Emini records broken and set


RECORD SINGLE DAY VOLUMES - FUTURES

CME E-mini S&P 500 futures: 1,921,351 contracts (5/23/2006)
CME E-mini Russell 2000 futures: 318,062 contracts (6/6/2006)

May Volume Snapshot – CME E-mini Futures

CME E-mini Futures | JAN-MAY 2006 ADV | JAN-MAY 2005 ADV | % YOY Growth
CME E-mini S&P 500 | 1,124,989 | 790,070 | 42.4%
CME E-mini MC 400 | 21,310 | 18,368 | 16.0%
CME E-mini ER2 | 161,983 | 107,550 | 50.6%
CME E-mini NQ | 335,725 | 273,099 | 22.9%
Quoted from CME news letter. I thought that this would be interesting to preserve because it's often difficult to find this information again after you've read it and look for it again:

quote:
June 8, 2006 – Quite a Remarkable Trading Day

  • CME E-mini S&P 500 Futures Trade 2.7 Million Contracts
    Surpassing previous record of 1.9 million on May 24, 2006

  • CME E-mini Futures Trade Nearly 4.3 Million Contracts

  • CME Globex Volume Reaches 7.7 Million Contracts
    A new electronic trading record

  • Total Trading Volume for all CME Products: 9.7 million*
    Fourth highest volume day ever

Additional Records

CME Equity Futures
New Record - June 8, 2006
Old Record - as dated
  • CME E-mini NASDAQ-100® Futures
    New: 884,662 contracts
    Old: 618,825 (Dec 9, 2004)

  • CME E-mini Russell 2000® Futures
    New: 508,334 contracts
    Old: 318,062 (June 6, 2006)

  • CME E-mini S&P MidCap 400
    New: 87,473 contracts
    Old: 65,847 (Dec 8, 2005)

  • CME Nikkei 225™ futures (yen-denominated)
    New: 47,383 contracts
    Old 35,621 (Dec 6, 2005)

Open Interest New Record - June 8, 2006
Total Exchange 50.2 million positions
CME S&P 500 Futures 1.5 million positions
CME E-mini Russell 2000 futures 523,215 positions