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CME Group Equity Products November 2007 Update


Index Comparisons
  • ADV for E-mini products was 3.4 million contracts in November 2007, up 89% from the previous year; standard equity index products were up 21% YOY.

  • MSCI products: E-mini MSCI Emerging Markets reached record open interest of 3,284 positions on December 12, 2007 and record volume of 1,618 contracts on November 13, 2007. The product launched in late October.

  • In November, E-mini Dow ($5) futures and E-mini S&P 500 futures each had second highest monthly ADVs in their history, at 230,440 contracts and 2.23 million contracts respectively.


E-mini Futures JAN-NOV JAN-NOV %Change
2007 ADV 2006 ADV YOY
E-mini S&P 500 1,639,030 1,031,022 +59.0%
E-mini NASDAQ-100 380,156 321,404 +18.3%
E-mini Dow ($5) 161,241 109,044 +47.9%
E-mini S&P MidCap 400 28,675 21,655 +32.4%