Combined trading volume in equity index products totaled a record 1,010,738 contracts, and open interest in those products set a record of 1,464,368 positions. The previous records in the equity product group were set Sept. 18 with 862,055 contracts traded and 1,416,796 open positions.
Trading volume in E-mini S&P 500 futures rose to 347,314, exceeding the previous record of 245,813 set on Sept. 10. Open interest of 192,556 positions surpassed the record set the previous day, Sept. 18, of 177,547. S&P 500 futures set an open interest record of 624,504 positions, surpassing its previous record of 616,900 set on Sept. 18.
Open interest in Nasdaq-100 Index futures rose to new highs yesterday with 82,728 positions, surpassing the previous day's record of 77,411. E-mini Nasdaq-100 futures also posted record open interest with 186,683 positions, topping the Sept. 18 record of 185,501.
In addition, Russell 2000 futures set volume and open interest records with 17,036 contracts trading and 27,606 open positions, surpassing the previous day's records of 16,486 contracts and 26,610 open positions. S&P 500/BARRA Value futures, traded on GLOBEX2
Chicago Mercantile Exchange Inc. (www.cme.com) is an international marketplace that brings together buyers and sellers on its trading floors and GLOBEX®2 around-the-clock electronic trading system. 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 $1.5 billion per day in settlement payments and manages $28.4 billion in collateral deposits.
