Overall volume on the CME has risen 10.5 percent year-to-date to 190.4 million contracts, while GLOBEX2 volume rose 107 percent year-to-date on volume of 27,227,253.
Equity index products set a new all-time monthly volume record for the second consecutive month—having set new monthly volume records in six out of 10 months this year. The new record, 6.6 million contracts, represents growth of 52.4 percent above October 1999 volume.
Included in the equity index record are all-time monthly records in E-mini S&P 500 futures at 2,109,204, E-mini Nasdaq 100 futures at 1,588,841 and Russell 2000 options at 1,256. New October volume records were set in standard sized Nasdaq 100 futures at 490,863, S&P 500 options at 478,000, Nasdaq 100 options at 54,128, Russell 2000 futures at 41,245, S&P/BARRA Value futures at 977 and S&P/BARRA Growth futures at 735.
Among currency products, volume in Euro FX options set a new October mark of 36,719, while Euro FX futures volume rose more than 51 percent year-to-date to total more than 3.5 million contracts. New Zealand dollar futures also set a new October record of 1,316 contracts traded.
Open interest, or the number of contracts outstanding at the close of trading, stood at 7.6 million contracts, 3.2 percent higher than year-ago levels.
