EuroFX traded a total of 105,514 contracts, including volume of 57,520 on CME's GLOBEX® electronic trading platform, each a new record. Electronic EuroFX volume for the day represented 55 percent of total volume in the contract for the day. It was the first time that volume in EuroFX surpassed the 100,000 contract level. The prior record was on June 11, 2002, when 93,328 contracts traded. GLOBEX-traded Canadian dollar futures also set a new record Thursday of 17,079 contracts.
Meanwhile, E-mini Russell 2000 futures set a new volume record with 39,561 contracts traded, besting its prior record of 26,757 contracts set on Nov. 11.
Exchange-wide open interest hit a new record of 37,479,711, including 2,758,445 Chicago Board of Trade positions managed by CME and over five million contract positions established this week in conjunction with CME's launch of the Merrill Lynch Gold TRAKRSTM contract. Open interest is the number of contract positions that remain open at the end of the trading day. New open interest records were also set by a number of individual CME products, including Eurodollar options on futures at 12,621,678 positions and South African rand futures at 8,024 positions.
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® 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 $1.4 billion per day in settlement payments in the first 11 months of 2003 and managed $34.1 billion in collateral deposits at Nov. 30, 2003. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME), which is part of the Russell 1000® Index.
Chicago Mercantile Exchange, CME and GLOBEX are registered trademarks of Chicago Mercantile Exchange Inc. E-mini is a trademark of CME. TRAKRS, Total Return Asset Contracts, Gold TRAKRS are service marks of Merrill Lynch. Russell 2000 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. Further information about CME and its products is available on the CME Web site at www.cme.com.
