CME Breaks Records In E-Mini S&P 500 And E-Mini Nasdaq 100 Futures

For the third day in the past week, the Chicago Mercantile Exchange (CME) set new volume and open interest records in its electronically traded stock index futures products - the E-mini S&P 500® and the E-mini Nasdaq 100®. The E-mini S&P 500 traded a total of 67,823 contracts - a 12.3 percent increase over the prior record volume of 60,459 hit August 5, according to volume reported by GLOBEX, the CME's electronic trading subsidiary. Open interest in the contract now stands at 28,165, also a new record. The E-mini Nasdaq 100 futures contract traded a total of 5,955 today, a nearly 20 percent volume increase over the prior record set on August 3, when 4,979 contracts traded. The E-mini Nasdaq futures contract also set a new open interest record today with 3,923 open positions. Both contracts are one-fifth sized versions of the CME's leading stock market index contracts, the S&P 500 and the Nasdaq 100. The E-mini S&P 500 has a face value equal to $50 times the index, while the E-mini Nasdaq 100 equals $20 times the index. Both E-mini contracts trade on the CME's GLOBEX®2 electronic trading system virtually around the clock.