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FTSE Mondo Visione Exchanges Index:

CME Posts Second Busiest Day In History And Sets Open Interest Record

Date 28/11/2001

Chicago Mercantile Exchange Inc. (CME) recorded the second busiest day in its 103-year history yesterday, Nov. 27, with 3,277,574 contracts changing hands. Earlier this month, CME had the busiest day in its history when 3,327,358 contracts were traded on Nov. 15. Yesterday also was the fourth time in the exchange's history that volume has surpassed 3 million contracts in one trading session.

CME also set an open interest record on Nov. 27 of 17,826,191 positions, surpassing the previous record of 17,700,746 positions set on Nov. 15. In addition, for two consecutive days, Eurodollar options on futures set records reaching 10,522,040 positions, up from 10,360,390 on Nov. 26. The previous record was set on Nov. 15 with 10,299,550 open positions.

In equity products traded on GLOBEX®, CME's electronic trading platform, open interest in E-mini S&P 500 futures posted a record with 246,588 open positions, surpassing the previous record set on Nov. 20 with 242,846 positions. And, for three consecutive sessions, E-mini Russell 2000 futures, launched Oct. 24, set records beginning on Nov. 23 with 3,191 positions and reaching 3,497 open positions yesterday. 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.