CME S&P 500, Nasdaq 100 Futures Set Open Interest Records - S&P MidCap 400 Set Volume & Open Interest Records

For six consecutive sessions, open interest in S&P 500 Index futures traded on Chicago Mercantile Exchange Inc. (CME) has continued to surge, reaching 494,331 open positions on Dec. 4 and rising 7.9 percent to a record 533,476 positions at the close of trading on Monday, Dec. 11.

Also on Monday, open interest in Nasdaq 100 futures rose to a new high of 58,258 positions from its previous record of 53,656 positions set on Dec. 5. The S&P MidCap 400 set both a volume and open interest record of 7,130 and 21,138 respectively.

Open interest is the number of contracts outstanding at the close of the trading day. High open interest in a product is an indication—in conjunction with its trading volume—of its “liquidity,” or pool of contracts that may be offset by trades at a later date.