Two equity options on futures contracts, CME E-mini Russell 2000(R) options and CME S&P 500 options achieved record volume at 9,292 and 149,378 contracts respectively. The previous records were 8,593 contracts for the CME E-mini Russell 2000 options, set on May 15, 2006, and 112,189 for the CME S&P 500 options, set on Oct. 6, 2005. The CME E-mini MSCI EAFE(R) futures contract had its strongest volume day since its March 19, 2006, launch.
CME also set several FX volume records yesterday, including a new electronic FX volume record of 695,927 futures and options on futures contracts, representing $90 billion in notional value. This surpassed the previous record volume of 631,168 futures and options on futures contracts traded on Dec. 12, 2005.
CME EuroFX futures contracts accounted for nearly half of yesterday's electronic volume, with a record-setting 309,232 contracts trading electronically, reflecting notional value of $49.4 billion, which approaches the approximate notional value for CME's entire FX product group in April 2006. CME British Pound contracts also saw record volume on CME Globex(R) with 92,951 contracts traded.
Total CME volume on Wednesday, exceeded 7.72 million contracts, the exchange's fifth strongest volume day.
Chicago Mercantile Exchange Inc. ( http://www.cme.com ) is the world's largest and most diverse financial exchange. As an international marketplace, CME brings together buyers and sellers on CME Globex electronic trading platform and on its trading floors. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange managed $47.0 billion in collateral deposits at March 31, 2006, including $3.8 billion in deposits for non-CME products. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE, Nasdaq: CME), which is part of the Russell 1000(R) Index.
