Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CME Posts Third Consecutive Open Interest Record

Date 07/08/2002

Chicago Mercantile Exchange Inc. (CME) established its third consecutive exchange-wide open interest record yesterday, Aug. 6, with 19,302,778 positions. The previous record was 19,102,689 positions set on Aug. 5.

In addition, Swiss franc futures traded on the GLOBEX® electronic trading platform rose to record levels on Aug. 6, with 6,688 contracts changing hands, surpassing the previous record of 6,442 contracts set on Nov. 13, 2001.

Other open interest records posted on Aug. 6 include:

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Contract

Open Interest Record

Previous Record

E-mini™ S&P MidCap 400™ futures

4,704 positions

4,699 positions on Aug. 5

Euro FX options on futures

90,637 positions

89,799 positions on Aug 5

Open interest represents the number of futures and options on futures contracts outstanding at the close of trading each day. Open interest can be seen as a measure of the use of risk management instruments by institutions and individuals with a long-term stake in the markets, as well as the liquidity of a contract.

Chicago Mercantile Exchange Inc. (www.cme.com) is the largest futures exchange in the United States and the second largest exchange in the world for the trading of futures and options on futures. As an international marketplace, CME brings together buyers and sellers on its trading floors and virtually around the clock on its GLOBEX electronic trading platform. CME offers futures contracts and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moves about $1.6 billion per day in settlement payments and manages $27.4 billion in collateral deposits. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc.