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E-mini Nasdaq 100 futures set two consecutive days of volume records, with volume on Monday exceeding the 60,000 mark for the first time ever. Monday's record volume of 65,970 contracts beat Friday's record volume of 56,520 by 17 percent. Three days of consecutive open interest records culminated in a new high of 45,598 at the close of trading on Monday after surpassing 40,000 for the first time Thursday, Sept. 7, with 42,287 followed by open interest of 44,557 on Friday.
Volume in E-mini S&P 500 futures also rose to a new high yesterday of 104,086. The previous volume record was established May 24 with 100,990 contracts. Open interest in E-mini S&P 500 futures hit an all-time high of 58,077 positions yesterday, surpassing the previous record set June 19 with 57,993 positions.
Open interest measures the number of futures or options outstanding, or held open, after the close of trading each day.
Both E-mini equity index futures contracts-the fastest growing contracts in the history of the exchange-are traded electronically on the CME's GLOBEX®2 trading system and are smaller-sized versions of contracts traded actively via open outcry on the exchange's trading floor. E-mini index trading occurs virtually around the clock from 3:45 p.m. until 3:15 p.m. the following day.
