CME E-Mini S&P 500 Futures Surpass 400,000 Open Interest Mark

Open interest in E-mini^TM S&P 500 futures reached record levels for the second consecutive session on Chicago Mercantile Exchange Inc. (CME) Friday, Sept. 13, with 422,816 positions. Friday marked the first time open interest in the product surpassed 400,000 positions, and represented an increase of nearly 23,000 positions over the previous record of 399,859 positions set on Sept. 12.

Other open interest records set on Sept. 13 include:

Contract	Open Interest Record	Previous Record
S&P 500 futures	675,411 positions	664,260 positions on Sept. 12
E-mini S&P MidCap 400^TM futures	6,877 positions	6,874 positions on Sept. 12

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.