PDF《CURRENCY FUTURES》

70 11 1.30000 1.12990 1.13630 (

292 MAR20 1.15060 1.15060 1.14435 .8743)7498 +

71 3 1.23350B 1.13810 1.14380 (

15 JUN20 1.15770 1.15815B 1.15030A .8691)871 -

71 5 1.18685B 1.14565A 1.15055 (

26 SEP20 1.16105A .8643)108 +

70 1 1.19150 1.15670A 1.15700 (

2 DEC20 1.16725A .8595)108

70 UNCH 1.20000 1.16600 1.16350 ( ----

910 TOTAL EURO FX FUT

558247 7557 +

356802 EMINI J YEN FUT JUN19 0.0092290 .0092460 .0092110 108.5541)569 -

21 328 .009490B .008935 .0092120(

65 SEP19 0.0092910 .0093090 .0092730 107.8167)214 +

20 26 .009345B .009004A .0092750(

323 0 TOTAL EMINI J YEN FUT

783 302 -

388 JAPAN YEN FUT JUN19 0.0092290 .0092500 .0092100 108.5541) -

100 44599 -

21 13120 .009833B .008926 .0092120(

32442 JUL19 0.0092555 .0092725 .0092345 108.3072)1790 -

21 202 .009301 .008964A .0092330(

1353 AUG19 0.0092760 .0092905 .0092570 108.0322)964 +

21 40 .009327 .008988A .0092565(

390 SEP19 0.0092910 .0093150 .0092730 107.8167) -

100 115997 +

20 8033 .009901B .009002A .0092750(

127852 DEC19 0.0093390 .0093390 .0093360 107.1639)304 -

19 1 .009617B .009039A .0093315(

3 MAR20 106.4736)94

21 UNCH .009698B .009167 .0093920( ---- JUN20 0094600A 105.8817)5

19 UNCH .009490B .009207A .0094445( ---- SEP20 105.3075)2

19 UNCH .009557 .009458 .0094960( ----

200 TOTAL JAPAN YEN FUT

163755 5250 -

162040 MEX PESO FUT JUN19 0.05211 .05232 .05199 19.14)32508 -

3 15862 .05287 .04721A .05224 (

26488 AUG19 19.34)1

2 UNCH .05156 .04985 .05171 ( ---- SEP19 0.05135 .05155 .05120 19.43)202711 +

3 8702 .05210B .04942 .05147 (

57402 DEC19 ---- .05069B ---- 19.73)3

2 UNCH .05091B .04883A .05068 ( ----

0 TOTAL MEX PESO FUT

235223 7160 -

83890 SWISS FRNC FUT JUN19 1.0059 1.0075B 1.0006 .9990)12429 -

58 4498 1.1259B .9814 1.0010 (

7466 SEP19 1.0146 1.0158 1.0088 .9909)57472 +

58 1698 1.1343B .9901A 1.0092 (

26511 DEC19 ---- 1.0225B 1.0177A .9835)33

56 UNCH 1.0910B .9999A 1.0168 ( ---- MAR20 ---- 1.0303B 1.0278A .9762)19

56 UNCH 1.0652B 1.0105A 1.0244 ( ---- JUN20 1.0361A .9695)1

56 UNCH 1.0720 1.0199A 1.0315 ( ---- SEP20 1.0439 #1.0439 *1.0434A .9632) ----

1 + NEW

1 1.0439 1.0434A 1.0382 (

1 0 TOTAL SWISS FRNC FUT

69955 2799 -

33978 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 EURO FX FUTURES --- ---

3 --- ---

299 --- JUN19

3258 22468

6877 --- ---

608 SEP19

1066 15995

5932 MAR20 ---

3000 ---

611 299

4324 TOTALS:

41463 12809 JAPANESE YEN FUTURE --- ---

100 JUN19

395 1109

1506 --- ---

100 SEP19

1 115

1767 200

396 TOTALS:

1224 3273 CANADIAN DOLLAR FUTURE JUN19

153 4531

1182 --- ---

114 SEP19 ---

4570 5698

114 153 TOTALS:

9101 6880 BRITISH POUND FUTURE --- ---

5 JUN19

121 9042

2183 180 --- SEP19

14 9222

2013 DEC19 ---

80 ---

5 180

135 TOTALS:

18344 4196 E-MICRO AUD/USD FUTURES JUN19

3980 --- --- SEP19

430 --- ---

4410 TOTALS: E-MICRO CAD/USD FUTURES JUN19

1520 --- ---

1520 TOTALS: E-MICRO CHF/USD FUTURES JUN19

190 --- --- 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.