CME's E-mini<SUP>™</SUP> Russell 2000, E-mini S&P MidCap 400 Set Volume Records - Open Interest In CME's Agricultural Products Reaches Record Level

Trading in E-mini^™ Russell 2000 and E-mini S&P MidCap 400 futures traded on Chicago Mercantile Exchange Inc. (CME) set single-day volume records yesterday, Sept. 25, of 25,763 and 8,600 contracts, respectively. Additionally, open interest in CME's agricultural products rose to record highs this week, setting five new records in September and reaching a record 391,972 open positions on Sept. 24.

The previous volume record for E-mini Russell 2000 trading on CME's GLOBEX® electronic trading platform was set on Sept. 10, 2003 at 24,158 contracts. E-mini S&P MidCap 400 futures had previously set a volume record on Feb. 27, 2003, at 8,101 contracts.

The Sept. 24 open interest record in agricultural products surpassed a record of 389,261 set on Sept. 23, 2003; prior to the series of new records which began on Sept. 18, the record for agricultural products had been 377,109 positions on Feb. 1, 2001.