CME Bitcoin Futures Report: 18 Aug, 2023
Activity Summary: Since 12/18/17
Liquidity Analysis
5 Contracts
Based on data from 14 Aug, 2023 to 18 Aug, 2023
Product
GLOBEX
Ticker
Bberg
Ticker
Bitcoin
BTCQ3
BTCQ3
Contract
Price
Contract
Value $
5Contract
Notional
($ '000)
30,272
151,361
757
18.62
6.15
372.43
151,361
757
18.62
6.15
372.43
Average
Avg Daily
Volume
Block
Trade %
Open
Interest
Avg Daily
($ M)
Open Int.
($ 'M)
Trade
(% Total)
Open Int.
(% Total)
Bitcoin
9,994
0.0%
15,635
$1,452
$2,284
100.0%
100.0%
Sum:
9,994
0.0%
15,635
$1,452
$2,284
100.0%
100.0%
Product
B/A (pts)
B/A (bps)
B/A
(ticks)
Historical Volume and Open Interest
Trading
Date
Contracts
Notl ($ M)
Open Interest
Contracts
Notl ($ M)
8/18/23
13,906
$1,813
17,222
$2,250
8/17/23
16,260
$2,268
17,035
$2,382
8/16/23
5,893
$860
15,180
$2,219
8/15/23
5,025
$735
15,432
$2,262
8/14/23
8,395
$1,235
15,601
$2,300
8/11/23
5,253
$774
15,183
$2,244
8/10/23
4,490
$663
15,391
$2,277
8/9/23
7,672
$1,133
15,621
$2,313
8/8/23
11,830
$1,780
16,743
$2,525
8/7/23
6,990
$1,023
14,667
$2,152
8/4/23
5,978
$870
14,823
$2,163
8/3/23
5,029
$740
14,952
$2,205
8/2/23
11,463
$1,679
14,801
$2,174
8/1/23
11,598
$1,709
14,860
$2,194
7/31/23
6,168
$904
15,752
$2,317
7/28/23
8,241
$1,217
15,634
$2,316
7/27/23
18,407
$2,693
15,822
$2,325
7/26/23
14,410
$2,129
15,760
$2,340
7/25/23
14,889
$2,188
16,017
$2,358
7/24/23
17,977
$2,624
16,203
$2,374
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