On 26 July trading exchange CME Group broke several volume records, including 11,629,768 contracts traded on CME Globex, the electronic trading platform for the Chicago Mercantile Exchange. The previous CME Globex record was 10,926,638 traded on 27 February 2007. CME Group’s total volume of all CME and Chicago Board of Trade (CBOT) products was 22,357,302.
Futures and options on equity index products led the way to the new volume heights with a record 5,595,214 contracts traded in the equity derivatives complex. The E-mini S&P 500 index futures traded 3,653,790 contracts, and options on E-mini S&P 500 futures traded 189,014, surpassing their old records of 3,575,703 set on 27 February and 174,295 on 20 July, respectively. End-of-month S&P 500 options futures traded 27,409 – a new high.
Total equity index volume on e-cbot – CBOT’s electronic trading platform – was 361,361 contracts. The previous volume record was 359,314 contracts on March 14. Mini-sized Dow Jones ($5) futures and options traded 347,719, exceeding the previous record of 332,538 on 14 March 2007.
Eurodollar futures and options on CME Globex traded a record 5,334,152 contracts, including midcurve options.
NYMEX products on CME Globex traded a total of 993,324 contracts, beating the old record of 959,721 on July 17. Comex gold traded a record 198,974 contracts.