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CME Sets Trading Volume Records In Key Equity Index Contracts - Total Volume Of 7.9 Million Fifth Highest Day Ever

Date 25/05/2006

CME, the world’s largest and most diverse financial exchange, today reported record trading volume of 1,921,351 contracts in its benchmark CME® E-mini® S&P 500® futures contract, overtaking the previous record of 1,874,814 contracts set on May 17, 2006. The CME E-mini Russell 2000® futures reached a trading volume record of 289,016 contracts, surpassing the previous record of 255,528 traded on December 12, 2005, as well as a new open interest record of 418,648 contracts.

Other records reached Wednesday in the CME equity futures complex included CME E-mini MSCI EAFE® futures that traded a record 206 contracts and reached 289 in open interest, its strongest day since its March 19, 2006, launch.

The new E-mini S&P 500 End-of-Month options, launched Monday, now have 908 contracts in open interest.