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CME Stock Index Products Set Open Interest Records

Date 14/06/2002

Open interest in stock index products traded on Chicago Mercantile Exchange Inc. (CME) set a new record of 1,615,399 positions yesterday, June 13. Volume was boosted by record open interest of 278,499 positions in E-mini™ S&P 500 futures and record open interest of 244,490 positions in E-mini Nasdaq-100 futures.

Additionally, E-mini S&P MidCap 400 futures set volume and open interest records, with 1,747 contracts traded and 2,806 open positions, surpassing the previous records of 1,136 contracts on April 24 and 2,234 positions on June 7.

The previous record in E-mini S&P 500 futures was set on May 30 with 269,632 positions. E-mini Nasdaq-100 futures posted three consecutive days of record open interest beginning with 203,675 positions on June 11. Other records posted June 13 include:

Contract

Open Interest Record

Volume Record

Previous Record

Canadian Dollar futures

96,195

 

95,713 on Dec. 11, 1997

Nasdaq-100 futures

86,801

 

86,364 on Sept. 21, 2001

E-mini Russell 2000 futures

 

4,037

3,989 on June 12, 2002

Russell 2000 futures

 

20,282

17,036 on Sept. 19, 2001

Open interest is 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.