The previous open interest record in Eurodollar futures was set on May 15 at 5,157,354 positions; for E-mini S&P 500 futures, the previous record was 741,795 positions on May 16.
Open interest represents the number of futures and options on futures contracts outstanding at the close of trading each day.
Chicago Mercantile Exchange Inc. (www.cme.com) is the largest futures exchange in the United States. As an international marketplace, CME brings together buyers and sellers on its trading floors and GLOBEX® around-the-clock electronic trading platform. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.5 billion per day in settlement payments in the first quarter of 2003 and managed $28.5 billion in collateral deposits at March 31, 2003. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME).
E-mini is a service mark of Chicago Mercantile Exchange Inc.