Cme eurodollar futures open interest

Find information for Eurodollar Volume provided by CME Group. Month, Volume, Deliveries, Open Interest Globex, Open Outcry, PNT / ClearPort, Total Volume, Block Trades, EFP, EFR Up Next Trading SOFR Futures at CME Group. Use the Options Open Interest Heatmap Tool to track where positions are concentrated. View current open interest and changes in volume and OI by strike, put  CME Group products with the largest open interest include Eurodollars, Treasuries and stock index futures. Open Interest Analysis. Analysts typically use open 

CME 3-Month Eurodollar Futures Open Interest WoW is at a current level of 516531.0, N/A from last week and up from -47963.00 one year ago. This is a change of N/A from last week and N/A from one year ago. Eurodollar futures rack up the highest average daily volume of any contract traded at the CME, with the largest open interest. At the end of November , total open interest, or contracts outstanding, represented a $12.84 trillion notional value. Eurodollar futures are used as a hedging tool for interest rate swaps, loans and mortgages. CME Eurodollar Futures Set New Open Interest Record Open interest of 7,081,570 broke the previous record of 7,066,935 set on December 9, 2004. Open interest reflects the total number of contracts that have not yet been offset or fulfilled for delivery. Volume and open interest reports for CME Group futures and options contain monthly and weekly data available free of charge. Please note: The Daily Volume and Open Interest Report is released at the end of each trading day and is a preliminary report.CME Group releases official data in the Daily Bulletin the following morning. Preliminary reports may be different from the final report.

CME Eurodollar futures, such as CME Mid-Curve options, are the most actively Open interest: The accumulated total of all currently outstanding contracts (one 

Eurodollar futures rack up the highest average daily volume of any contract traded at the CME, with the largest open interest. At the end of November , total open interest, or contracts outstanding, represented a $12.84 trillion notional value. Eurodollar futures are used as a hedging tool for interest rate swaps, loans and mortgages. CME Eurodollar Futures Set New Open Interest Record Open interest of 7,081,570 broke the previous record of 7,066,935 set on December 9, 2004. Open interest reflects the total number of contracts that have not yet been offset or fulfilled for delivery. Volume and open interest reports for CME Group futures and options contain monthly and weekly data available free of charge. Please note: The Daily Volume and Open Interest Report is released at the end of each trading day and is a preliminary report.CME Group releases official data in the Daily Bulletin the following morning. Preliminary reports may be different from the final report. About Volume and Open Interest. CME Group’s Exchange Daily Volume and Open Interest Report summarizes exchange-wide volume, including futures and options volume, for Globex, Clearport/PNT and Open Outcry. Volume figures are reported across divisions and asset classes to give you an instant grasp of market activity.

CHICAGO, Jan. 24, 2018 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced it reached an all-time daily open interest record for Eurodollar

OPEN INTEREST: 8,945 COMMITMENTS 180 1,357 579 7,572 6,449 8,331 34 25 43 35 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 4 7 11 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE 

Find information for Eurodollar Volume provided by CME Group. Month, Volume, Deliveries, Open Interest Globex, Open Outcry, PNT / ClearPort, Total Volume, Block Trades, EFP, EFR Up Next Trading SOFR Futures at CME Group.

12 Feb 2020 Total open interest has increased from 113 million at year end to our products in terms of the Fed funds futures and the Eurodollar futures and  25 Oct 2019 But the head of exchange operator CME Group Inc., whose Its most-traded contract, eurodollar futures, relies on Libor The Chicago-based exchange is home to eurodollar futures and options, U.S. interest-rate contracts whose that provides the inputs -- volume and open interest are growing quickly. Overall futures and options trading volume increased 30% last year, which is slightly Liffe can take any Eurodollar market share from CME is a wide open question. Because its open interest is so small relative to its trading volume, it has a  All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds. Settlement prices on instruments without open interest or volume are provided for web users only and are not published on Market Data Platform (MDP). Reflecting market expectation for interest rates, Eurodollar futures are a global benchmark and a fundamental building block of the interest rate marketplace, while options on Eurodollar futures are among the most actively traded Exchange-listed Interest Rate options contracts in the world.

Eurodollars have grown to be the leading contract offered on the CME in terms of average daily volume and open interest (the total number of open contracts). The price of eurodollar futures

About Volume and Open Interest. CME Group’s Exchange Daily Volume and Open Interest Report summarizes exchange-wide volume, including futures and options volume, for Globex, Clearport/PNT and Open Outcry. Volume figures are reported across divisions and asset classes to give you an instant grasp of market activity. Learn More About this Report

CME 3-Month Eurodollar Futures Open Interest WoW is at a current level of 516531.0, N/A from last week and up from -47963.00 one year ago. This is a change of N/A from last week and N/A from one year ago.