Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CME Continues To Post Record Open Interest

Date 13/09/2002

For the second consecutive session, exchange-wide open interest on Chicago Mercantile Exchange Inc. (CME) reached a record 20,268,225 positions yesterday, Sept. 12, surpassing the previous record of 20,199,000 set on Sept. 11.

Other open interest records set on Sept. 12 include:

Contract Open Interest Record Previous Record
S&P 500 futures 664,260 positions 661,332 positions on June 19
E-miniTM S&P 500 futures 399,859 positions 372,264 positions on Aug. 2
E-miniTM S&P MidCap 400 futures 6,874 positions 6,143 positions on Sept. 11

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 GLOBEX® around-the-clock 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 $1.5 billion per day in settlement payments and manages $27.1 billion in collateral deposits. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc.