Open Interest In CME S&P 500 Futures Surpasses 700,000

Open interest in S&P 500 futures traded on Chicago Mercantile Exchange Inc. (CME) for the first time surpassed 700,000 positions yesterday, Sept. 17, with 711,777 open positions at the close of trading. Overall, stock index products set a new open interest high of 2,964,787 positions.

Also included in the stock index product record were a record 104,034 open positions in Nasdaq-100 futures.

The open interest records and previous records for the products were as follows:

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Contract	Open Interest Record	Previous Record & Date
Stock index products	2,964,787 positions	2,954,071 positions on Sept. 16
S&P 500 futures	711,777 positions	686,516 positions on Sept. 16
Nasdaq-100 futures	104,034 positions	97,081 positions on June 21

In addition, a single-day volume record was set yesterday in E-mini™ S&P MidCap 400 futures at 3,134 contracts, surpassing the previous single-day volume record of 2,992 on July 25.

Open interest represents the number of futures and options on futures contracts outstanding at the close of trading each day. Open interest can be seen as a measure of the use of risk management instruments by institutions and individuals with a long-term stake in the markets, as well as the liquidity of a contract.

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 $1.5 billion per day in settlement payments and manages $27.1 billion in collateral deposits. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc.