The CME E-mini Russell 2000(R) futures reached a new record of 508,334, surpassing the old record of 318,062 contracts achieved on June 6 of this year. Strong market interest in the CME S&P Midcap 400(R) futures also set a new trading record for that contract with 87,473 futures traded yesterday, overtaking the previous record of 65,847 set on Dec. 8, 2005. An additional record was established in the yen-denominated CME Nikkei(R) 225 futures, which traded 47,383 contracts, surpassing the previous record of 35,621 on December 6, 2005.
Total trading volume for all CME products was 9.7 million(*), the fourth highest volume day ever. Volume on the CME Globex(R) trading platform was 7.7 million, a new electronic trading record.
Exchange open interest reached a new record 50.2 million positions, including a new open interest record for options on CME S&P 500 futures of 1,529,594 and CME E-mini Russell 2000 futures of 523,215.
(*) All volume and open interest numbers exclude non-traditional
TRAKRS(TM) products and auction-traded products.
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.