CME E-mini S&P 500 Futures Set New Volume Mark

Volume in E-mini S&P 500 on the Chicago Mercantile Exchange (CME) today set a new record for the second time this week, as 60,366 contracts were traded on the GLOBEX®2 trading system. The new mark is the first time single-day volume has surpassed 60,000 contracts and follows Tuesday's record volume of 56,773 contracts. E-mini Nasdaq 100 futures saw their second busiest trading session, with volume of 4,686 recorded on GLOBEX2. Launched June 21, the E-mini Nasdaq 100 also had its busiest day ever last Tuesday, Aug. 3, when 4,979 contracts were traded. Yesterday, E-mini Nasdaq futures contract set a new open interest record of 3,689 positions. The contracts are one-fifth sized versions of the CME's leading stock market index contracts, the S&P 500 and the Nasdaq 100. Each E-mini S&P futures contract represents an underlying value of $50 times the index; the E-mini Nasdaq 100 is sized at $20 times the index.