Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CME Sets Second Straight Exchange-Wide Open Interest Record As E-mini<SUP><SMALL>™</SUP></SMALL> S&P 500 Futures Tops 900,000

Date 05/06/2003

Open interest on Chicago Mercantile Exchange Inc. (CME) continued to rise yesterday, June 4, with 24,839,252 positions, up from the previous day's session of 24,835,531 positions. In addition, open interest in E-mini S&P 500 futures broke 900,000 positions for the first time yesterday, with 908,129 positions. CME has the largest futures and options on futures open interest of any exchange in the world.

The increase in open interest in E-mini S&P 500 futures comes one week after open interest in the product surpassed 800,000 contracts, reaching 820,774 open positions on May 27.

Eurodollar futures posted open interest records for 12 consecutive sessions that first began on May 19, with 5,219,020 and reaching 5,542,332 positions yesterday, June 4.

Also, EuroFX options on futures reached a record 95,685 open positions, up from 93,766 positions set on June 3. In addition, open interest in recently launched Russell 1000 futures reached a new high of 1,725 positions.

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.

Chicago Mercantile Exchange Inc. (www.cme.com) is the largest futures exchange in the <> 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, Russell 1000 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.