACT LOW PRICE, R=RECORD VOLUME OR OPEN INTEREST. SETTLEMENT PRICES ARE DETERMINED BY CME RULE 813. GLOBEX OPEN BRIT PND FUT MAR18 1.3781 APR18 1.3793 MAY18 1.3823 JUN18 1.3835 JUL18 1.3858 SEP18 1.3890 DEC18 ---MAR19 ---JUN19 ---TOTAL BRIT PND FUT CANADA DLR FUT MAR18 0.7793 APR18 0.7805 MAY18 0.7773 JUN18 0.7808 SEP18 0.7826 DEC18 0.7836 MAR19 0.7817 JUN19 ---SEP19 ---TOTAL CANADA DLR FUT EMINI EURFX FUT MAR18 1.22840 JUN18 1.23680 TOTAL EMINI EURFX FUT EURO FX FUT MAR18 1.22835 APR18 1.23085 MAY18 1.23390 JUN18 1.23700 JUL18 ---SEP18 1.24545 DEC18 1.25595 MAR19 1.26895 JUN19 ---SEP19 ---DEC19 ---TOTAL EURO FX FUT EMINI J YEN FUT MAR18 0.0094320 JUN18 0.0094930 TOTAL EMINI J YEN FUT JAPAN YEN FUT MAR18 0.0094300 APR18 0.0094520 MAY18 0.0094750 JUN18 0.0094935 SEP18 0.0095585 DEC18 0.0096800 MAR19 ---SEP19 ---TOTAL JAPAN YEN FUT MEX PESO FUT MAR18 0.05287 JUN18 0.05214 SWISS FRNC FUT MAR18 JUN18 SEP18 DEC18 SEP19 TOTAL SWISS FRNC SETT.PRICE & PT. CHGE RECIPROCAL GLOBEX® VOLUME OPEN INTEREST GLOBEX LOW 1.3824 1.3833B 1.3848B 1.3878 1.3873B 1.3915B 1.3968B 1.4022B ---- 1.3762 1.3789 1.3807 1.3821 1.3858 1.3890 ---------- 1.3795 1.3818 1.3833 1.3851 1.3868 1.3904 1.3960 1.4019 1.4077 ( ( ( ( ( ( ( ( ( .7249) .7237) .7229) .7220) .7211) .7192) .7163) .7133) .7104) + + + + + + + + + 19 19 19 19 21 19 20 19 21 22 ------430 ---------------452 124064 666 145 1077 2 1 ---------125955 187112 1049 699 11260 5 278 32 10 1 200446 0.7743 *0.7750A *0.7760A 0.7757 0.7775 0.7784A 0.7803A ------- 0.7755 0.7760 0.7764 0.7769 0.7781 0.7792 0.7803 0.7813 0.7823 ( ( ( ( ( ( ( ( ( 1.2895) 1.2887) 1.2880) 1.2872) 1.2852) 1.2834) 1.2816) 1.2799) 1.2783) - 42 41 41 42 42 42 41 39 39 81 ------------------------81 88617 8 11 4047 196 177 1 ------93057 129965 151 88 8259 1582 2663 29 4 1 142742 0.7801 0.7805 0.7774 0.7815 0.7827 0.7836 0.7817 ------- 1.0631 1.0717 1.0830 ------FUT RTH VOLUME GLOBEX HIGH 1.23470 1.24320B 1.22630 1.23500A 1.23410 1.24270 ( ( .8103) + .8047) + 75 76 ------0 3594 245 3839 1.23475 1.23750 1.24000 1.24315 #1.24065B 1.25030B 1.26070 1.26900B 1.27320B 1.28255B ---- 1.22625 1.23000 1.23230 1.23490 ---1.24380A 1.25385 1.26895 ---------- 1.23410 1.23720 1.23960 1.24270 1.24530 1.25150 1.26080 1.27090 1.28065 1.29040 1.30015 ( ( ( ( ( ( ( ( ( ( ( .8103) .8083) .8067) .8047) .8030) .7990) .7931) .7868) .7809) .7750) .7691) + + + + + + + + + + + 75 76 76 76 76 76 76 78 78 79 79 401 ------480 ---------------------881 208597 1611 1014 6346 ---78 56 12 ---------217714 #.0095090 #.0095680B .0094160 .0094760A .0094820( 105.4630) + .0095415( 104.8053) + 62 62 ------0 832 73 905 .0095100 #.0095300 #.0095440 #.0095685 #.0096270B #.0096800 #.0097075B #.0098480B .0094145 .0094415 .0094750 .0094755 .0095585 .0096640 ------- .0094820( .0095040( .0095200( .0095415( .0096050( .0096735( .0097490( .0099040( 62 62 62 62 61 62 62 64 6009 ------760 ------------6769 191413 264 80 3047 15 23 ------194842 10 11 ------0 49504 1429 50933 64 65 64 65 70 2072 ------------2072 35379 818 8 ------36205 .05306 .05230 .05256 .05182A 1.0720 1.0804B 1.0883B 1.0946B 1.1185B 1.0622 1.0709A 1.0830 ------- .05294 .05219 1.0684 1.0770 1.0856 1.0949 1.1243 ( ( ( ( ( ( ( 105.4630) 105.2189) 105.0420) 104.8053) 104.1124) 103.3752) 102.5746) 100.9693) + + + + + + + + 18.89) + 19.16) + .9360) .9285) .9211) .9133) .8894) + + + + + 2340 61 65 395 2 1 UNCH UNCH UNCH 1940 1.4370 1.4373B 1.4388B 1.4960B 1.3900 1.4422B 1.4494B 1.4523B 1.4573B 1.2189A 1.3365A 1.3770A 1.2256A 1.3824A 1.2385A 1.2838 1.3136A 1.3347A .8290B .8162B .8164B .8285B .9340B .8261B .8250B .8081B .8054B .7301 .7751A .7760A .7319A .7341A .7510 .7788A .7877A .7888A + 1194 4 7 1305 156 137 1 UNCH UNCH 416 13246 1013 + 14259 + 53 58 5 1.25810 1.26610B 1.16460 1.19520 1.25795 1.26060B 1.26305B 1.26590B 1.24065B 1.27400 1.28355 1.29285 1.29400B 1.30750 1.30000 1.06155A 1.18210A 1.22320A 1.06885A 1.22920A 1.09010A 1.09020 1.19600A 1.21140A 1.22700 1.24850A - 5075 44 160 2184 UNCH 22 6 11 UNCH UNCH UNCH 3100 1182 + 254 + 1436 + 141 6 147 .009509 .008779A .009568B .008896A .010203B .008655A .009530 .008858A .009544 .009038A .009569 .008720A .009627B .008892A .009680 .008951A .009708B .009013A .009848B .009540A + 7065 49 30 1704 13 22 UNCH UNCH 8883 181161 3055 + 184216 - 1630 580 1050 511746 1106 867 37947 5 2026 3069 456 278 245 23 557768 271197 493 150 6155 432 489 7 3 278926 65611 1465 26 16 1 67119 + + + - ----CONTRACT---HIGH LOW + + + + + + + + + + + + + + + + + - 3100 214 1 UNCH UNCH 2885 .05509B .05341B 1.0908 1.0991B 1.1065B 1.1064B 1.1343B .04579 .04879A .9995A 1.0083A 1.0218A 1.0302A 1.0626A EX-PIT & OTHER BREAKDOWN -----DELIVERY-----CASH OR PHYSICAL DAILY MTH-TO-DATE EFP DAILY TOTALS EFP M-T-D TOTALS EFS DAILY TOTALS EFR DAILY TOTALS BLOCKS DAILY TOTALS BLOCKS M-T-D TOTALS TAS DAILY TOTALS TRANSFERS DAILY TOTALS JAPANESE YEN FUTURE MAR18 --- --- 6009 10050 --- --- --- 5 --- 25 JUN18 --- --- --- --- --- --- 760 760 --- --- 6009 10050 760 765 2072 4072 --- --- 2072 4072 TOTALS: 25 SWISS FRANC FUTURES MAR18 --- --- TOTALS: --- --- --- 8 8 EURO FX FUTURES MAR18 --- --- 119 222 --- --- 282 452 --- 116 JUN18 --- --- 480 880 --- --- --- --- --- --- 599 1102 282 452 81 7181 --- 352 81 7181 TOTALS: 116 CANADIAN DOLLAR FUTURE MAR18 --- --- TOTALS: --- --- --- 352 --0 BRITISH POUND FUTURE MAR18 --- --- 22 165 --- --- --- --- --- --- JUN18 --- --- --- --- --- --- 430 430 --- --- 22 165 430 430 --- 37 --- --- TOTALS: 0 E-MINI EURO FX FUTURES MAR18 --- --- TOTALS: --- --- --- 37 14 14 E-MINI JAPANESE YEN FUTURE MAR18 --- TOTALS: --- --- 2 --- --- --- --- 2 --- 6 6 ISRAELI SHEKEL FUTURE TOTALS: 35 0 VOLUME AND OPEN INTEREST "RECORDS" SHOWN FOR CBOT PRODUCTS, ARE COMPRISED OF VOLUME AND OPEN INTEREST DATA AFTER THE CBOT/CME MERGER ON JULY 13, 2007.THE INFORMATION CONTAINED IN THIS REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT. IT IS ACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM, DEMAND, OR CAUSE FOR ACTION. © Copyright CME Group Inc. All rights reserved. 07 07 CURRENCY FUTURES Side 02 Side 02 2018 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin CME Group, Inc. 20 South Wacker Drive, Chicago, Illinois 60606-7499. Customer Service: (312) 930-1000 PRELIMINARY PG07 BULLETIN # 42@ Fri, Mar 02, 2018 PG07 CURRENCY FUTURES FOR PRODUCTS THAT ARE TRADED IN BOTH Open Outcry(RTH) AND on CME Globex (ETH) THE INFORMATION REPRESENTED ON THIS PAGE FOR OPENING RANGE, HIGH, LOW, CLOSING RANGE, SETTLEMENT PRICE AND VOLUME REPRESENTS RTH ACTIVITY ONLY. NOTE: LIFE OF CONTRACT HIGH AND LOW REPRESENTS BOTH RTH AND ETH. RTH VOLUME REFLECTS PIT TRADING, BLOCK TRADES AND CASH-FOR-FUTURES ONLY. ETH REPRESENTS GLOBEX VOLUME TRANSACTIONS FROM THE GLOBEX® ELECTRONIC SESSION ONLY. VOLUME OR OPEN INTEREST (BOTH BEFORE AND AFTER THE LAST DAY OF TRADING) MAY BE AFFECTED BY: CASH FOR FUTURES, SPREADS, AND PRIOR DAYS’ CLEARED TRADES (OUT-TRADES), POSITION ADJUSTMENTS, OPTION EXERCISES, POSITIONS IN DELIVERY, OR POSITIONS IN A CASH SETTLEMENT CYCLE. PRODUCT LISTINGS REPRESENT CONTRACTS WITH PRICE/VOLUME ACTIVITY AND/OR HAVE ESTABLISHED OPEN INTEREST. PRODUCTS THAT ARE ELIGIBLE TO TRADE, BUT ARE INACTIVE, DO NOT APPEAR IN THIS REPORT. LEGEND: B=BID, A=ASK, N=NOMINAL, P=POST SETTLEMENT SESSION, #=NEW CONTRACT HIGH PRICE, *=NEW CONTRACT LOW PRICE, R=RECORD VOLUME OR OPEN INTEREST. SETTLEMENT PRICES ARE DETERMINED BY CME RULE 813. TURKISH LIRA/USD FUTURE MAR18 --- --- --- TOTALS: 273 --- --- --- --- --- 273 --0 COMMODITY ABBREVIATION TABLE USDJP = OTC USDJPY SUB EC = EURO FX BY = BP/JY CROSS RATES MP = MEXICAN PESO MICBP = E-MICRO GBP/USD CN = EC/NOK CROSS RATES FCXRX = FCXRX KRW = KOREAN WON JY = JAPANESE YEN JYV = JAPANESE YEN VOL USDCA = OTC USDCAD SUB NE = NEW ZEALND DOLLAR RA = S.AFRICAN RAND UN = NKR/USD CROSS RATE TRY = TURKISH LIRA CA = EC/AD CROSS RATES CC = EC/CD CROSS RATES OTCCU = OTC CADUSD SUB INRUP = INDIAN RUPEE RMB = RMB USD E7 = E-MINI EURO FX AJ = AD/JY CROSS RATES EURUS = OTC EURUSD SUB CDEU = CANADIAN DOLLAR (EU) OTCAU = OTC AUDUSD SUB RP = EFX/BP CROSS RATES USDCH = OTC USDCHF SUB RU = RUSSIAN RUBLE ILS = SHEKEL KE = EC/SEK CROSS RATES CHL = CHILEAN PESO MICEU = E-MICRO EUR/USD GBPUS = OTC GBPUSD SUB ECEU = EURO FX (EU) ECV = EURO FX VOL OTCGU = OTC GBPUSD SUB BF = BP/SF CROSS RATES BP = BRITISH POUND MICAD = E-MICRO AUD/USD MCCDD = MICRO CAD/USD PZ = POLISH ZLOTY (US) RY = EFX/JY CROSS RATES SF = SWISS FRANC AC = AD/CD CROSS RATES JYEU = JAPANESE YEN (EU) BR = BRAZIL REAL MICHF = MICRO CHF/USD BPEU = BRITISH POUND (EU) CDV = CANADIAN DOLLAR VOL AD = AUSTRALIAN DOLLAR AUDUS = OTC AUDUSD SUB AN = AD/NE CROSS RATES Z = POLISH ZLOTY (EC) SE = SKR/USD CROSS RATES MIJPY = MICRO JYP/USD J7 = E-MINI JAPANESE YEN CD = CANADIAN DOLLAR RF = EFX/SF CROSS RATES VOLUME AND OPEN INTEREST "RECORDS" SHOWN FOR CBOT PRODUCTS, ARE COMPRISED OF VOLUME AND OPEN INTEREST DATA AFTER THE CBOT/CME MERGER ON JULY 13, 2007.THE INFORMATION CONTAINED IN THIS REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT. IT IS ACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM, DEMAND, OR CAUSE FOR ACTION. © Copyright CME Group Inc. All rights reserved.
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