Trading volume in S&P 500 futures rose to 397,866 and surpassed the previous day's record of 339,416. Open interest of 616,900 positions surpassed the record set the previous day, Sept. 17, of 587,238 positions. Volume in equity index products combined totalled a record 862,055, and open interest in those products stood at 1,416,796. The previous records in the equity product group were set Sept. 17 at 834,796 contracts traded and 1,338,633 open positions.
Nasdaq-100 Index futures volume and open interest also rose to new highs yesterday. Trading volume totaled 72,092, and open interest reached 77,411 positions. Previously, the high volume mark had stood at 48,826 as set on March 12, while the open interest record was 72,951 on March 13.
Other equity index products set new records yesterday, Sept. 18:
- E-mini S&P 500 Futures Open Interest, Sept. 18 Record, 177,547, Previous Record, 174,951 on 9/11/01
- E-mini Nasdaq-100 Futures Open Interest, Sept. 18 Record, 185,501, Previous Record, 174,881 on 9/17/01
- S&P MidCap 400 Volume , Sept. 18 Record, 12,207, Previous Record, 9,094 on 12/11/00
- Russell 2000 Futures Volume , Sept. 18 Record, 16,486, Previous Record, 13,702 on 3/8/01
- Russell 2000 Futures Open Interest, Sept. 18 Record, 26,610, Previous Record, 25,060 on 9/17/01
