.jpg)
CME Group Inc., (NYSE: CME)(NASDAQ: CME) the world's largest and most diverse exchange, experienced record volume yesterday in several of its most actively traded financial contracts, marking its second highest trading day for combined total and electronic trading volume. Total trading volume for Thursday was 23,341,621 futures and options on futures contracts. Electronic volume reached 19,092,834 contracts for the day.
Equity Products trading volume reached record levels with a combined total of 7,604,829 futures and options, eclipsing the previous record of 5,956,575 contracts achieved on July 26, 2007. E-mini® volume set a record with 7,204,929, overtaking its July 26, 2007, record of 5,644,900 contracts. Equity Products also broke the volume records in the following contracts:
- E-mini S&P 500® futures -- 4,833,274 contracts (previous 3,653,790 on July 26)
- E-mini NASDAQ-100 futures -- 982,738; (previous 884,662 on June 8, 2006)
- E-mini Russell 2000® futures -- 644,714 contracts (previous 587,230 on June 7)
- Mini-sized Dow Jones(SM) ($5) futures and options -- 415,856 (previous 367,130 on August 10)
- E-mini S&P 500 options on futures -- 214,296; (previous 189,014 on July 26)
CME's Foreign Exchange (FX) markets experienced record electronic trading volume with 1,126,852 futures and options, reflecting notional value of $134 billion. It was the second strongest trading day ever for this product group with total notional value of $141.6 billion based on 1,195,702 futures and options contracts. FX futures accounted for the majority of the electronic volume with 1,115,392 contracts traded with a notional value of $133 billion. Japanese yen futures accounted for more than one-third of electronic FX volume, setting a new record at $46 billion in notional value based on 414,550 contracts. The previous electronic record for Japanese yen futures was 254,262 contracts set on March 14, 2007. Total volume in Japanese yen futures and options was 430,927 contracts representing $ 47.8 billion in notional value. Yesterday's activity in this contract also represents the largest volume ever traded in any one of CME Group's 72 FX products.
In addition to volume records, CME Group set an open interest record in 5-year U.S. Treasury notes futures and options of 2,763,200 positions open, overtaking the previous record of 2,753,989 established on May 19, 2005. Open interest represents the number of contract positions that remain open at the end of the trading session.
NYMEX also set a new daily volume record on the CME Globex electronic trading platform with 1,109,933 contracts trading, eclipsing the 1,039,413 contracts traded on August 9, 2007. COMEX copper traded a record 33,771 contracts.
CME Group (http://www.cmegroup.com/) is the world's largest and most diverse exchange. Formed by the 2007 merger of the Chicago Mercantile Exchange (CME) and the Chicago Board of Trade (CBOT), CME Group serves the risk management needs of customers around the globe. As an international marketplace, CME Group brings buyers and sellers together on the CME Globex electronic trading platform and on its trading floors. CME Group offers the widest range of benchmark products available across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, agricultural commodities, and alternative investment products such as weather and real estate. CME Group is traded on the New York Stock Exchange and NASDAQ under the symbol "CME."
