DEC16 Section07 Currency Futures
User Manual: DEC16
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CURRENCY FUTURES
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.
07
Side 01
07
Side 01
PG07
Fri, Mar 02, 2018
PG07
BULLETIN # 42@
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
GLOBEX
OPEN
GLOBEX
HIGH
GLOBEX
LOW
SETT.PRICE & PT. CHGE
RECIPROCAL
OPEN
INTEREST
----CONTRACT----
HIGH LOW
RTH
VOLUME
GLOBEX®
VOLUME
BRIT PND FUT
MAR18
1.3781
1.3824
1.3762
.7249) +
22
187112 -
19
2340
1.4370
1.2189A
1.3795
(
124064
APR18
1.3793
1.3833B
1.3789
.7237) +
----
1049 -
19
61
1.4373B
1.3365A
1.3818
(
666
MAY18
1.3823
1.3848B
1.3807
.7229) +
----
699 +
19
65
1.4388B
1.3770A
1.3833
(
145
JUN18
1.3835
1.3878
1.3821
.7220) +
430
11260 +
19
395
1.4960B
1.2256A
1.3851
(
1077
JUL18
1.3858
1.3873B
1.3858
.7211) +
----
5 +
21
2
1.3900
1.3824A
1.3868
(
2
SEP18
1.3890
1.3915B
1.3890
.7192) +
----
278 -
19
1
1.4422B
1.2385A
1.3904
(
1
DEC18
----
1.3968B
----
.7163) +
----
32
20
UNCH
1.4494B
1.2838
1.3960
(
----
MAR19
----
1.4022B
----
.7133) +
----
10
19
UNCH
1.4523B
1.3136A
1.4019
(
----
JUN19
----
----
----
.7104) +
----
1
21
UNCH
1.4573B
1.3347A
1.4077
(
----
452
TOTAL BRIT PND FUT
200446
1940
-
125955
CANADA DLR FUT
MAR18
0.7793
0.7801
0.7743
1.2895) -
81
129965 -
42
1194
.8290B
.7301
0.7755
(
88617
APR18
0.7805
0.7805
*0.7750A
1.2887) -
----
151 +
41
4
.8162B
.7751A
0.7760
(
8
MAY18
0.7773
0.7774
*0.7760A
1.2880) -
----
88 +
41
7
.8164B
.7760A
0.7764
(
11
JUN18
0.7808
0.7815
0.7757
1.2872) -
----
8259 +
42
1305
.8285B
.7319A
0.7769
(
4047
SEP18
0.7826
0.7827
0.7775
1.2852) -
----
1582 +
42
156
.9340B
.7341A
0.7781
(
196
DEC18
0.7836
0.7836
0.7784A
1.2834) -
----
2663 +
42
137
.8261B
.7510
0.7792
(
177
MAR19
0.7817
0.7817
0.7803A
1.2816) -
----
29 +
41
1
.8250B
.7788A
0.7803
(
1
JUN19
----
----
----
1.2799) -
----
4
39
UNCH
.8081B
.7877A
0.7813
(
----
SEP19
----
----
----
1.2783) -
----
1
39
UNCH
.8054B
.7888A
0.7823
(
----
81
TOTAL CANADA DLR FUT
142742
416
+
93057
EMINI EURFX FUT
MAR18
1.22840
1.23470
1.22630
.8103) +
----
13246 -
75
53
1.25810
1.16460
1.23410
(
3594
JUN18
1.23680
1.24320B
1.23500A
.8047) +
----
1013 +
76
58
1.26610B
1.19520
1.24270
(
245
0
TOTAL EMINI EURFX FUT
14259
5
+
3839
EURO FX FUT
MAR18
1.22835
1.23475
1.22625
.8103) +
401
511746 -
75
5075
1.25795
1.06155A
1.23410
(
208597
APR18
1.23085
1.23750
1.23000
.8083) +
----
1106 -
76
44
1.26060B
1.18210A
1.23720
(
1611
MAY18
1.23390
1.24000
1.23230
.8067) +
----
867 -
76
160
1.26305B
1.22320A
1.23960
(
1014
JUN18
1.23700
1.24315
1.23490
.8047) +
480
37947 +
76
2184
1.26590B
1.06885A
1.24270
(
6346
JUL18
----
#1.24065B
----
.8030) +
----
5
76
UNCH
1.24065B
1.22920A
1.24530
(
----
SEP18
1.24545
1.25030B
1.24380A
.7990) +
----
2026 -
76
22
1.27400
1.09010A
1.25150
(
78
DEC18
1.25595
1.26070
1.25385
.7931) +
----
3069 +
76
6
1.28355
1.09020
1.26080
(
56
MAR19
1.26895
1.26900B
1.26895
.7868) +
----
456 +
78
11
1.29285
1.19600A
1.27090
(
12
JUN19
----
1.27320B
----
.7809) +
----
278
78
UNCH
1.29400B
1.21140A
1.28065
(
----
SEP19
----
1.28255B
----
.7750) +
----
245
79
UNCH
1.30750
1.22700
1.29040
(
----
DEC19
----
----
----
.7691) +
----
23
79
UNCH
1.30000
1.24850A
1.30015
(
----
881
TOTAL EURO FX FUT
557768
3100
-
217714
EMINI J YEN FUT
MAR18
0.0094320
#.0095090
.0094160
105.4630) +
----
1182 +
62
141
.009509
.008779A
.0094820
(
832
JUN18
0.0094930
#.0095680B
.0094760A
104.8053) +
----
254 +
62
6
.009568B
.008896A
.0095415
(
73
0
TOTAL EMINI J YEN FUT
1436
147
+
905
JAPAN YEN FUT
MAR18
0.0094300
.0095100
.0094145
105.4630) +
6009
271197 +
62
7065
.010203B
.008655A
.0094820
(
191413
APR18
0.0094520
#.0095300
.0094415
105.2189) +
----
493 +
62
49
.009530
.008858A
.0095040
(
264
MAY18
0.0094750
#.0095440
.0094750
105.0420) +
----
150 +
62
30
.009544
.009038A
.0095200
(
80
JUN18
0.0094935
#.0095685
.0094755
104.8053) +
760
6155 +
62
1704
.009569
.008720A
.0095415
(
3047
SEP18
0.0095585
#.0096270B
.0095585
104.1124) +
----
432 +
61
13
.009627B
.008892A
.0096050
(
15
DEC18
0.0096800
#.0096800
.0096640
103.3752) +
----
489 +
62
22
.009680
.008951A
.0096735
(
23
MAR19
----
#.0097075B
----
102.5746) +
----
7
62
UNCH
.009708B
.009013A
.0097490
(
----
SEP19
----
#.0098480B
----
100.9693) +
----
3
64
UNCH
.009848B
.009540A
.0099040
(
----
6769
TOTAL JAPAN YEN FUT
278926
8883
+
194842
MEX PESO FUT
MAR18
0.05287
.05306
.05256
18.89) +
----
181161 -
10
1630
.05509B
.04579
.05294
(
49504
JUN18
0.05214
.05230
.05182A
19.16) +
----
3055 +
11
580
.05341B
.04879A
.05219
(
1429
0
184216
1050
-
50933
SWISS FRNC FUT
MAR18
1.0631
1.0720
1.0622
.9360) +
2072
65611 -
64
3100
1.0908
.9995A
1.0684
(
35379
JUN18
1.0717
1.0804B
1.0709A
.9285) +
----
1465 +
65
214
1.0991B
1.0083A
1.0770
(
818
SEP18
1.0830
1.0883B
1.0830
.9211) +
----
26 +
64
1
1.1065B
1.0218A
1.0856
(
8
DEC18
----
1.0946B
----
.9133) +
----
16
65
UNCH
1.1064B
1.0302A
1.0949
(
----
SEP19
----
1.1185B
----
.8894) +
----
1
70
UNCH
1.1343B
1.0626A
1.1243
(
----
2072
TOTAL SWISS FRNC FUT
67119
2885
-
36205
EX-PIT & OTHER BREAKDOWN
-----DELIVERY------
CASH OR PHYSICAL
DAILY MTH-TO-DATE
BLOCKS
DAILY
TOTALS
EFP
DAILY
TOTALS
TAS
DAILY
TOTALS
EFS
DAILY
TOTALS
EFR
DAILY
TOTALS
TRANSFERS
DAILY
TOTALS
BLOCKS
M-T-D
TOTALS
EFP
M-T-D
TOTALS
JAPANESE YEN FUTURE
---
--- 6009 --- --- --- ---
MAR18
25
5
10050
---
--- --- --- --- 760 ---
JUN18
---
760
---
6009 760
25
TOTALS:
765
10050
SWISS FRANC FUTURES
---
--- 2072 --- --- --- ---
MAR18
8
---
4072
2072
8
TOTALS:
4072
EURO FX FUTURES
---
--- 119 --- --- 282 ---
MAR18
116
452
222
---
--- 480 --- --- --- ---
JUN18
---
---
880
599 282
116
TOTALS:
452
1102
CANADIAN DOLLAR FUTURE
---
--- 81 --- --- --- ---
MAR18
---
352
7181
81
0
TOTALS:
352
7181
BRITISH POUND FUTURE
---
--- 22 --- --- --- ---
MAR18
---
---
165
---
--- --- --- --- 430 ---
JUN18
---
430
---
22 430
0
TOTALS:
430
165
E-MINI EURO FX FUTURES
---
--- --- --- --- --- ---
MAR18
14
---
37
14
TOTALS:
37
E-MINI JAPANESE YEN FUTURE
---
--- --- --- --- --- ---
MAR18
6
---
2
6
TOTALS:
2
ISRAELI SHEKEL FUTURE
0
TOTALS:
35
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.
CURRENCY FUTURES
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.
07
Side 02
07
Side 02
PG07
Fri, Mar 02, 2018
PG07
BULLETIN # 42@
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
TURKISH LIRA/USD FUTURE
---
--- --- --- --- --- ---
MAR18
---
---
273
0
TOTALS:
273
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.
