Mondo Visione Worldwide Financial Markets Intelligence

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CME Open Interest Rises To Record 23.2 Million Positions

Date 15/11/2002

Open interest on Chicago Mercantile Exchange Inc. (CME) reached a record 23,244,466 positions yesterday, Nov. 14. In addition, open interest in E-mini S&P MidCap 400™ futures surpassed 10,000 positions for the first time, reaching a record 10,434 positions, while open interest in E-mini Russell 2000® futures set a new record at 12,694 positions.

The previous record for exchange-wide open interest was on Nov. 12 at 23,195,541 positions. The previous record for E-mini S&P MidCap 400 futures was set Nov. 13 at 10,068 positions, while the record for E-mini Russell 2000 futures had been 11,818 positions also set on Nov. 13.

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. 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 $1.7 billion per day in settlement payments and manages $27.7 billion in collateral deposits. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc.

E-mini is a service mark of Chicago Mercantile Exchange Inc. S&P, S&P MidCap 400, Russell 2000 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