CBOT 10- & 5 Yr. T-Note Contracts Hit New Open Interest Records

On July 28, 2004, the Chicago Board of Trade established two new open interest records--one in Ten-Year U.S. Treasury futures and the other in Five-Year U.S. Treasury Note futures. This is the third consecutive open interest record this week for the exchange's Five-year T-Note futures contract; and in the last half of July, CBOT Five-Year T-Note futures has reached nine of its top 10 highest open interest days.

10-Year Treasury Note Futures Open Interest Record
New Record: 1,471,468 Date: July 28, 2004
Old Record: 1,453,985 Date: April 28, 2004

5-Year Treasury Note Futures Open Interest Record
New Record: 1,296,397 Date: July 28, 2004
Old Record: 1,287,718 Date: July 27, 2004