Russell 2000 Index Futures Set Single Day Trading Record At CBOE Futures Exchange (CFE)

The CBOE Futures Exchange, LLC (CFE) announced that today's trading volume in the Mini-Russell 2000 Index futures (ticker symbol RM) set a new single-day record with reported volume of 1,210 contracts, leading CFE to a new overall volume record, with 2,630 futures contracts trading today. The previous single-day record for RM was 1,155 contracts on March 10, 2005, which was also the previous record day for overall volume at CFE, with 2,628 futures contracts trading.

The Mini-Russell 2000 Index futures began trading at CFE on Monday, February 7, 2005. The Russell 2000 Index is designed to measure the performance of the bottom 2,000 companies from a universe of the 3,000 largest stocks in the U.S.

CFE, which launched on March 26, 2004, is an all-electronic futures exchange offering futures on the CBOE Volatility Index (VIX), CBOE S&P 500 Three-Month Variance (VT), the CBOE China Index (CX), Russell 1000 Index (RN) and Mini-Russell 2000 Index (RT). On Monday, April 25, CFE will launch futures on the new CBOE DJIA Volatility Index (VXD).

CFE is a wholly-owned subsidiary of Chicago Board Options Exchange, Incorporated, offering an all-electronic exchange, open access market model, with traders providing liquidity and making markets. CFE trades are cleared by the triple-A rated Options Clearing Corporation (OCC). CBOE Futures Exchange, the newest futures exchange in the world, is regulated by the Commodity Futures Trading Commission (CFTC). More information on CFE and its products, including contract specifications, can be found at: http://www.cboe.com/CFE.