Open interest in E-mini™ S&P 500 futures rose above the 300,000 mark for the first time on June 14, with 300,811 positions, surpassing its previous record of 278,499 positions on June 13. Other CME records on June 14 include:
|
Contract |
Open Interest Record |
Volume Record |
Previous Record |
|
Electronically traded foreign exchange (eFX) futures and options |
55,132 |
50,074 on June 10 | |
|
EuroFX futures |
156,109 |
26,545 |
153,396 positions on Sept. 14, 2001 25,973 contracts on June 10 |
|
Canadian dollar futures |
96,853 |
96,195 on June 13 | |
|
E-mini S&P MidCap 400 futures |
3,319 |
1,778 |
2,806 positions and 1,747 contracts on June 13 |
Open interest represents the number of futures and options 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 GLOBEX® around-the-clock 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.
