Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CME Open Interest Surpasses 19 Million Mark

Date 06/08/2002

For the second consecutive session, exchange-wide open interest on Chicago Mercantile Exchange Inc. (CME) rose to record levels, with 19,102,689 positions yesterday, Aug. 5. This surpasses the previous record set on Aug. 2, with 18,989,272 positions, and represents the first time the exchange's open interest has exceeded 19 million.

Other open interest records posted on Aug. 5 include:

New Page 1

Contract

Open Interest Record

Previous Record

E-mini™ S&P MidCap 400 futures

4,699 positions

4,539 positions on Aug. 2

Euro FX options on futures

89,799 positions

87,952 positions on Aug 2

Open interest is 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 virtually around the clock on its GLOBEX® 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 $1.6 billion per day in settlement payments and manages $27.4 billion in collateral deposits. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc.