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August Highlights Included:
CBOT® average daily volume: 812,629 ; Total exchange month-end open interest: 3,988,477; Project A®® monthly total: 590,419; Project A® average daily volume: 31,075; Ten-Year Agency futures set a daily open interest record on August 11 at 43,444; Two-Year Treasury Note futures set a daily open interest record on August 24 at 57,306; Wheat futures set a daily open interest record on August 17 at 149,228
a/c/e Electronic Trading System
a/c/e Monthly Total: 280,035; a/c/e average daily volume: 70,009; U.S. Treasury bond futures at 150,015 contracts; Ten-Year Treasury Note futures at 111,855 contracts; Five-Year Treasury Note futures at 12,786; Corn futures at 2,423 contracts; Soybean futures at 1,722 contracts; Wheat futures at 452 contracts
Financial Futures and Options
U.S. Treasury Bond futures were up 52.9% from July 2000 at 4,709,907; U.S. Treasury Bond options were up 7.6% from July 2000 at 1,011,744; Ten-Year Treasury Note futures increased 72.8% from July 2000 and were up 19.4% from August 1999 at 4,459,794, and rose 31.3% YTD (year-to-date) to 31,270,050; Ten-Year Treasury Note options were up 11.5% from July 2000 at 775,904; Five-Year Treasury Note futures were up 89.5% from July 2000 and up 4.1% from August 1999 at 2,253,253, and up 35.6% YTD at 16,139,932; Five-Year Treasury Note options were up 3.6% from July 2000 and up 10.5% from August 1999 at 263,688; Two-Year Treasury Note futures were up 310.9% from July 2000 and up 34.4% from August 1999 at 187,046, and up 20.0% YTD at 883,626; Thirty-Day Fed Funds futures rose 31.7% from July 2000 to 109,915 contracts; Municipal Bond Index futures were up 54.6% from July 2000 at 37,054; Ten-Year Agency Debt futures were up 87.0% from July 2000 at 129,984
Stock Index Futures and Options
CBOT®® DJIASMSM futures volume in August was 211,614 with YTD volume at 2,440,600; CBOT® DJIASM options were up 7.8% from July 2000 at 10,480 with YTD volume at 136,332
Agricultural Futures and Options
Corn futures were up 9.6% from July 2000 at 1,291,835, and up 10.2% YTD at 12,273,023; Wheat futures were up 24.3% from July 2000 at 572,879; Oat futures were up 38.6% from July 2000 and up 53.3% from August 1999 at 42,814, with YTD volume at 294,572, up 7.1%; Soybean Oil futures were up 8.0% from July 2000 at 456,195; Rough Rice futures were up 51.1% from July 2000 and up 17.9% from August 1999 at 12,291, with YTD volume at 113,975, up 34.5%
Seat Sales
CBOT® Full membership last traded at $340,100 as of August 25, 2000; CBOT® Associate membership last traded at $73,000 as of August 30, 2000; CBOT® Commodity options membership interest last traded at $16,500 as of September 1, 2000; CBOT® IDEM membership interest last traded at $5,000 as of August 17, 2000
