Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CME Open Interest Surpasses 20 Million Mark

Date 15/08/2002

Open interest on Chicago Mercantile Exchange Inc. (CME) for the first time surpassed 20 million, reaching 20,128,904 positions yesterday, Aug. 14. The record culminates nine consecutive days of exchange-wide open interest records, which began on Aug. 2 with 18,989,272 positions. The new record represents an underlying value of $17.6 trillion.

Also on Wednesday, trading volume in E-mini™ Russell 2000 futures rose to record levels, with 6,669 contracts changing hands, surpassing the previous record of 5,856 contracts set on July 22. And, milk futures set a record at 1,324 contracts, surpassing its previous record of 1,298 contracts on Feb. 25.

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 about $1.5 billion per day in settlement payments and manages $27.1 billion in collateral deposits. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc.