E-mini™ S&P 500 futures volume eclipsed the 500,000 mark for the first time yesterday, following two consecutive days of records beginning on June 3 with 453,250 contracts traded. Yesterday's record totaled 575,752 contracts. Before the two-day climb in volume, the previous record in E-mini S&P 500 futures stood at 435,039 contracts set on April 11.
E-mini Nasdaq-100 futures posted its second busiest trading day yesterday, with 284,013 contracts traded. The record day for E-mini Nasdaq-100 futures was set on May 15, when 313,639 contracts changed hands.
Also yesterday, E-mini Russell 2000 futures culminated four consecutive days of open interest records which began on May 30 with 8,520 positions and reached 8,761 positions June 4. In addition, E-mini Russell 2000 futures set a new single-day volume record of 3.350 contracts, surpassing the previous record set on May 23, with 2,906 contracts trading.
Chicago Mercantile Exchange Inc. (www.cme.com) is the largest futures exchange in the United States and the second largest exchange in the world for the trading of futures and options on futures. As an international marketplace, CME brings together buyers and sellers on its trading floors and GLOBEX® around-the-clock electronic trading platform. CME offers futures contracts and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moves about $1.6 billion per day in settlement payments and manages $27.4 billion in collateral deposits. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc.