Eurodollar futures posted open interest records for 11 consecutive sessions that first began on May 19, with 5,219,020 and reaching 5,513,365 positions yesterday, June 3.
In addition, E-mini™ S&P 500 futures set three consecutive open interest records beginning on May 30, with 841,209 positions and reaching 865,872 positions yesterday.
Open interest is a widely recognized indicator of the level of customer interest in an exchange's products. It represents the number of futures and options on futures contracts outstanding at the close of trading each day.
Other open interest records set on CME include:
Contract | Open Interest Record | Previous Open Interest Record |
Mexican peso futures | 55,834 positions | 54,784 positions set on June 2 |
Russell 1000 futures | 1,715 positions | 1,704 positions set on June 2 |
7,677 positions | 7,301 positions set on | |
EuroFx Options | 93,766 positions | 93,325 positions set on May 8 |
Chicago Mercantile Exchange Inc. (www.cme.com) is the largest futures exchange in the United States. 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 moved about $1.5 billion per day in settlement payments in the first quarter of 2003 and managed $28.5 billion in collateral deposits at March 31, 2003. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME).
E-mini is a trademark of Chicago Mercantile Exchange Inc. S&P, S&P 500 and other trade names, service marks, trademarks and registered trademarks that are not proprietary to Chicago Mercantile Exchange Inc. are the property of their respective owners, and are used herein under license.
