Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CME Sets New Open Interest Record

Date 05/08/2002

Exchange-wide open interest on Chicago Mercantile Exchange Inc. (CME) rose to a new high of 18,989,272 positions on Aug. 2, surpassing the previous record of 18,900,911 positions set on Dec. 13, 2001.

Other open interest records posted on Aug. 2 include:

Contract

Open Interest Record

Previous Record

E-mini™ S&P 500 futures

372,264 positions

370,366 positions on July 24

E-mini S&P MidCap 400 futures

4,539 positions

4,507 positions on Aug. 1

Open interest is the number of futures and options on futures contracts outstanding at the close of trading each day. Open interest can be seen as a measure of the use of risk management instruments by institutions and individuals with a long-term stake in the markets, as well as the liquidity of a contract.

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.