Spreadsheet: 7356da47-f1c9-47a3-a696-3e5c182cca14
Sheet: CME Eurodollar (ED)

 |  | Dealer intermediary |  | Asset Manager/ Institutional |  | Leveraged Funds |  | Other Reportable |  | Daily Average Large Trader Net Position Changes | Daily Average Trade Volume
Week Starting | Week Ending | "Buys" | "Sells" | "Buys" | "Sells" | "Buys" | "Sells" | "Buys" | "Sells"
2009-01-05 00:00:00 | 2009-01-09 00:00:00 | 79574 | 102472 | 8364 | 14079 | 62137 | 31388 | 1922 | 4319 | 152128 | 1534634
2009-01-12 00:00:00 | 2009-01-16 00:00:00 | 101204 | 94675 | 10081 | 11254 | 43295 | 44882 | 5563 | 4817 | 157885 | 1621473
2009-01-19 00:00:00 | 2009-01-23 00:00:00 | 154619 | 126314 | 14793 | 7259 | 30815 | 79573 | 10736 | 4418 | 214263 | 1692173
2009-01-26 00:00:00 | 2009-01-30 00:00:00 | 109086 | 108156 | 5479 | 11632 | 50776 | 43703 | 1354 | 2852 | 166518 | 1645121
2009-02-02 00:00:00 | 2009-02-06 00:00:00 | 104165 | 106286 | 18223 | 7725 | 30713 | 42912 | 11451 | 1908 | 161691 | 1594104
2009-02-09 00:00:00 | 2009-02-13 00:00:00 | 79456 | 79122 | 8623 | 7874 | 35396 | 44623 | 5303 | 900 | 130648 | 1420088
2009-02-16 00:00:00 | 2009-02-20 00:00:00 | 105208 | 110944 | 27813 | 8853 | 46153 | 38358 | 6128 | 2925 | 173191 | 1629824
2009-02-23 00:00:00 | 2009-02-27 00:00:00 | 93454 | 77226 | 15933 | 6882 | 19071 | 47571 | 3996 | 6584 | 135358 | 1566473
2009-03-02 00:00:00 | 2009-03-06 00:00:00 | 112148 | 87611 | 6682 | 23023 | 49436 | 49735 | 2786 | 2456 | 166938 | 1821452
2009-03-09 00:00:00 | 2009-03-13 00:00:00 | 121937 | 93313 | 4808 | 14724 | 39645 | 50809 | 14858 | 9521 | 174808 | 1798896
2009-03-16 00:00:00 | 2009-03-20 00:00:00 | 237337 | 159816 | 14171 | 107866 | 86908 | 68226 | 15961 | 27317 | 358801 | 1784593
2009-03-23 00:00:00 | 2009-03-27 00:00:00 | 86388 | 88578 | 3126 | 22121 | 29602 | 23966 | 5347 | 2704 | 130916 | 1220215
2009-03-30 00:00:00 | 2009-04-03 00:00:00 | 103734 | 76057 | 4012 | 17547 | 34795 | 47145 | 3259 | 2074 | 144312 | 1498187
2009-04-06 00:00:00 | 2009-04-10 00:00:00 | 106330 | 104386 | 10359 | 14425 | 30342 | 28638 | 6405 | 1152 | 151018 | 1211514
2009-04-13 00:00:00 | 2009-04-17 00:00:00 | 94857 | 73378 | 6428 | 8468 | 37055 | 53044 | 6948 | 3737 | 141958 | 1188981
2009-04-20 00:00:00 | 2009-04-24 00:00:00 | 84694 | 88197 | 7774 | 12730 | 31868 | 32026 | 8729 | 5235 | 135627 | 1501377
2009-04-27 00:00:00 | 2009-05-01 00:00:00 | 74048 | 95586 | 3312 | 10805 | 45444 | 23278 | 2956 | 2578 | 129004 | 1439190
2009-05-04 00:00:00 | 2009-05-08 00:00:00 | 80591 | 102723 | 5086 | 13204 | 54676 | 25188 | 2355 | 7337 | 145580 | 1555508
2009-05-11 00:00:00 | 2009-05-15 00:00:00 | 85464 | 70603 | 18106 | 13120 | 49330 | 37891 | 6058 | 8841 | 144707 | 1362955
2009-05-18 00:00:00 | 2009-05-22 00:00:00 | 114530 | 138279 | 8639 | 19218 | 54709 | 56442 | 16463 | 4179 | 206230 | 1915339
2009-05-25 00:00:00 | 2009-05-29 00:00:00 | 107560 | 112962 | 16175 | 11536 | 52179 | 59953 | 7445 | 9317 | 188563 | 2343058
2009-06-01 00:00:00 | 2009-06-05 00:00:00 | 151458 | 108026 | 14955 | 12377 | 64673 | 109038 | 5682 | 3344 | 234777 | 2836190
2009-06-08 00:00:00 | 2009-06-12 00:00:00 | 146235 | 118801 | 22302 | 8558 | 70905 | 86785 | 8506 | 8275 | 235184 | 2745627
2009-06-15 00:00:00 | 2009-06-19 00:00:00 | 198905 | 197575 | 30996 | 30611 | 84460 | 84133 | 11444 | 19354 | 328740 | 2168731
2009-06-22 00:00:00 | 2009-06-26 00:00:00 | 76001 | 134502 | 27196 | 7109 | 66842 | 35523 | 8180 | 2227 | 178790 | 1866093
2009-06-29 00:00:00 | 2009-07-03 00:00:00 | 73540 | 139697 | 36110 | 5705 | 66469 | 39889 | 11297 | 1703 | 187204 | 1845814
2009-07-06 00:00:00 | 2009-07-10 00:00:00 | 176004 | 193535 | 25364 | 21164 | 53965 | 41673 | 4879 | 3346 | 259965 | 1581204
2009-07-13 00:00:00 | 2009-07-17 00:00:00 | 106277 | 124336 | 33995 | 25779 | 53310 | 47953 | 2389 | 6423 | 200231 | 1804666
2009-07-20 00:00:00 | 2009-07-24 00:00:00 | 95092 | 80753 | 11060 | 13941 | 35712 | 43603 | 6478 | 8470 | 147555 | 1733602
2009-07-27 00:00:00 | 2009-07-31 00:00:00 | 115589 | 95541 | 9418 | 12289 | 41365 | 48661 | 7054 | 11327 | 170622 | 2003919
2009-08-03 00:00:00 | 2009-08-07 00:00:00 | 105154 | 97037 | 23234 | 3158 | 38079 | 71167 | 9630 | 3914 | 175687 | 2130988
2009-08-10 00:00:00 | 2009-08-14 00:00:00 | 85090 | 130802 | 9221 | 7617 | 74926 | 40761 | 11272 | 3250 | 181470 | 2050253
2009-08-17 00:00:00 | 2009-08-21 00:00:00 | 57187 | 77575 | 20185 | 9315 | 51155 | 43723 | 3130 | 4816 | 133543 | 1528049
2009-08-24 00:00:00 | 2009-08-28 00:00:00 | 63157 | 84286 | 14829 | 6444 | 39098 | 42312 | 10402 | 5113 | 132821 | 1381377
2009-08-31 00:00:00 | 2009-09-04 00:00:00 | 91912 | 95967 | 22824 | 11836 | 54434 | 51987 | 4239 | 7355 | 170277 | 1820035
2009-09-07 00:00:00 | 2009-09-11 00:00:00 | 83832 | 113490 | 19055 | 5306 | 60892 | 41293 | 4204 | 7141 | 167606 | 1882689
2009-09-14 00:00:00 | 2009-09-18 00:00:00 | 236845 | 137896 | 8826 | 67756 | 69623 | 93523 | 8534 | 22449 | 322726 | 1936595
2009-09-21 00:00:00 | 2009-09-25 00:00:00 | 112731 | 117806 | 9375 | 14233 | 58374 | 50923 | 8238 | 12440 | 192060 | 1882452
2009-09-28 00:00:00 | 2009-10-02 00:00:00 | 91502 | 104184 | 23957 | 23061 | 63904 | 43752 | 2566 | 13768 | 183347 | 1900691
2009-10-05 00:00:00 | 2009-10-09 00:00:00 | 79218 | 91827 | 43680 | 1105 | 33880 | 55114 | 2785 | 7929 | 157769 | 1655361
2009-10-12 00:00:00 | 2009-10-16 00:00:00 | 132512 | 78805 | 13708 | 24807 | 33884 | 71963 | 1557 | 4584 | 180911 | 1694305
2009-10-19 00:00:00 | 2009-10-23 00:00:00 | 103019 | 88195 | 20000 | 19218 | 54495 | 66056 | 8189 | 8709 | 183941 | 1753790
2009-10-26 00:00:00 | 2009-10-30 00:00:00 | 82025 | 125157 | 21608 | 14590 | 78753 | 49650 | 2253 | 5555 | 189795 | 2056976
2009-11-02 00:00:00 | 2009-11-06 00:00:00 | 90308 | 115595 | 29975 | 14306 | 61720 | 51161 | 6265 | 7388 | 188359 | 2027221
2009-11-09 00:00:00 | 2009-11-13 00:00:00 | 61262 | 85656 | 20921 | 17051 | 64457 | 34451 | 5307 | 2660 | 145882 | 1222842
2009-11-16 00:00:00 | 2009-11-20 00:00:00 | 110160 | 106007 | 10427 | 11894 | 44553 | 51586 | 5255 | 3304 | 171592 | 1736247
2009-11-23 00:00:00 | 2009-11-27 00:00:00 | 112646 | 106930 | 10884 | 6912 | 37250 | 47206 | 1574 | 1037 | 162219 | 1627077
2009-11-30 00:00:00 | 2009-12-04 00:00:00 | 157105 | 108106 | 12335 | 11916 | 57594 | 89023 | 3249 | 7677 | 223503 | 2305629
2009-12-07 00:00:00 | 2009-12-11 00:00:00 | 112782 | 91668 | 24285 | 23580 | 60223 | 75033 | 2151 | 2189 | 195957 | 1984093
2009-12-14 00:00:00 | 2009-12-18 00:00:00 | 191850 | 137714 | 21616 | 77753 | 98567 | 99651 | 8819 | 10875 | 323422 | 1781733
2009-12-21 00:00:00 | 2009-12-25 00:00:00 | 86121 | 36564 | 9166 | 5092 | 21741 | 65884 | 2080 | 4454 | 115551 | 1026610
2009-12-28 00:00:00 | 2010-01-01 00:00:00 | 90045 | 38254 | 8229 | 24114 | 26009 | 58100 | 2547 | 2647 | 124972 | 916857
2010-01-04 00:00:00 | 2010-01-08 00:00:00 | 85502 | 129910 | 17561 | 19617 | 90717 | 42304 | 4535 | 5583 | 197864 | 2105268
2010-01-11 00:00:00 | 2010-01-15 00:00:00 | 74414 | 135919 | 7393 | 17935 | 101137 | 35483 | 11976 | 3330 | 193794 | 1754169
2010-01-18 00:00:00 | 2010-01-22 00:00:00 | 92207 | 133687 | 26165 | 17099 | 74617 | 46869 | 3503 | 9802 | 201974 | 1892549
2010-01-25 00:00:00 | 2010-01-29 00:00:00 | 87813 | 121833 | 32559 | 7254 | 53611 | 45880 | 3360 | 3469 | 177889 | 1938158
2010-02-01 00:00:00 | 2010-02-05 00:00:00 | 102386 | 104201 | 33022 | 14286 | 50011 | 60327 | 1987 | 4139 | 185180 | 1967334
2010-02-08 00:00:00 | 2010-02-12 00:00:00 | 107807 | 97875 | 13372 | 18548 | 55306 | 64446 | 4442 | 6695 | 184246 | 1885190
2010-02-15 00:00:00 | 2010-02-19 00:00:00 | 114503 | 119249 | 53053 | 16442 | 65288 | 90671 | 2059 | 3606 | 232435 | 2088176
2010-02-22 00:00:00 | 2010-02-26 00:00:00 | 90065 | 141909 | 50118 | 8679 | 75058 | 68899 | 8484 | 3525 | 223369 | 2026105
2010-03-01 00:00:00 | 2010-03-05 00:00:00 | 138185 | 108754 | 22568 | 20334 | 64382 | 84986 | 6233 | 11414 | 228427 | 2025165
2010-03-08 00:00:00 | 2010-03-12 00:00:00 | 126190 | 85895 | 9643 | 30382 | 98192 | 90785 | 9521 | 23422 | 237015 | 2162962
2010-03-15 00:00:00 | 2010-03-19 00:00:00 | 230571 | 186717 | 16329 | 93984 | 139423 | 109724 | 16784 | 20022 | 406777 | 2159474
2010-03-22 00:00:00 | 2010-03-26 00:00:00 | 146612 | 108989 | 14783 | 21584 | 45373 | 74085 | 6380 | 3966 | 210886 | 2095734
2010-03-29 00:00:00 | 2010-04-02 00:00:00 | 78002 | 101210 | 16044 | 6832 | 66639 | 52756 | 9989 | 5592 | 168531 | 1666067
2010-04-05 00:00:00 | 2010-04-09 00:00:00 | 136008 | 152795 | 16773 | 15569 | 102019 | 84052 | 6699 | 4716 | 259316 | 2277106
2010-04-12 00:00:00 | 2010-04-16 00:00:00 | 101627 | 127187 | 4607 | 29612 | 103791 | 52536 | 10937 | 4591 | 217444 | 2293934
2010-04-19 00:00:00 | 2010-04-23 00:00:00 | 157947 | 136949 | 25304 | 14886 | 68205 | 97175 | 6234 | 8773 | 257736 | 2388299
2010-04-26 00:00:00 | 2010-04-30 00:00:00 | 178737 | 92211 | 16540 | 47641 | 45875 | 97922 | 5430 | 6913 | 245634 | 2849569
2010-05-03 00:00:00 | 2010-05-07 00:00:00 | 177430 | 148585 | 43847 | 14431 | 59781 | 115610 | 7377 | 14068 | 290565 | 3573322
2010-05-10 00:00:00 | 2010-05-14 00:00:00 | 144606 | 171285 | 31834 | 6460 | 83022 | 81092 | 6823 | 10683 | 267902 | 2630427
2010-05-17 00:00:00 | 2010-05-21 00:00:00 | 167927 | 123573 | 27518 | 25713 | 52153 | 81965 | 7862 | 24030 | 255371 | 2642188
2010-05-24 00:00:00 | 2010-05-28 00:00:00 | 152781 | 122123 | 33106 | 17444 | 63552 | 94279 | 10635 | 16332 | 255126 | 2715430
2010-05-31 00:00:00 | 2010-06-04 00:00:00 | 86549 | 109372 | 12130 | 9549 | 54668 | 41037 | 6481 | 2221 | 161003 | 1924888
2010-06-07 00:00:00 | 2010-06-11 00:00:00 | 60760 | 132537 | 12342 | 9382 | 86261 | 33009 | 8278 | 3998 | 173283 | 1770869
2010-06-14 00:00:00 | 2010-06-18 00:00:00 | 203191 | 162333 | 15056 | 101449 | 88238 | 60475 | 10966 | 5873 | 323790 | 1441099
2010-06-21 00:00:00 | 2010-06-25 00:00:00 | 105302 | 87817 | 4202 | 15086 | 48536 | 54451 | 3235 | 9739 | 164185 | 1644087
2010-06-28 00:00:00 | 2010-07-02 00:00:00 | 109748 | 105432 | 5223 | 16665 | 55110 | 52629 | 7490 | 10648 | 181473 | 1634434
2010-07-05 00:00:00 | 2010-07-09 00:00:00 | 71239 | 103777 | 29530 | 18411 | 63861 | 54251 | 14203 | 5471 | 180371 | 1393885
2010-07-12 00:00:00 | 2010-07-16 00:00:00 | 94232 | 117821 | 26184 | 11059 | 79201 | 50815 | 5724 | 5425 | 195230 | 1640410
2010-07-19 00:00:00 | 2010-07-23 00:00:00 | 114797 | 107886 | 17205 | 46786 | 56020 | 49408 | 8225 | 3422 | 201875 | 1508529
2010-07-26 00:00:00 | 2010-07-30 00:00:00 | 84109 | 102374 | 5697 | 7495 | 67264 | 53999 | 7130 | 7850 | 167959 | 1526914
2010-08-02 00:00:00 | 2010-08-06 00:00:00 | 101280 | 96898 | 16166 | 35176 | 60190 | 43165 | 3347 | 3361 | 179792 | 1437295
2010-08-09 00:00:00 | 2010-08-13 00:00:00 | 117890 | 112503 | 7622 | 12437 | 66317 | 65131 | 8408 | 8848 | 199578 | 1726655
2010-08-16 00:00:00 | 2010-08-20 00:00:00 | 86888 | 100453 | 14884 | 9814 | 50740 | 39168 | 7757 | 7092 | 158398 | 1300129
2010-08-23 00:00:00 | 2010-08-27 00:00:00 | 127289 | 99526 | 10392 | 7375 | 57155 | 89638 | 6529 | 5169 | 201536 | 1946044
2010-08-30 00:00:00 | 2010-09-03 00:00:00 | 84335 | 86250 | 7581 | 10792 | 64851 | 65588 | 3989 | 3564 | 163475 | 1540707
2010-09-06 00:00:00 | 2010-09-10 00:00:00 | 170549 | 83274 | 19208 | 43200 | 79472 | 148727 | 10012 | 10738 | 282590 | 2366768
2010-09-13 00:00:00 | 2010-09-17 00:00:00 | 131866 | 196426 | 32761 | 52240 | 154990 | 66877 | 7723 | 6463 | 324673 | 1892566
2010-09-20 00:00:00 | 2010-09-24 00:00:00 | 64637 | 87936 | 22314 | 6856 | 48803 | 42906 | 4439 | 3065 | 140479 | 1500416
2010-09-27 00:00:00 | 2010-10-01 00:00:00 | 74643 | 106990 | 31705 | 13853 | 55979 | 37390 | 3429 | 11544 | 167767 | 1695755
2010-10-04 00:00:00 | 2010-10-08 00:00:00 | 99997 | 95516 | 10926 | 19322 | 53629 | 45543 | 7966 | 18345 | 175622 | 1479846
2010-10-11 00:00:00 | 2010-10-15 00:00:00 | 94884 | 77357 | 7405 | 26798 | 51829 | 42353 | 11959 | 9836 | 161211 | 1371419
2010-10-18 00:00:00 | 2010-10-22 00:00:00 | 135608 | 89375 | 22235 | 40784 | 54951 | 82605 | 13175 | 17523 | 228128 | 1644774
2010-10-25 00:00:00 | 2010-10-29 00:00:00 | 92996 | 131626 | 42657 | 18103 | 82522 | 66587 | 11282 | 13664 | 229719 | 1967713
2010-11-01 00:00:00 | 2010-11-05 00:00:00 | 132049 | 104427 | 19154 | 8833 | 55640 | 74116 | 7698 | 14841 | 208379 | 2138690
2010-11-08 00:00:00 | 2010-11-12 00:00:00 | 225783 | 83963 | 24900 | 34277 | 73622 | 192322 | 12613 | 19584 | 333533 | 3195941
2010-11-15 00:00:00 | 2010-11-19 00:00:00 | 99195 | 129505 | 27424 | 6809 | 55996 | 67073 | 12434 | 7146 | 202791 | 2446925
2010-11-22 00:00:00 | 2010-11-26 00:00:00 | 160860 | 166472 | 41988 | 12015 | 78850 | 104480 | 23770 | 17927 | 303180 | 2892736
2010-11-29 00:00:00 | 2010-12-03 00:00:00 | 137091 | 158708 | 37218 | 10679 | 77002 | 90582 | 18615 | 8420 | 269158 | 3078283
2010-12-06 00:00:00 | 2010-12-10 00:00:00 | 143264 | 131792 | 16100 | 15717 | 131827 | 129609 | 18993 | 33967 | 310635 | 3128405
2010-12-13 00:00:00 | 2010-12-17 00:00:00 | 196075 | 201507 | 14290 | 21589 | 79572 | 76180 | 26610 | 8376 | 312100 | 2494147
2010-12-20 00:00:00 | 2010-12-24 00:00:00 | 60474 | 78709 | 23975 | 7810 | 31610 | 28000 | 3579 | 2950 | 118553 | 1151741
2010-12-27 00:00:00 | 2010-12-31 00:00:00 | 53750 | 66116 | 9259 | 4985 | 32836 | 36091 | 7705 | 9453 | 110097 | 912033
2011-01-03 00:00:00 | 2011-01-07 00:00:00 | 140848 | 119432 | 15431 | 14917 | 62278 | 75301 | 5361 | 11422 | 222495 | 2525181
2011-01-10 00:00:00 | 2011-01-14 00:00:00 | 82333 | 118866 | 31067 | 2695 | 69526 | 40621 | 4170 | 15393 | 182335 | 1925566
2011-01-17 00:00:00 | 2011-01-21 00:00:00 | 89371 | 115547 | 36600 | 15155 | 52467 | 50468 | 7851 | 9812 | 188635 | 1879979
2011-01-24 00:00:00 | 2011-01-28 00:00:00 | 80442 | 130471 | 27416 | 7524 | 51794 | 41697 | 13619 | 6438 | 179701 | 2114273
2011-01-31 00:00:00 | 2011-02-04 00:00:00 | 128817 | 107073 | 49300 | 17773 | 53984 | 94733 | 3981 | 14144 | 234903 | 2918484
2011-02-07 00:00:00 | 2011-02-11 00:00:00 | 144460 | 137956 | 52258 | 18829 | 69294 | 86188 | 17927 | 7837 | 267375 | 2648888
2011-02-14 00:00:00 | 2011-02-18 00:00:00 | 90278 | 147213 | 35453 | 4304 | 81594 | 58844 | 14274 | 19955 | 225958 | 2622074
2011-02-21 00:00:00 | 2011-02-25 00:00:00 | 90713 | 127330 | 42366 | 11621 | 107081 | 86747 | 5575 | 15399 | 243415 | 2554670
2011-02-28 00:00:00 | 2011-03-04 00:00:00 | 104483 | 165857 | 43148 | 6224 | 112171 | 87077 | 9089 | 12873 | 270460 | 2920656
2011-03-07 00:00:00 | 2011-03-11 00:00:00 | 64931 | 140182 | 45313 | 11409 | 86089 | 53989 | 19736 | 6499 | 214074 | 2502117
2011-03-14 00:00:00 | 2011-03-18 00:00:00 | 194531 | 215270 | 53469 | 52330 | 106122 | 99353 | 16394 | 23877 | 380674 | 3283759
2011-03-21 00:00:00 | 2011-03-25 00:00:00 | 115632 | 73593 | 7441 | 20423 | 38868 | 67159 | 10284 | 8746 | 171074 | 2082932
2011-03-28 00:00:00 | 2011-04-01 00:00:00 | 135592 | 111799 | 22406 | 22707 | 84684 | 104293 | 17768 | 8746 | 253998 | 3110204
2011-04-04 00:00:00 | 2011-04-08 00:00:00 | 118861 | 109439 | 21006 | 21009 | 72619 | 69583 | 9087 | 5638 | 213621 | 2366928
2011-04-11 00:00:00 | 2011-04-15 00:00:00 | 85875 | 158193 | 46139 | 12072 | 99654 | 69810 | 13613 | 8598 | 246977 | 2603596
2011-04-18 00:00:00 | 2011-04-22 00:00:00 | 70107 | 152697 | 48478 | 9775 | 89454 | 54027 | 10915 | 19608 | 227530 | 2336571
2011-04-25 00:00:00 | 2011-04-29 00:00:00 | 84630 | 108553 | 23269 | 24716 | 63157 | 44719 | 6542 | 6640 | 181113 | 2149548
2011-05-02 00:00:00 | 2011-05-06 00:00:00 | 121757 | 106838 | 29952 | 21294 | 63923 | 83995 | 8273 | 18178 | 227105 | 2418549
2011-05-09 00:00:00 | 2011-05-13 00:00:00 | 90920 | 135464 | 43793 | 27247 | 91206 | 55695 | 9841 | 9096 | 231632 | 2202009
2011-05-16 00:00:00 | 2011-05-20 00:00:00 | 100003 | 114457 | 51010 | 11799 | 69696 | 82335 | 3939 | 26940 | 230089 | 2286504
2011-05-23 00:00:00 | 2011-05-27 00:00:00 | 79898 | 117294 | 28995 | 8908 | 81865 | 61539 | 6807 | 10771 | 198038 | 1901378