On Friday, Dec. 13, open interest in E-mini™ S&P 500 futures set a new record of 493,369 positions. Open interest in E-mini Russell 2000 futures also rose to a record 16,877 positions on Dec. 13.
The exchange-wide record of 24,831,687 open positions on Dec. 12 surpasses a record of 24,775,882 set on the previous day. The Dec. 13 open interest record in E-mini S&P 500 futures surpasses a record of 470,235 set Dec. 12, while the previous record for E-mini Russell 2000 futures stood at 16,709, also set Dec. 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 and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moves an average of 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. (NYSE: CME).
