Trading volume in equity and index futures and options on futures traded on GLOBEX2 reached a second consecutive day of records, with 470,069 contracts traded, up from 366,781 contracts set on Sept. 4. Volume and open interest in E-mini S&P 500 and E-mini Nasdaq-100 futures posted single day records, with 242,738 and 222,454 contracts changing hands and 168,466 and 154,742 open positions, respectively. The previous volume and open interest records for E-mini S&P 500 futures were set on March 22 with 201,555 contracts and on Sept. 4 with 155,927 open positions. The E-mini Nasdaq-100 previous volume and open interest records were set on June 13 with 175,168 contracts and on Aug. 31 with 148,952 open positions.
Also yesterday, options on futures traded at CME set several records. Australian dollar futures had a third consecutive day of record open interest, which began on Aug. 31 with 10,483 and reached 10,860 positions yesterday. Euro FX options on futures have set four consecutive days of open interest records, beginning on Aug. 30 with 71,540 positions and reaching 73,569 positions yesterday.
Chicago Mercantile Exchange Inc. (www.cme.com) is an international marketplace that brings together buyers and sellers on its trading floors and GLOBEX®2 around-the-clock electronic trading system. CME offers futures contracts and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. On Nov. 13, 2000, CME finalized its transformation into a for-profit, shareholder-owned corporation as it became the first U.S. financial exchange to demutualize by converting its membership interests into shares of common stock that can trade separately from exchange trading privileges. The exchange moves about $1.5 billion per day in settlement payments and manages $28.4 billion in collateral deposits.
