Also yesterday, CME set a new open interest record for the second consecutive session. Yesterday's high was 17,897,194 positions, up from 17,826,191 positions on Nov. 27. CME continues to have the largest futures and options on futures open interest of any exchange in the world, with an underlying value of more than $16.8 trillion.
Included in the records are three consecutive days of open interest records on Eurodollar options on futures, beginning on Nov. 26 with 10,360,390 positions and reaching 10,658,536 open positions yesterday.
In equity products traded on GLOBEX®*, CME's electronic trading platform, open interest in E-mini S&P 500 futures rose to record levels for the second consecutive day with 247,721 positions, up from 246,588 open positions on Nov. 27. And, for the fourth consecutive session, E-mini Russell 2000 futures set records beginning on Nov. 23 with 3,191 positions and reaching 3,521 open positions yesterday. The contract was launched Oct. 24. Open interest represents the number of contracts outstanding at the close of trading each day.
Chicago Mercantile Exchange Inc. (www.cme.com) is an international marketplace that brings together buyers and sellers on its trading floors and GLOBEX® 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. The exchange moves about $1.5 billion per day in settlement payments and manages $30.1 billion in collateral deposits.
