CBOT 10-Year Interest Rate Swap Futures Record Volume

The Chicago Board of Trade's 10-Year Interest Rate Swap futures traded record volume of 30,206 contracts on Friday, June 13, 2003. The previous one-day record, 29,035 contracts, was set on February 27, 2003. Average trading volume since contract launch (October 2001), now at 2,934 contracts per day, is also at a record high.

For the year to date, trading volume has averaged over 4,200 contracts per day. As of last Friday, open interest was 60,860 contracts.