GLOBEX volume as a percent of combined exchange volume reached 55 percent on Thursday. Overall, it was CME's second busiest day ever with total volume of 4,696,099 which was second only to March 5, 2004 when 5.5 million contracts traded. Exchange-wide open interest again set a new high Thursday at 38,876,035 positions.
Also, for the second time in the past five trading sessions, there was new record volume in Eurodollars on GLOBEX, which traded 417,196 contracts on March 11, eclipsing the prior record of 405,855 set on March 5.
New volume records were also set in numerous CME equity index products summarized below:
|
Product |
March 11, 2004 Record Volume |
Previous Volume Record |
Date Set |
|
E-mini™ S&P 500® |
1,342,977 |
1,131,924 |
3/17/03 |
|
E-mini NASDAQ-100® |
540,831 |
487,491 |
1/15/04 |
|
E-mini Russell 2000® |
100,501 |
84,046 |
3/10/04 |
|
E-mini S&P MidCap 400™ |
22,818 |
15,364 |
12/15/03 |
|
Yen-based Nikkei® 225 |
3,258 |
3,196 |
3/10/04 |
|
Dollar-based Nikkei® 225 on GLOBEX |
2,264 |
1,939 |
3/9/04 |
Also setting volume records on Thursday were milk futures which traded 3,101 contracts and CME seasonal cooling degree day options on futures at 500 contracts.
Chicago Mercantile Exchange Inc. (www.cme.com) is the largest futures exchange in the United States. As an international marketplace, CME brings together buyers and sellers on its trading floors and GLOBEX® electronic trading platform. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.4 billion per day in settlement payments in 2003 and managed $39.5 billion in collateral as of Jan. 31, 2004. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME), which is part of the Russell 1000® Index.
Chicago Mercantile Exchange, CME, the globe logo and GLOBEX are registered trademarks of Chicago Mercantile Exchange Inc. E-mini is a trademark of CME. S&P, S&P 500, NASDAQ-100, S&P MidCap 400, Russell 1000, Russell 2000, TRAKRS, Total Return Asset Contracts and other trade names, service marks, trademarks and registered trademarks that are not proprietary to Chicago Mercantile Exchange Inc. are the property of their respective owners, and are used herein under license. Further information about CME and its products is available on the CME Web site at www.cme.com.
* All volume figures reported in this release exclude CME's non-traditional TRAKRS products. Open interest figures include TRAKRS positions.
