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CBOT's May Volume At 29,119,791, Second-Highest Monthly Total

Date 04/06/2002

The Chicago Board of Trade (CBOT) today announced trading volume of 29,119,791 contracts for May 2002, up 22.7% from April 2002, up 22.0% from May 2001, and up 16.5% year-to-date (YTD) at 124,093,833. May 2002 volume was the second-highest monthly total in exchange history.

Volume on CBOT's electronic trading platform set a monthly record of 10,235,848 contracts. Electronic trading was up 33.0% from April 2002, up 134.0% from May 2001, and up 130.7% YTD at 40,130,990.

May Highlights Included:

  • May average daily volume was 1,323,627, up 22.7% from April 2002, up 22.0% from May 2001, and up 16.5% YTD at 1,193,210
  • Total exchange month-end open interest was 6,167,131, up 24.1% from May 2001
  • Two-Year Treasury Note futures set a monthly volume record (open auction) of 361,354
  • Ten-Year Swap futures set a monthly volume record (open auction) of 59,093 and set a daily volume record on May 28 at 12,312
  • All commodities set a daily open interest record (open outcry) on May 24, at 7,223,010
  • All commodities set a daily open interest record (combined) on May 24, at 7,239,163
  • Ten-Year Treasury Note futures set a daily open interest record (open auction) on May 24, at 886,628
  • Ten-Year Treasury Note options set a daily open interest record (open auction) on May 24, at 1,669,845
  • Five-Year Treasury Note futures set a daily open interest record (open auction) on May 29, at 695,080
  • Five-Year Treasury Note options set a daily open interest record (open auction) on May 24 at 593,315
Financial Futures and Options Highlights
  • U.S. Treasury Bond futures were up 32.2% from April 2002 at 5,191,448
  • Ten-Year Treasury Note futures were up 52.1% from April 2002 and up 51.5% from May 2001 at 8,309,111, and up 35.3% YTD at 32,239,896
  • Ten-Year Treasury Note options were up 34.2% from May 2001 at 2,352,037 and up 58.7% YTD at 11,646,632
  • Five-Year Treasury Note futures were up 50.0% from April 2002 at 4,637,631, and up 45.3% YTD at 18,272,153
  • Five-Year Treasury Note options were up 84.8% from May 2001 at 797,720, and up 67.4% YTD at 3,368,977
  • Two-Year Treasury Note futures were up 136.7% from April 2002 and up 37.6% from May 2001 at 376,968
  • Thirty-Day Fed Fund futures were up 8.3% from April 2002 and up 33.5% from May 2001 at 463,696, and up 69.5% YTD at 2,499,010
Agricultural Futures and Options Highlights
  • Corn futures were up 22.3% from May 2001 at 1,434,523
  • Oat futures were up 57.9% from May 2001 at 32,386 and up 34.1% YTD at 202,888
  • Oat options were up 278.0% from May 2001 at 8,856
  • Soybean futures were up 15.3% from May 2001 at 1,048,283 and up 17.1% YTD at 5,331,322
  • Soybean Meal futures totaled 567,221 and were up 4.7% YTD at 2,619,354
  • Soybean Oil futures were up 6.0% from April 2002 and up 30.7% from May 2001 at 526,918
  • Soybean Oil options were up 57.1% from April 2002 and up 118.7% from May 2001 at 55,248
  • Wheat options were up 22.4% from April 2002 at 119,553
  • Rough Rice options were up 147.7% from April 2002 and up 446.5% from May 2001 at 5,673
Stock Index Futures and Options
  • CBOT┬«DJIASM futures volume was up 20.8% from May 2001 at 456,210, and up 19.4% for the year at 2,344,487
  • CBOT DJIA options were up 123.7% from April 2002 and up 52.2% from May 2001 at 32,421
CBOT Electronic Trading System
  • Volume on the electronic trading platform sets highest monthly total ever at 10,235,848 contracts, up 33.0% from April 2002, up 134.0% from May 2001, and up 130.7% YTD at 40,130,990
  • May average daily volume was 465,266, up 33.0% from April 2002 and up 134.0% from May 2001
  • U.S. Treasury Bond futures set a monthly volume record of 2,783,011 contracts for May 2002
  • Ten-Year Treasury Note futures set a monthly volume record of 4,783,027 for May 2002
  • Five-Year Treasury Note futures set a monthly volume record of 2,364,252 for May 2002
Electronic Order Routing Statistics
  • Year-to-date, 2,552,148 futures and options orders, excluding futures spreads, were electronically sent directly to floor brokers using order receipt devices.
  • The following records were established during the month of May.
    • Contracts entered reached 192,638 on May 21, 2002
    • Option order filled hit a high of 1,429 on May 13, 2002
  • A monthly record of 50% was set for Agricultural futures orders filled by brokers using order receipt devices (Electronic Clerk) with a daily record of 56% on May 17, 2002. In the agricultural room, member firms use electronic order routing devices (COMET, Order Direct) to send orders that are filled and/or endorsed by the pit brokers.
CBOT Seat Sales
  • CBOT Full Membership last traded at $240,001 on May 31, 2002
  • CBOT Associate Membership last traded at $90,000 on May 24, 2002
  • CBOT Commodity Options Membership at $21,001 on May 29, 2002
  • CBOT IDEM membership at $14,000 on June 3, 2002