December Volume for CME Equity Products

December Volume Caps Strong Year for CME Equity Products

Volume for the CME Equity product complex continued to be strong in December, particularly for CME
E-mini products.

For December:

CME E-mini products averaged nearly 1.2 million contracts per day, up 27%
over 2004 numbers

Standard CME equity products averaged 187,000 contracts per day, up 19%
over last December

All-time record monthly volumes for dollar- and yen-denominated CME Nikkei
225 futures:

Dollar-denominated CME Nikkei 225 futures: 314,220 contracts
Yen-denominated CME Nikkei 225 futures: 175,294 contracts

For the Year:

Combined, CME E-mini products traded nearly 1.3 million contracts per day in 2005,
up 21% from 2004

Combined ADV for standard CME Equity contracts increased to 131,000 per day,
up 13% from 2004

February Volume for CME Equity Futures

RECORD VOLUME - MONTH (FEBRUARY) 2006

Contract # of Contracts Traded
CME E-mini Russell 2000 futures 2,257,870 contracts
CME E-mini S&P 500 futures 16,094,662 contracts
CME E-mini S&P MidCap 400® futures 370,144 contracts
CME Nikkei® 225 futures (dollar-denominated) 222,548 contracts
CME Nikkei 225 futures (yen-denominated) 137,035 contracts


CME E-mini Futures
___________________________FEB 2006 FEB 2005__% YOY
________________________________ADV______ADV___Growth
CME E-mini Russell 2000_____118,835___95,160___24.9%
CME E-mini S&P 500__________847,087__661,084___28.1%
CME E-mini S&P MidCap 400____19,481___13,691___42.3%
CME E-mini NASDAQ-100_______305,407__323,658__-5.6%

vol;ume will only increase and dramatically. Its one of the reasons why I talk about the liquidity mirage

So what do you mean by the "liquidity mirage"? Are you saying that the fact that volume is increasing does NOT mean that there is more liquidity?

And when you saying that "volume will only increase" I assume that you're talking about the electronic markets and not the pit traded markets right?

Record Open Interest in CME Equity Products

Several new open interest records were set on Wednesday, March 15:

CME E-mini S&P 500 futures 1,778,581 positions
CME E-mini S&P MidCap 400® futures 68,051 positions