New Equity Index Records At CME

CME, the largest U.S. futures exchange, set several new records yesterday both for contract volume and open interest in several equity index contracts. Continued strong interest in the equity E-mini^TM complex drove overall volume of 1,991,221, the second-highest volume day for futures and options.

Volume records from Thursday include:

E-mini NASDAQ-100® futures – 619,825 contracts
E-mini Russell 2000® futures – 159,450 contracts
E-mini S&P Midcap 400TM futures – 34,408 contracts
Nikkei 225 futures (Yen-based) – 8,491 contracts

Open interest records for equity index products set yesterday include:

E-mini S&P 500® futures – 1,235,440 positions
E-mini NASDAQ-100 futures – 535,590 positions
E-mini Russell 2000 futures – 183,874 positions
Nikkei 225 futures (Yen based) – 22,852 positions
S&P 500 options – 749,276 positions
E-mini S&P 500 options – 74,744 positions
E-mini NASDAQ-100 options – 2,765 positions