Included in yesterday's record were a new record of more than 3 million contracts traded via open outcry. On the GLOBEX® electronic trading platform, CME also had its busiest day yesterday, surpassing the one million mark for the second time in June with 1,201,724 contracts traded. The previous record was set on June 12 at 1,028,191 contracts.
In addition, Eurodollar options on futures responded to the Federal Reserve's announcement that short-term interest rates would remain steady by breaking the one million mark for the first time, as 1,008,802 contracts changed hands. The previous record stood at 971,399 contracts set on Aug. 9, 2001.
Included in yesterday's volume totals are single-day records in E-mini™ S&P 500 and E-mini Russell 2000 futures, with 699,063 and 5,580 contracts traded, respectively. The previous record in E-mini S&P 500 futures was 647,194 contracts set on June 24 and in E-mini Russell 2000 futures, 5,041 contracts set on June 19.
GLOBEX electronically traded foreign exchange volume (eFX) also set a new record yesterday of 64,116 contracts, including a record 31,154 Euro FX futures. The previous record for eFX trading was 55,132 contracts and for Euro FX futures was 26,545 contracts, both set on June 14.
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.
