CME Group experienced record volumes in their Eurodollar futures on Friday, 5 June 2009.
In addition, CME Group’s total daily volume and interest rate volume both reached its highest levels for 2009 with 18,149,132 and 10,947,762 contracts traded, respectively.
Total daily volume for Eurodollars futures during electronic trading hours reached 5,834,776 surpassing the previous record of 5,394,648 set on 22 January 2008. The combined electronic and trading floor volume reached 6,008,825 beating the previous record of 5,788,113 set on 1 September 2005.
L.D.