Trading volume in E-mini™ S&P 500 futures broke the 900,000 mark for the first time yesterday, rising to a record 925,798 contracts and surpassing the previous record of 812,929 contracts set on June 16. Combined electronic and open outcry trading volume in all stock index futures and options on futures posted a single-day record of 1,474,912 contracts, topping the previous record set on July 15, with 1,365,848 contracts.
Other records set yesterday in CME stock index products include:
Contract |
Open Interest Record |
Volume Record |
Previous Record |
E-mini S&P 500 futures |
354,211 |
|
327,751 positions on July 19 |
E-mini Russell 2000 futures |
|
5,856 |
5,580 contracts on June 26 |
E-mini S&P MidCap 400 futures |
|
2,193 |
2,015 contracts on July 11 |