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CME 2008 Monthly Summary


ADV for E-mini index products was a record 3.9 million contracts in January 2008, up 126% compared to January 2007. Several individual contracts reached record levels last month:

  • E-mini S&P 500 index futures averaged a record 2.6 million contracts in January 2008. Options on those futures averaged a record 106,214 contracts per day.

  • E-mini NASDAQ-100 index futures reached record ADV of 552,590 contracts in January.

  • E-mini MSCI products achieved record month-end open interest in January 2008: 13,327 positions for E-mini MSCI EAFE futures and 2,375 positions for E-mini MSCI Emerging Markets futures that launched in October 2007.


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CME January 2008 Summary.
February 2008 Summary

  • ADV for E-mini index products was 3 million contracts in February 2008, up 55% compared to February 2007.

  • Record month-end open interest for E-mini S&P 500 options of 770,674 contracts.

  • Open interest in E-mini S&P MidCap 400 futures has grown nearly 30% in the last six months.


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CME Feb 2008 Summary


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CME May 2008 Summary.