Web Oi Report Cbot

CBOT Exchange Open Interest Report - Monthly
Open Interest JAN 2012 Open Interest JAN 2011 % CHG Open Interest DEC 2012 % CHG
Interest Rate Futures 30-YR BOND 10-YR NOTE 5-YR NOTE 2-YR NOTE FED FUND 10-YR SWAP 5-YR SWAP MINI EURODOLLAR 7-YR SWAP 30-YR SWAP 3-YR NOTE ULTRA T-BOND OTR 2-YR NOTE OTR 5-YR NOTE OTR 10-YR NOTE
620,282 1,772,490 1,475,034 934,270 548,721 9,571 13,572 0 118 463 0 378,000 0 40 72
553,192 1,386,493 1,116,702 786,868 610,507 15,220 54,142 2 1,463 888 0 304,641 760 263 1,244
12.1% 27.8% 32.1% 18.7% -10.1% -37.1% -74.9% -100.0% -91.9% -47.9% 24.1% -100.0% -84.8% -94.2%
591,534 1,493,922 1,268,511 700,957 569,452 10,559 12,434 0 152 359 0 361,949 0 54 108
4.9% 18.6% 16.3% 33.3% -3.6% -9.4% 9.2% -22.4% 29.0% 4.4% -25.9% -33.3%
Interest Rate Options 30-YR BOND 10-YR NOTE 5-YR NOTE 2-YR NOTE FED FUND FLEX 30-YR BOND FLEX 10-YR NOTE 10-YR SWAP FLEX 2-YR NOTE ULTRA T-BOND FED FUNDS MIDCURVE
431,756 1,176,558 371,758 82,910 438,681 1,200 0 0 0 4,203 0
308,226 1,630,228 403,952 104,313 876,836 0 0 0 0 7,030 0
40.1% -27.8% -8.0% -20.5% -50.0% -40.2% -
343,199 923,691 301,819 68,538 713,357 0 0 0 0 1,013 0
25.8% 27.4% 23.2% 21.0% -38.5% #DIV/0 314.9% -
Equity Index Futures $25 DJ DJIA MINI $5 DOW DOW-UBS COMMOD INDEX
1 11,275 104,040 16,376
10 10,563 101,117 5,310
-90.0% 6.7% 2.9% 208.4%
1 10,539 89,946 15,760
0.0% 7.0% 15.7% 3.9%
Equity Index Options DJIA MINI $5 DOW
218 15,614
120 14,832
81.7% 5.3%
298 13,589
-26.8% 14.9%
Energy Futures ETHANOL FWD ETHANOL LAB
39,558 0
53,156 0
-25.6% -
40,633 0
-2.6% -
The information herein is taken form source believed to be reliable. However, it is intended for the purposes of information and education only and is not guaranteed by the CME Group as to accuracy, completeness, nor trading results and does not constitute advice or continue a solicitation of the purchase or sale of any futures or options. The Rules and Regulations of the CME Group should be consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume (ADV) may slightly differ for CBOT legacy products based on the way CME Group defines the number of trading days. The open interest values are based on preliminary open interest values only.

Open Interest JAN 2012 Open Interest JAN 2011 % CHG Open Interest DEC 2012 % CHG
Energy Options ETHANOL FWD Commodities and Alternative Investments Futures CORN SOYBEAN SOYBEAN MEAL SOYBEAN OIL OATS ROUGH RICE WHEAT MINI CORN MINI SOYBEAN MINI WHEAT DJ US REAL ESTATE ETHANOL GRAIN BASIS SWAPS DISTILLERS DRIED GRAIN DOW-UBS COMMOD INDEX SWAP FERTILIZER PRODUCS
330
1,755
-81.2%
365
-9.6%
1,236,409 500,600 202,258 326,213 13,650 14,943 469,740 10,757 12,983 2,145 0 10,608 6,636 0 0 425
1,655,514 667,758 211,991 390,744 14,105 21,754 551,918 19,720 25,481 5,697 0 8,259 10,330 0 0 0
-25.3% -25.0% -4.6% -16.5% -3.2% -31.3% -14.9% -45.5% -49.0% -62.3% 28.4% -35.8% -
1,151,698 460,918 194,557 273,243 12,609 15,013 384,583 11,135 10,384 2,296 0 9,985 6,668 0 0 170
7.4% 8.6% 4.0% 19.4% 8.3% -0.5% 22.1% -3.4% 25.0% -6.6% 6.2% -0.5% 150.0%

Open Interest JAN 2012 Commodities and Alternative Investments Options CORN SOYBEAN SOYBEAN MEAL SOYBEAN OIL SOYBEAN CRUSH OATS ROUGH RICE WHEAT CORN NEARBY+2 CAL SPRD SOYBN NEARBY+2 CAL SPRD WHEAT NEARBY+2 CAL SPRD JULY-DEC CORN CAL SPRD DEC-JULY WHEAT CAL SPRD JULY-NOV SOYBEAN CAL SPRD JULY-DEC WHEAT CAL SPRD JULY-JULY WHEAT CAL SPRD NOV-NOV SOYBEAN CAL SPRD SOYMEAL NEARBY+2 CAL SPRD DEC-JULY CORN CAL SPRD DEC-DEC CORN CAL SPRD NOV-JULY SOYBEAN CAL SPRD SOY OIL NEARBY+2 CAL SPRD JULY-DEC SOY OIL CAL SPRD JULY-DEC SOYMEAL CAL SPRD WHEAT-CORN ICSO AUG-NOV SOYBEAN CAL SPRD SOYBEAN CORN RATIO JAN-MAY SOYBEAN CAL SPRD Open Interest JAN 2011 % CHG Open Interest DEC 2012 % CHG
1,399,856 652,344 77,698 163,473 427 3,219 1,781 232,290 3,671 265 9,372 17,965 0 13,441 45 220 0 0 0 50 65 2,100 0 0 100 0 11 0
1,989,276 925,171 118,619 237,530 1,113 5,657 6,690 370,077 2,135 165 2,972 11,681 0 22,512 500 910 0 0 0 45 0 770 1,025 500 0 0 0 0
-29.6% -29.5% -34.5% -31.2% -61.6% -43.1% -73.4% -37.2% 71.9% 60.6% 215.3% 53.8% -40.3% -91.0% -75.8% 11.1% 172.7% -100.0% -100.0% -
1,228,355 544,407 57,535 132,185 387 2,558 1,741 210,535 3,015 250 6,815 11,891 0 10,205 0 100 0 0 0 10 65 2,100 0 0 0 0 0 0
14.0% 19.8% 35.0% 23.7% 10.3% 25.8% 2.3% 10.3% 21.8% 6.0% 37.5% 51.1% 31.7% 120.0% 400.0% 0.0% 0.0% -
TOTAL FUTURES GROUP Interest Rate Futures 5,752,633 Equity Index Futures 131,692 Energy Futures 39,558 Commodities and Alternative Investments Futures 2,807,367 TOTAL FUTURES 8,731,250
4,832,385 117,000 53,156 3,583,271 8,585,812
19.0% 12.6% -25.6% -21.7% 1.7%
5,009,991 116,246 40,633 2,533,259 7,700,129
14.8% 13.3% -2.6% 10.8% 13.4%
TOTAL OPTIONS GROUP Interest Rate Options 2,507,066 Equity Index Options 15,832 Energy Options 330 Commodities and Alternative Investments Options 2,578,393 TOTAL OPTIONS 5,101,621
3,330,585 14,952 1,755 3,697,348 7,044,640
-24.7% 5.9% -81.2% -30.3% -27.6%
2,351,617 13,887 365 2,212,154 4,578,023
6.6% 14.0% -9.6% 16.6% 11.4%

Open Interest JAN 2012 TOTAL COMBINED Interest Rate Equity Index Energy Commodities and Alternative Investments GRAND TOTAL 8,259,699 147,524 39,888 5,385,760 13,832,871 Open Interest JAN 2011 8,162,970 131,952 54,911 7,280,619 15,630,452 % CHG 1.2% 11.8% -27.4% -26.0% -11.5% Open Interest DEC 2012 7,361,608 130,133 40,998 4,745,413 12,278,152 % CHG 12.2% 13.4% -2.7% 13.5% 12.7%

Web Oi Report Cbot

Uploaded by

Copyright:

Available Formats

Web Oi Report Cbot

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Web Oi Report Cbot

Uploaded by

Copyright:

Available Formats

CBOT Exchange Open Interest Report - Monthly

431,756 1,176,558 371,758 82,910 438,681 1,200 0 0 0 4,203 0

308,226 1,630,228 403,952 104,313 876,836 0 0 0 0 7,030 0

40.1% -27.8% -8.0% -20.5% -50.0% -40.2% -

343,199 923,691 301,819 68,538 713,357 0 0 0 0 1,013 0

25.8% 27.4% 23.2% 21.0% -38.5% #DIV/0 314.9% -

1 11,275 104,040 16,376

10 10,563 101,117 5,310

-90.0% 6.7% 2.9% 208.4%

1 10,539 89,946 15,760

0.0% 7.0% 15.7% 3.9%

Equity Index Options DJIA MINI $5 DOW

Energy Futures ETHANOL FWD ETHANOL LAB

CBOT Exchange Open Interest Report - Monthly

CBOT Exchange Open Interest Report - Monthly

4,832,385 117,000 53,156 3,583,271 8,585,812

19.0% 12.6% -25.6% -21.7% 1.7%

5,009,991 116,246 40,633 2,533,259 7,700,129

14.8% 13.3% -2.6% 10.8% 13.4%

3,330,585 14,952 1,755 3,697,348 7,044,640

-24.7% 5.9% -81.2% -30.3% -27.6%

2,351,617 13,887 365 2,212,154 4,578,023

6.6% 14.0% -9.6% 16.6% 11.4%

CBOT Exchange Open Interest Report - Monthly

You might also like